| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 49937.9725 | -11838.0277 | 61776.0002 | 42075.7536 | -15834.6525 | 57910.4062 |
| Total P&L (%) | 49.938 | -11.838 | 61.776 | 42.0758 | -15.8347 | 57.9104 |
| Avg Daily Profit (%) | 0.1918 | -0.0455 | 0.2372 | 0.1349 | -0.0662 | 0.1756 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -35813 | -11995 | -31839 | -70016 | -17743 | -65438 |
| Profit Factor | 1.2905 | 0.7403 | 1.4891 | 1.149 | 0.7623 | 1.2684 |
| Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
| Winning Trades | 106 | 47 | 59 | 106 | 47 | 59 |
| Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
| Profitability (%) | 57.2973 | 50.5376 | 64.1304 | 57.2973 | 50.5376 | 64.1304 |
| Ratio Avg Win / Avg Loss | 0.9618 | 0.7246 | 0.8329 | 0.8563 | 0.746 | 0.7094 |
| Largest Winning Trade | 12957 | 2524 | 12957 | 19860 | 4162 | 19860 |
| Largest Losing Trade | -21615 | -4875 | -21615 | -39992 | -8970 | -39992 |
| Avg Bars in Trades | 128 | 6 | 250 | 128 | 6 | 250 |
| Avg Bars in Winners | 91 | 5 | 159 | 91 | 5 | 159 |
| Avg Bars in Losers | 177 | 7 | 413 | 177 | 7 | 413 |
| Bars Traded | 23707 | 628 | 23080 | 23707 | 628 | 23080 |
| Profit Streak | 0 | 0 | 17.2398 | 0 | 0 | 17.2398 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 183247 | -581576 | 303714 | -72685 | -581854 | 226921 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736852400000,
"first_datapoint_time": 1737031500000,
"last_datapoint_time": 1759351500000,
"evaluation_time": 1759352415199,
"expiration_time": 1765831500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 200,
"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": [
[
49937.9725031498,
-11838.027703068,
61776.0002062177,
42075.7536256545,
-15834.6525251698,
57910.4061508243
],
[
49.937973,
-11.838028,
61.776,
42.075754,
-15.834653,
57.910406
],
[
0.191759,
-0.045457,
0.237217,
0.134946,
-0.066174,
0.175585
],
[
10,
10,
10,
10,
10,
10
],
[
-35813,
-11995,
-31839,
-70016,
-17743,
-65438
],
[
1.29051,
0.740315,
1.489076,
1.149005,
0.762258,
1.268385
],
[
185,
93,
92,
185,
93,
92
],
[
106,
47,
59,
106,
47,
59
],
[
79,
46,
33,
79,
46,
33
],
[
57.297297,
50.537634,
64.130435,
57.297297,
50.537634,
64.130435
],
[
0.961795,
0.724564,
0.832873,
0.856334,
0.746039,
0.709435
],
[
12957,
2524,
12957,
19860,
4162,
19860
],
[
-21615,
-4875,
-21615,
-39992,
-8970,
-39992
],
[
128,
6,
250,
128,
6,
250
],
[
91,
5,
159,
91,
5,
159
],
[
177,
7,
413,
177,
7,
413
],
[
23707,
628,
23080,
23707,
628,
23080
],
[
0,
0,
17.239759,
0,
0,
17.239759
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
183247,
-581576,
303714,
-72685,
-581854,
226921
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736852400000,
"first_datapoint_time": 1737031500000,
"last_datapoint_time": 1759351500000,
"evaluation_time": 1759352415199,
"expiration_time": 1765831500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 200,
"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) |
|---|