| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 278359.3223 | 176512.5391 | 101846.7832 | 3529.8128 | 708.9791 | 2820.8338 |
| Total P&L (%) | 278.3593 | 176.5125 | 101.8468 | 3.5298 | 0.709 | 2.8208 |
| Avg Daily Profit (%) | 0.174 | 0.1103 | 0.0637 | 0.0022 | 0.0004 | 0.0017 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -192150 | -192095 | -62416 | -122646 | -101419 | -47184 |
| Profit Factor | 1.2391 | 1.3132 | 1.1696 | 1.005 | 1.0021 | 1.0076 |
| Total Trades | 462 | 231 | 231 | 462 | 231 | 231 |
| Winning Trades | 228 | 105 | 123 | 228 | 105 | 123 |
| Losing Trades | 234 | 126 | 108 | 234 | 126 | 108 |
| Profitability (%) | 49.3506 | 45.4545 | 53.2468 | 49.3506 | 45.4545 | 53.2468 |
| Ratio Avg Win / Avg Loss | 1.2717 | 1.5758 | 1.027 | 1.0314 | 1.2025 | 0.8848 |
| Largest Winning Trade | 275905 | 275905 | 48293 | 46592 | 46592 | 32981 |
| Largest Losing Trade | -28879 | -27584 | -28879 | -34602 | -19848 | -34602 |
| Avg Bars in Trades | 9 | 7 | 11 | 9 | 7 | 11 |
| Avg Bars in Winners | 13 | 9 | 15 | 13 | 9 | 15 |
| Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
| Bars Traded | 4535 | 1795 | 2740 | 4535 | 1795 | 2740 |
| Profit Streak | 14.9667 | 17.3 | 0 | 14.9667 | 17.3 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 364928 | -44705 | -140555 | -567715 | -576491 | -568703 |
{
"trading_pair": "ICP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4800,
"evaluation_days": 1600,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1627084800000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758928320868,
"expiration_time": 1763049600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.77116,
"nc": 0.98087
}
}
} {
"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": [
[
278359.3223325082,
176512.5391060194,
101846.7832264893,
3529.8128139384,
708.9790602321,
2820.8337537063
],
[
278.359322,
176.512539,
101.846783,
3.529813,
0.708979,
2.820834
],
[
0.173975,
0.11032,
0.063654,
0.002168,
0.000442,
0.001739
],
[
10,
10,
10,
10,
10,
10
],
[
-192150,
-192095,
-62416,
-122646,
-101419,
-47184
],
[
1.239116,
1.313195,
1.169595,
1.004981,
1.002089,
1.00764
],
[
462,
231,
231,
462,
231,
231
],
[
228,
105,
123,
228,
105,
123
],
[
234,
126,
108,
234,
126,
108
],
[
49.350649,
45.454545,
53.246753,
49.350649,
45.454545,
53.246753
],
[
1.271724,
1.575834,
1.026961,
1.031428,
1.202507,
0.884757
],
[
275905,
275905,
48293,
46592,
46592,
32981
],
[
-28879,
-27584,
-28879,
-34602,
-19848,
-34602
],
[
9,
7,
11,
9,
7,
11
],
[
13,
9,
15,
13,
9,
15
],
[
6,
6,
7,
6,
6,
7
],
[
4535,
1795,
2740,
4535,
1795,
2740
],
[
14.966677,
17.30001,
0,
14.966677,
17.30001,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
364928,
-44705,
-140555,
-567715,
-576491,
-568703
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4800,
"evaluation_days": 1600,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1627084800000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758928320868,
"expiration_time": 1763049600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.77116,
"nc": 0.98087
}
}
}
| # | 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) |
|---|