Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327385.3179 | 106287.6279 | 221097.69 | 371541.137 | 144230.9801 | 227310.1569 |
Total P&L (%) | 327.3853 | 106.2876 | 221.0977 | 371.5411 | 144.231 | 227.3102 |
Avg Daily Profit (%) | 0.2037 | 0.0661 | 0.1376 | 0.0966 | 0.0556 | 0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78390 | -94167 | -50817 | -582223 | -422672 | -391214 |
Profit Factor | 1.4247 | 1.2716 | 1.5826 | 1.1331 | 1.1027 | 1.1639 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 100 | 44 | 56 | 100 | 44 | 56 |
Losing Trades | 134 | 73 | 61 | 134 | 73 | 61 |
Profitability (%) | 42.735 | 37.6068 | 47.8632 | 42.735 | 37.6068 | 47.8632 |
Ratio Avg Win / Avg Loss | 1.9091 | 2.1097 | 1.7239 | 1.5183 | 1.8294 | 1.2678 |
Largest Winning Trade | 109584 | 109584 | 51951 | 252989 | 252989 | 182716 |
Largest Losing Trade | -21662 | -19788 | -21662 | -133085 | -124767 | -133085 |
Avg Bars in Trades | 81 | 72 | 90 | 81 | 72 | 90 |
Avg Bars in Winners | 118 | 107 | 127 | 118 | 107 | 127 |
Avg Bars in Losers | 52 | 50 | 55 | 52 | 50 | 55 |
Bars Traded | 18957 | 8426 | 10531 | 18957 | 8426 | 10531 |
Profit Streak | 17.5853 | 0 | 56.1687 | 17.5853 | 0 | 56.1687 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308755 | -108651 | -6092 | -138113 | -230246 | -134275 |
{ "trading_pair": "ICP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19282, "evaluation_days": 1606.83, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1622008800000, "last_datapoint_time": 1759528800000, "evaluation_time": 1759536171607, "expiration_time": 1764526694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "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": [ [ 327385.3179294909, 106287.627890072, 221097.6900394194, 371541.1370346833, 144230.9801497027, 227310.1568849807 ], [ 327.385318, 106.287628, 221.09769, 371.541137, 144.23098, 227.310157 ], [ 0.203746, 0.066147, 0.137599, 0.096562, 0.055587, 0.073821 ], [ 10, 10, 10, 10, 10, 10 ], [ -78390, -94167, -50817, -582223, -422672, -391214 ], [ 1.424698, 1.271602, 1.582556, 1.133085, 1.102657, 1.163912 ], [ 234, 117, 117, 234, 117, 117 ], [ 100, 44, 56, 100, 44, 56 ], [ 134, 73, 61, 134, 73, 61 ], [ 42.735043, 37.606838, 47.863248, 42.735043, 37.606838, 47.863248 ], [ 1.909095, 2.109703, 1.723856, 1.518333, 1.829408, 1.267832 ], [ 109584, 109584, 51951, 252989, 252989, 182716 ], [ -21662, -19788, -21662, -133085, -124767, -133085 ], [ 81, 72, 90, 81, 72, 90 ], [ 118, 107, 127, 118, 107, 127 ], [ 52, 50, 55, 52, 50, 55 ], [ 18957, 8426, 10531, 18957, 8426, 10531 ], [ 17.585319, 0, 56.168653, 17.585319, 0, 56.168653 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308755, -108651, -6092, -138113, -230246, -134275 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19282, "evaluation_days": 1606.83, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1622008800000, "last_datapoint_time": 1759528800000, "evaluation_time": 1759536171607, "expiration_time": 1764526694400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 43, "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) |
---|