| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 383183.2229 | 132548.1048 | 250635.1181 | 370584.7104 | -166570.3839 | 537155.0943 |
| Total P&L (%) | 383.1832 | 132.5481 | 250.6351 | 370.5847 | -166.5704 | 537.1551 |
| Avg Daily Profit (%) | 0.2299 | 0.0795 | 0.1504 | 0.093 | 0 | 0.1112 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -69013 | -94030 | -56610 | -217649 | -368215 | -59126 |
| Profit Factor | 1.834 | 1.3802 | 3.261 | 1.3718 | 0.8077 | 5.1156 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
| Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
| Profitability (%) | 70.2703 | 62.1622 | 78.3784 | 70.2703 | 62.1622 | 78.3784 |
| Ratio Avg Win / Avg Loss | 0.7759 | 0.8401 | 0.8996 | 0.5804 | 0.4916 | 1.4112 |
| Largest Winning Trade | 55498 | 55498 | 31478 | 120984 | 120984 | 60885 |
| Largest Losing Trade | -56610 | -54085 | -56610 | -217649 | -217649 | -53906 |
| Avg Bars in Trades | 43 | 54 | 31 | 43 | 54 | 31 |
| Avg Bars in Winners | 26 | 28 | 25 | 26 | 28 | 25 |
| Avg Bars in Losers | 81 | 97 | 52 | 81 | 97 | 52 |
| Bars Traded | 3182 | 2024 | 1158 | 3182 | 2024 | 1158 |
| Profit Streak | 20.1092 | 0 | 43.6092 | 20.1092 | 0 | 43.6092 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -56738 | -86299 | 536038 | -135329 | -579195 | -33183 |
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3334,
"evaluation_days": 1667,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1620475200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759761433620,
"expiration_time": 1764072864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 16,
"offset": 91
}
}
} {
"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": [
[
383183.2228711297,
132548.1047904126,
250635.1180807172,
370584.7104126004,
-166570.3839215599,
537155.0943341603
],
[
383.183223,
132.548105,
250.635118,
370.58471,
-166.570384,
537.155094
],
[
0.229864,
0.079513,
0.150351,
0.092953,
0,
0.11115
],
[
10,
10,
10,
10,
10,
10
],
[
-69013,
-94030,
-56610,
-217649,
-368215,
-59126
],
[
1.833965,
1.38021,
3.260966,
1.37181,
0.807697,
5.115576
],
[
74,
37,
37,
74,
37,
37
],
[
52,
23,
29,
52,
23,
29
],
[
22,
14,
8,
22,
14,
8
],
[
70.27027,
62.162162,
78.378378,
70.27027,
62.162162,
78.378378
],
[
0.775908,
0.840128,
0.899577,
0.580381,
0.491642,
1.411193
],
[
55498,
55498,
31478,
120984,
120984,
60885
],
[
-56610,
-54085,
-56610,
-217649,
-217649,
-53906
],
[
43,
54,
31,
43,
54,
31
],
[
26,
28,
25,
26,
28,
25
],
[
81,
97,
52,
81,
97,
52
],
[
3182,
2024,
1158,
3182,
2024,
1158
],
[
20.109185,
0,
43.609185,
20.109185,
0,
43.609185
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-56738,
-86299,
536038,
-135329,
-579195,
-33183
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3334,
"evaluation_days": 1667,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1620475200000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759761433620,
"expiration_time": 1764072864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 16,
"offset": 91
}
}
}
| # | 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) |
|---|