| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 323295.0404 | 104539.064 | 218755.9764 | 204074.4221 | -75870.1481 | 279944.5702 |
| Total P&L (%) | 323.295 | 104.5391 | 218.756 | 204.0744 | -75.8701 | 279.9446 |
| Avg Daily Profit (%) | 0.1952 | 0.0631 | 0.1321 | 0.0672 | -0.0858 | 0.0806 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86513 | -55469 | -93352 | -567695 | -270562 | -519870 |
| Profit Factor | 1.6355 | 1.4209 | 1.8403 | 1.1011 | 0.9099 | 1.2381 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
| Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
| Profitability (%) | 54.9451 | 47.8261 | 62.2222 | 54.9451 | 47.8261 | 62.2222 |
| Ratio Avg Win / Avg Loss | 1.3411 | 1.5501 | 1.1173 | 0.9029 | 0.9926 | 0.7517 |
| Largest Winning Trade | 112337 | 112337 | 62630 | 187352 | 113907 | 187352 |
| Largest Losing Trade | -59346 | -32911 | -59346 | -335706 | -158946 | -335706 |
| Avg Bars in Trades | 52 | 39 | 65 | 52 | 39 | 65 |
| Avg Bars in Winners | 51 | 36 | 64 | 51 | 36 | 64 |
| Avg Bars in Losers | 52 | 41 | 67 | 52 | 41 | 67 |
| Bars Traded | 4737 | 1798 | 2939 | 4737 | 1798 | 2939 |
| Profit Streak | 25.2066 | 25.2066 | 62.2066 | 25.2066 | 25.2066 | 62.2066 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 413027 | -106948 | -11703 | -212278 | -581006 | -84644 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4969,
"evaluation_days": 1656.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1620172800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758862649804,
"expiration_time": 1763138016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 109,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
323295.0404176926,
104539.0639931025,
218755.9764245902,
204074.4220579941,
-75870.1481455004,
279944.5702034946
],
[
323.29504,
104.539064,
218.755976,
204.074422,
-75.870148,
279.94457
],
[
0.195188,
0.063115,
0.132073,
0.067165,
-0.085799,
0.080624
],
[
10,
10,
10,
10,
10,
10
],
[
-86513,
-55469,
-93352,
-567695,
-270562,
-519870
],
[
1.635505,
1.420887,
1.840259,
1.101146,
0.909854,
1.238051
],
[
91,
46,
45,
91,
46,
45
],
[
50,
22,
28,
50,
22,
28
],
[
41,
24,
17,
41,
24,
17
],
[
54.945055,
47.826087,
62.222222,
54.945055,
47.826087,
62.222222
],
[
1.341114,
1.550059,
1.1173,
0.90294,
0.992568,
0.751674
],
[
112337,
112337,
62630,
187352,
113907,
187352
],
[
-59346,
-32911,
-59346,
-335706,
-158946,
-335706
],
[
52,
39,
65,
52,
39,
65
],
[
51,
36,
64,
51,
36,
64
],
[
52,
41,
67,
52,
41,
67
],
[
4737,
1798,
2939,
4737,
1798,
2939
],
[
25.206595,
25.206595,
62.206595,
25.206595,
25.206595,
62.206595
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
413027,
-106948,
-11703,
-212278,
-581006,
-84644
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4969,
"evaluation_days": 1656.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1620172800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758862649804,
"expiration_time": 1763138016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 154,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 109,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|