Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262750.3398 | 100183.126 | 162567.2138 | -32801.5962 | -87419.7463 | 54618.1501 |
Total P&L (%) | 262.7503 | 100.1831 | 162.5672 | -32.8016 | -87.4197 | 54.6182 |
Avg Daily Profit (%) | 0.1645 | 0.0627 | 0.1017 | -0.0249 | -0.1297 | 0.0273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185809 | -153912 | -116650 | -228962 | -196694 | -79151 |
Profit Factor | 1.3415 | 1.2709 | 1.4069 | 0.9403 | 0.7002 | 1.2117 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 63.2 | 54.8387 | 71.4286 | 63.2 | 54.8387 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.7811 | 1.0466 | 0.5628 | 0.5475 | 0.5766 | 0.4847 |
Largest Winning Trade | 66586 | 58042 | 66586 | 66586 | 50599 | 66586 |
Largest Losing Trade | -80667 | -39028 | -80667 | -49536 | -49269 | -49536 |
Avg Bars in Trades | 50 | 41 | 59 | 50 | 41 | 59 |
Avg Bars in Winners | 44 | 35 | 50 | 44 | 35 | 50 |
Avg Bars in Losers | 61 | 48 | 81 | 61 | 48 | 81 |
Bars Traded | 6298 | 2562 | 3736 | 6298 | 2562 | 3736 |
Profit Streak | 22.6076 | 22.6076 | 63.8576 | 22.6076 | 22.6076 | 63.8576 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341874 | -262302 | -200587 | -577269 | -733783 | -302098 |
{ "trading_pair": "ICP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6391, "evaluation_days": 1597.75, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1622030400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758832495466, "expiration_time": 1762856568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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": [ [ 262750.3397526244, 100183.1259993091, 162567.2137533154, -32801.5962302619, -87419.7463260909, 54618.1500958289 ], [ 262.75034, 100.183126, 162.567214, -32.801596, -87.419746, 54.61815 ], [ 0.16445, 0.062703, 0.101748, -0.024877, -0.129663, 0.027279 ], [ 10, 10, 10, 10, 10, 10 ], [ -185809, -153912, -116650, -228962, -196694, -79151 ], [ 1.341489, 1.270853, 1.40688, 0.940321, 0.700204, 1.211666 ], [ 125, 62, 63, 125, 62, 63 ], [ 79, 34, 45, 79, 34, 45 ], [ 46, 28, 18, 46, 28, 18 ], [ 63.2, 54.83871, 71.428571, 63.2, 54.83871, 71.428571 ], [ 0.78112, 1.046585, 0.562752, 0.547529, 0.576639, 0.484666 ], [ 66586, 58042, 66586, 66586, 50599, 66586 ], [ -80667, -39028, -80667, -49536, -49269, -49536 ], [ 50, 41, 59, 50, 41, 59 ], [ 44, 35, 50, 44, 35, 50 ], [ 61, 48, 81, 61, 48, 81 ], [ 6298, 2562, 3736, 6298, 2562, 3736 ], [ 22.607586, 22.607586, 63.857586, 22.607586, 22.607586, 63.857586 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341874, -262302, -200587, -577269, -733783, -302098 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6391, "evaluation_days": 1597.75, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1622030400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758832495466, "expiration_time": 1762856568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 63, "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) |
---|