| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 302148.0565 | 137440.1853 | 164707.8713 | 143184.1281 | 213726.3303 | -70542.2022 |
| Total P&L (%) | 302.1481 | 137.4402 | 164.7079 | 143.1841 | 213.7263 | -70.5422 |
| Avg Daily Profit (%) | 0.1889 | 0.0859 | 0.103 | 0.0556 | 0.0715 | -0.0764 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119932 | -88235 | -44934 | -851341 | -527214 | -347153 |
| Profit Factor | 1.6821 | 1.552 | 1.8493 | 1.077 | 1.2305 | 0.9243 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 58 | 22 | 36 | 58 | 22 | 36 |
| Losing Trades | 59 | 37 | 22 | 59 | 37 | 22 |
| Profitability (%) | 49.5727 | 37.2881 | 62.069 | 49.5727 | 37.2881 | 62.069 |
| Ratio Avg Win / Avg Loss | 1.7111 | 2.6101 | 1.1301 | 1.0956 | 2.0695 | 0.5649 |
| Largest Winning Trade | 270948 | 270948 | 55272 | 781888 | 781888 | 136140 |
| Largest Losing Trade | -28325 | -28325 | -26982 | -175831 | -94442 | -175831 |
| Avg Bars in Trades | 37 | 22 | 53 | 37 | 22 | 53 |
| Avg Bars in Winners | 58 | 34 | 73 | 58 | 34 | 73 |
| Avg Bars in Losers | 17 | 15 | 21 | 17 | 15 | 21 |
| Bars Traded | 4437 | 1329 | 3108 | 4437 | 1329 | 3108 |
| Profit Streak | 37.3516 | 37.3516 | 47.0183 | 37.3516 | 37.3516 | 47.0183 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 426479 | -256593 | -230624 | -253385 | -277781 | -758280 |
{
"trading_pair": "ICP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4799,
"evaluation_days": 1599.67,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1624377600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758903982011,
"expiration_time": 1763019936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
302148.0565408149,
137440.1852581223,
164707.8712826927,
143184.1281367607,
213726.3303470411,
-70542.20221028
],
[
302.148057,
137.440185,
164.707871,
143.184128,
213.72633,
-70.542202
],
[
0.188881,
0.085918,
0.102964,
0.055567,
0.0715,
-0.076375
],
[
10,
10,
10,
10,
10,
10
],
[
-119932,
-88235,
-44934,
-851341,
-527214,
-347153
],
[
1.682146,
1.551968,
1.849283,
1.077023,
1.230532,
0.9243
],
[
117,
59,
58,
117,
59,
58
],
[
58,
22,
36,
58,
22,
36
],
[
59,
37,
22,
59,
37,
22
],
[
49.57265,
37.288136,
62.068966,
49.57265,
37.288136,
62.068966
],
[
1.711148,
2.610129,
1.130117,
1.095593,
2.069531,
0.56485
],
[
270948,
270948,
55272,
781888,
781888,
136140
],
[
-28325,
-28325,
-26982,
-175831,
-94442,
-175831
],
[
37,
22,
53,
37,
22,
53
],
[
58,
34,
73,
58,
34,
73
],
[
17,
15,
21,
17,
15,
21
],
[
4437,
1329,
3108,
4437,
1329,
3108
],
[
37.351644,
37.351644,
47.01831,
37.351644,
37.351644,
47.01831
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426479,
-256593,
-230624,
-253385,
-277781,
-758280
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4799,
"evaluation_days": 1599.67,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1624377600000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758903982011,
"expiration_time": 1763019936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 129,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|