| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -43182.9618 | 32695.2508 | -75878.2126 | -3325255.8358 | 1209351.6316 | -4534607.4674 |
| Total P&L (%) | -43.183 | 32.6953 | -75.8782 | -3325.2558 | 1209.3516 | -4534.6075 |
| Avg Daily Profit (%) | -0.0269 | 0.0204 | -0.0473 | 0 | 0.1605 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -367530 | -31627 | -363650 | -5223915 | -61664 | -5602024 |
| Profit Factor | 0.9195 | 1.4652 | 0.8372 | 0.5205 | 5.7899 | 0.3213 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 37 | 15 | 22 | 42 | 23 | 19 |
| Losing Trades | 32 | 20 | 12 | 27 | 12 | 15 |
| Profitability (%) | 53.6232 | 42.8571 | 64.7059 | 60.8696 | 65.7143 | 55.8824 |
| Ratio Avg Win / Avg Loss | 0.7952 | 1.9536 | 0.4566 | 0.3346 | 3.0208 | 0.2537 |
| Largest Winning Trade | 53833 | 23077 | 53833 | 547869 | 440236 | 547869 |
| Largest Losing Trade | -363650 | -12852 | -363650 | -3537362 | -61664 | -3537362 |
| Avg Bars in Trades | 128 | 15 | 244 | 128 | 15 | 244 |
| Avg Bars in Winners | 131 | 15 | 210 | 91 | 16 | 182 |
| Avg Bars in Losers | 124 | 15 | 306 | 184 | 12 | 322 |
| Bars Traded | 8847 | 534 | 8313 | 8847 | 534 | 8313 |
| Profit Streak | 0 | 0 | 118.9669 | 89.1336 | 406.9669 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -686308 | -168804 | -578324 | -684810 | 711243 | -580032 |
{
"trading_pair": "ICP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9624,
"evaluation_days": 1604,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1623787200000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759273939553,
"expiration_time": 1763419968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 43,
"offset": 110
}
}
} {
"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": [
[
-43182.9617676502,
32695.2507926557,
-75878.2125603058,
-3325255.835783169,
1209351.6315763982,
-4534607.467359568
],
[
-43.182962,
32.695251,
-75.878213,
-3325.255836,
1209.351632,
-4534.607467
],
[
-0.026922,
0.020384,
-0.047306,
0,
0.160485,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-367530,
-31627,
-363650,
-5223915,
-61664,
-5602024
],
[
0.919484,
1.465171,
0.837185,
0.520455,
5.78992,
0.321341
],
[
69,
35,
34,
69,
35,
34
],
[
37,
15,
22,
42,
23,
19
],
[
32,
20,
12,
27,
12,
15
],
[
53.623188,
42.857143,
64.705882,
60.869565,
65.714286,
55.882353
],
[
0.795229,
1.953562,
0.456646,
0.334578,
3.020828,
0.25369
],
[
53833,
23077,
53833,
547869,
440236,
547869
],
[
-363650,
-12852,
-363650,
-3537362,
-61664,
-3537362
],
[
128,
15,
244,
128,
15,
244
],
[
131,
15,
210,
91,
16,
182
],
[
124,
15,
306,
184,
12,
322
],
[
8847,
534,
8313,
8847,
534,
8313
],
[
0,
0,
118.966893,
89.13356,
406.966893,
0
],
[
0,
0,
1,
1,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-686308,
-168804,
-578324,
-684810,
711243,
-580032
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9624,
"evaluation_days": 1604,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1623787200000,
"last_datapoint_time": 1759262400000,
"evaluation_time": 1759273939553,
"expiration_time": 1763419968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 43,
"offset": 110
}
}
}
| # | 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) |
|---|