| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 443702.8048 | 197339.8503 | 246362.9544 | 862997.9023 | 302253.8315 | 560744.0708 |
| Total P&L (%) | 443.7028 | 197.3399 | 246.363 | 862.9979 | 302.2538 | 560.7441 |
| Avg Daily Profit (%) | 0.2777 | 0.1235 | 0.1542 | 0.1419 | 0.0872 | 0.1182 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104862 | -57149 | -77374 | -1826168 | -1220821 | -1190954 |
| Profit Factor | 2.0509 | 2.0757 | 2.0318 | 1.2062 | 1.1562 | 1.2491 |
| Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
| Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
| Losing Trades | 48 | 29 | 19 | 48 | 29 | 19 |
| Profitability (%) | 55.1402 | 46.2963 | 64.1509 | 55.1402 | 46.2963 | 64.1509 |
| Ratio Avg Win / Avg Loss | 1.6685 | 2.4078 | 1.1354 | 0.9813 | 1.3412 | 0.698 |
| Largest Winning Trade | 169786 | 169786 | 50739 | 618366 | 618366 | 435557 |
| Largest Losing Trade | -62034 | -23490 | -62034 | -703078 | -478903 | -703078 |
| Avg Bars in Trades | 55 | 31 | 79 | 55 | 31 | 79 |
| Avg Bars in Winners | 65 | 36 | 86 | 65 | 36 | 86 |
| Avg Bars in Losers | 42 | 26 | 67 | 42 | 26 | 67 |
| Bars Traded | 5907 | 1684 | 4223 | 5907 | 1684 | 4223 |
| Profit Streak | 0 | 0 | 62.2138 | 0 | 0 | 62.2138 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 472841 | -205674 | -167266 | -4454 | -306751 | -213865 |
{
"trading_pair": "ICP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6391,
"evaluation_days": 1597.75,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1623585600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758928073305,
"expiration_time": 1762856568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 40
}
}
} {
"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": [
[
443702.8047964408,
197339.8503478955,
246362.9544485451,
862997.9022662623,
302253.8314715282,
560744.0707947345
],
[
443.702805,
197.33985,
246.362954,
862.997902,
302.253831,
560.744071
],
[
0.277705,
0.123511,
0.154194,
0.141855,
0.087155,
0.118248
],
[
10,
10,
10,
10,
10,
10
],
[
-104862,
-57149,
-77374,
-1826168,
-1220821,
-1190954
],
[
2.050867,
2.075683,
2.031801,
1.206196,
1.156246,
1.249126
],
[
107,
54,
53,
107,
54,
53
],
[
59,
25,
34,
59,
25,
34
],
[
48,
29,
19,
48,
29,
19
],
[
55.140187,
46.296296,
64.150943,
55.140187,
46.296296,
64.150943
],
[
1.668502,
2.407792,
1.135418,
0.981312,
1.341245,
0.698041
],
[
169786,
169786,
50739,
618366,
618366,
435557
],
[
-62034,
-23490,
-62034,
-703078,
-478903,
-703078
],
[
55,
31,
79,
55,
31,
79
],
[
65,
36,
86,
65,
36,
86
],
[
42,
26,
67,
42,
26,
67
],
[
5907,
1684,
4223,
5907,
1684,
4223
],
[
0,
0,
62.213811,
0,
0,
62.213811
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
472841,
-205674,
-167266,
-4454,
-306751,
-213865
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6391,
"evaluation_days": 1597.75,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1623585600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758928073305,
"expiration_time": 1762856568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 135,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 40
}
}
}
| # | 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) |
|---|