| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 573513.3648 | 349596.0734 | 223917.2914 | 880304.5318 | -1770449.0289 | 2650753.5607 |
| Total P&L (%) | 573.5134 | 349.5961 | 223.9173 | 880.3045 | -1770.449 | 2650.7536 |
| Avg Daily Profit (%) | 0.3452 | 0.2104 | 0.1348 | 0.1375 | 0 | 0.1997 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150392 | -132849 | -29754 | -3414214 | -3586288 | -94556 |
| Profit Factor | 3.0753 | 2.5226 | 5.79 | 1.1818 | 0.6192 | 14.7678 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
| Losing Trades | 10 | 7 | 3 | 10 | 7 | 3 |
| Profitability (%) | 84.8485 | 78.7879 | 90.9091 | 84.8485 | 78.7879 | 90.9091 |
| Ratio Avg Win / Avg Loss | 0.5492 | 0.6792 | 0.579 | 0.211 | 0.1667 | 1.4768 |
| Largest Winning Trade | 227648 | 227648 | 27702 | 300369 | 300369 | 268304 |
| Largest Losing Trade | -86780 | -86780 | -29754 | -3139131 | -3139131 | -86024 |
| Avg Bars in Trades | 46 | 61 | 31 | 46 | 61 | 31 |
| Avg Bars in Winners | 13 | 9 | 17 | 13 | 9 | 17 |
| Avg Bars in Losers | 231 | 257 | 171 | 231 | 257 | 171 |
| Bars Traded | 3080 | 2035 | 1045 | 3080 | 2035 | 1045 |
| Profit Streak | 18.3769 | 0 | 535.8769 | 18.3769 | 0 | 535.8769 |
| Trades During Streak | 1 | 0 | 16 | 1 | 0 | 16 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -111200 | 484128 | -1069 | -154879 | -577071 | 788455 |
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3323,
"evaluation_days": 1661.5,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1624665600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759309368128,
"expiration_time": 1763583408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 207,
"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": [
[
573513.3647570801,
349596.073371106,
223917.2913859741,
880304.5317863227,
-1770449.028918741,
2650753.5607050643
],
[
573.513365,
349.596073,
223.917291,
880.304532,
-1770.449029,
2650.753561
],
[
0.345178,
0.21041,
0.134768,
0.137482,
0,
0.199685
],
[
10,
10,
10,
10,
10,
10
],
[
-150392,
-132849,
-29754,
-3414214,
-3586288,
-94556
],
[
3.075336,
2.522629,
5.78999,
1.181792,
0.619245,
14.767828
],
[
66,
33,
33,
66,
33,
33
],
[
56,
26,
30,
56,
26,
30
],
[
10,
7,
3,
10,
7,
3
],
[
84.848485,
78.787879,
90.909091,
84.848485,
78.787879,
90.909091
],
[
0.549167,
0.679169,
0.578999,
0.211034,
0.16672,
1.476783
],
[
227648,
227648,
27702,
300369,
300369,
268304
],
[
-86780,
-86780,
-29754,
-3139131,
-3139131,
-86024
],
[
46,
61,
31,
46,
61,
31
],
[
13,
9,
17,
13,
9,
17
],
[
231,
257,
171,
231,
257,
171
],
[
3080,
2035,
1045,
3080,
2035,
1045
],
[
18.376946,
0,
535.876946,
18.376946,
0,
535.876946
],
[
1,
0,
16,
1,
0,
16
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-111200,
484128,
-1069,
-154879,
-577071,
788455
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3323,
"evaluation_days": 1661.5,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1624665600000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759309368128,
"expiration_time": 1763583408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 207,
"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) |
|---|