Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360386.5861 | 326611.6249 | 33774.9612 | 144688.1882 | 58681.144 | 86007.0442 |
Total P&L (%) | 360.3866 | 326.6116 | 33.775 | 144.6882 | 58.6811 | 86.007 |
Avg Daily Profit (%) | 0.346 | 0.3135 | 0.0324 | 0.0859 | 0.0443 | 0.0596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94549 | -89802 | -12985 | -499137 | -575868 | -57193 |
Profit Factor | 1.7798 | 1.8555 | 1.4201 | 1.0793 | 1.0383 | 1.2917 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 49.6933 | 44.4444 | 54.878 | 49.6933 | 44.4444 | 54.878 |
Ratio Avg Win / Avg Loss | 1.8017 | 2.3194 | 1.1676 | 1.0926 | 1.2979 | 1.0621 |
Largest Winning Trade | 322475 | 322475 | 8879 | 436433 | 436433 | 34367 |
Largest Losing Trade | -34505 | -34505 | -5799 | -205151 | -205151 | -30490 |
Avg Bars in Trades | 149 | 283 | 18 | 149 | 283 | 18 |
Avg Bars in Winners | 133 | 280 | 15 | 133 | 280 | 15 |
Avg Bars in Losers | 165 | 285 | 20 | 165 | 285 | 20 |
Bars Traded | 24407 | 22928 | 1479 | 24407 | 22928 | 1479 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467228 | -2005 | -155079 | -210833 | -326924 | -116858 |
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670212800000, "first_datapoint_time": 1671026400000, "last_datapoint_time": 1760212800000, "evaluation_time": 1760215493340, "expiration_time": 1766692800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 227, "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": [ [ 360386.5861262135, 326611.6249218741, 33774.9612043392, 144688.1881949691, 58681.1439538245, 86007.0442411445 ], [ 360.386586, 326.611625, 33.774961, 144.688188, 58.681144, 86.007044 ], [ 0.34597, 0.313546, 0.032424, 0.085939, 0.044335, 0.059597 ], [ 10, 10, 10, 10, 10, 10 ], [ -94549, -89802, -12985, -499137, -575868, -57193 ], [ 1.779761, 1.855496, 1.420112, 1.079255, 1.038335, 1.291685 ], [ 163, 81, 82, 163, 81, 82 ], [ 81, 36, 45, 81, 36, 45 ], [ 82, 45, 37, 82, 45, 37 ], [ 49.693252, 44.444444, 54.878049, 49.693252, 44.444444, 54.878049 ], [ 1.801733, 2.319369, 1.167647, 1.092579, 1.297919, 1.062052 ], [ 322475, 322475, 8879, 436433, 436433, 34367 ], [ -34505, -34505, -5799, -205151, -205151, -30490 ], [ 149, 283, 18, 149, 283, 18 ], [ 133, 280, 15, 133, 280, 15 ], [ 165, 285, 20, 165, 285, 20 ], [ 24407, 22928, 1479, 24407, 22928, 1479 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 467228, -2005, -155079, -210833, -326924, -116858 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670212800000, "first_datapoint_time": 1671026400000, "last_datapoint_time": 1760212800000, "evaluation_time": 1760215493340, "expiration_time": 1766692800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 227, "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) |
---|