Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68655.9968 | 4484.0345 | 64171.9623 | 69872.5784 | -93.9578 | 69966.5363 |
Total P&L (%) | 68.656 | 4.484 | 64.172 | 69.8726 | -0.094 | 69.9665 |
Avg Daily Profit (%) | 0.2636 | 0.0172 | 0.2464 | 0.2037 | -0.0004 | 0.2039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29197 | -18396 | -22375 | -57511 | -28216 | -44487 |
Profit Factor | 1.5822 | 1.0888 | 1.9514 | 1.3478 | 0.9989 | 1.5948 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 51.9481 | 51.2821 | 52.6316 | 51.9481 | 51.2821 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.4635 | 1.0344 | 1.7562 | 1.2467 | 0.9489 | 1.4354 |
Largest Winning Trade | 36832 | 17162 | 36832 | 38331 | 23133 | 38331 |
Largest Losing Trade | -12168 | -6981 | -12168 | -25158 | -11679 | -25158 |
Avg Bars in Trades | 307 | 58 | 562 | 307 | 58 | 562 |
Avg Bars in Winners | 442 | 62 | 823 | 442 | 62 | 823 |
Avg Bars in Losers | 160 | 53 | 273 | 160 | 53 | 273 |
Bars Traded | 23651 | 2272 | 21378 | 23651 | 2272 | 21378 |
Profit Streak | 0 | 0 | 11.6451 | 0 | 0 | 11.6451 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37536 | -459640 | 393254 | -39400 | -581986 | 328530 |
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736410500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758792534035, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 204, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 82, "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": [ [ 68655.9967903778, 4484.0345367783, 64171.9622535995, 69872.5784255168, -93.9578481276, 69966.5362736445 ], [ 68.655997, 4.484035, 64.171962, 69.872578, -0.093958, 69.966536 ], [ 0.263636, 0.017218, 0.246417, 0.203678, -0.000361, 0.203891 ], [ 10, 10, 10, 10, 10, 10 ], [ -29197, -18396, -22375, -57511, -28216, -44487 ], [ 1.582197, 1.088838, 1.951383, 1.347799, 0.998872, 1.594846 ], [ 77, 39, 38, 77, 39, 38 ], [ 40, 20, 20, 40, 20, 20 ], [ 37, 19, 18, 37, 19, 18 ], [ 51.948052, 51.282051, 52.631579, 51.948052, 51.282051, 52.631579 ], [ 1.463532, 1.034396, 1.756244, 1.246715, 0.948928, 1.435362 ], [ 36832, 17162, 36832, 38331, 23133, 38331 ], [ -12168, -6981, -12168, -25158, -11679, -25158 ], [ 307, 58, 562, 307, 58, 562 ], [ 442, 62, 823, 442, 62, 823 ], [ 160, 53, 273, 160, 53, 273 ], [ 23651, 2272, 21378, 23651, 2272, 21378 ], [ 0, 0, 11.64507, 0, 0, 11.64507 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -37536, -459640, 393254, -39400, -581986, 328530 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736410500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758792534035, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 204, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 82, "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) |
---|