| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 18494.6423 | -25094.8623 | 43589.5046 | 3541.4073 | -29917.2124 | 33458.6198 |
| Total P&L (%) | 18.4946 | -25.0949 | 43.5895 | 3.5414 | -29.9172 | 33.4586 |
| Avg Daily Profit (%) | 0.071 | -0.0964 | 0.1674 | 0.0134 | -0.1364 | 0.1109 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -51598 | -42135 | -20273 | -47663 | -35065 | -15774 |
| Profit Factor | 1.1207 | 0.761 | 1.9036 | 1.0277 | 0.6662 | 1.871 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
| Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
| Profitability (%) | 64 | 54.0541 | 73.6842 | 64 | 54.0541 | 73.6842 |
| Ratio Avg Win / Avg Loss | 0.6304 | 0.6468 | 0.6799 | 0.5781 | 0.5662 | 0.6682 |
| Largest Winning Trade | 13705 | 9404 | 13705 | 9631 | 6596 | 9631 |
| Largest Losing Trade | -20341 | -20341 | -11480 | -17598 | -17598 | -8931 |
| Avg Bars in Trades | 315 | 514 | 122 | 315 | 514 | 122 |
| Avg Bars in Winners | 201 | 345 | 98 | 201 | 345 | 98 |
| Avg Bars in Losers | 519 | 713 | 190 | 519 | 713 | 190 |
| Bars Traded | 23692 | 19030 | 4662 | 23692 | 19030 | 4662 |
| Profit Streak | 17.1411 | 17.1411 | 17.2349 | 17.1411 | 17.1411 | 17.2349 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -254429 | -580574 | 339887 | -591529 | -580574 | -43815 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736449200000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758890293285,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 220,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 247,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
18494.6422674111,
-25094.8623176823,
43589.5045850934,
3541.407348814,
-29917.2124401811,
33458.6197889952
],
[
18.494642,
-25.094862,
43.589505,
3.541407,
-29.917212,
33.45862
],
[
0.071019,
-0.096363,
0.167382,
0.013364,
-0.136414,
0.110891
],
[
10,
10,
10,
10,
10,
10
],
[
-51598,
-42135,
-20273,
-47663,
-35065,
-15774
],
[
1.120699,
0.76098,
1.90361,
1.027661,
0.666162,
1.871021
],
[
75,
37,
38,
75,
37,
38
],
[
48,
20,
28,
48,
20,
28
],
[
27,
17,
10,
27,
17,
10
],
[
64,
54.054054,
73.684211,
64,
54.054054,
73.684211
],
[
0.630393,
0.646833,
0.679861,
0.578059,
0.566238,
0.668222
],
[
13705,
9404,
13705,
9631,
6596,
9631
],
[
-20341,
-20341,
-11480,
-17598,
-17598,
-8931
],
[
315,
514,
122,
315,
514,
122
],
[
201,
345,
98,
201,
345,
98
],
[
519,
713,
190,
519,
713,
190
],
[
23692,
19030,
4662,
23692,
19030,
4662
],
[
17.141126,
17.141126,
17.234876,
17.141126,
17.141126,
17.234876
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-254429,
-580574,
339887,
-591529,
-580574,
-43815
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736449200000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758890293285,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 220,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 247,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|