Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233387.6801 | 194353.9365 | 39033.7436 | 158294.2826 | 111624.3232 | 46669.9594 |
Total P&L (%) | 233.3877 | 194.3539 | 39.0337 | 158.2943 | 111.6243 | 46.67 |
Avg Daily Profit (%) | 0.2241 | 0.1866 | 0.0375 | 0.0911 | 0.072 | 0.0368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64298 | -58168 | -43203 | -141346 | -152236 | -98339 |
Profit Factor | 1.6335 | 2.0536 | 1.2122 | 1.2153 | 1.2809 | 1.1381 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 42.268 | 33.3333 | 51.0204 | 42.268 | 33.3333 | 51.0204 |
Ratio Avg Win / Avg Loss | 2.2311 | 4.1072 | 1.1637 | 1.6599 | 2.5617 | 1.0926 |
Largest Winning Trade | 179419 | 179419 | 27425 | 190386 | 190386 | 60310 |
Largest Losing Trade | -23294 | -14592 | -23294 | -40378 | -40378 | -36521 |
Avg Bars in Trades | 253 | 220 | 285 | 253 | 220 | 285 |
Avg Bars in Winners | 388 | 373 | 398 | 388 | 373 | 398 |
Avg Bars in Losers | 153 | 143 | 167 | 153 | 143 | 167 |
Bars Traded | 24547 | 10570 | 13977 | 24547 | 10570 | 13977 |
Profit Streak | 17.6531 | 0 | 55.5281 | 17.6531 | 0 | 55.5281 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314566 | 180621 | -144393 | -72793 | -102133 | -212786 |
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669575600000, "first_datapoint_time": 1670374800000, "last_datapoint_time": 1759575600000, "evaluation_time": 1759578023678, "expiration_time": 1766055600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 223, "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": [ [ 233387.6801031479, 194353.936511501, 39033.743591647, 158294.2825629887, 111624.3231826451, 46669.9593803436 ], [ 233.38768, 194.353937, 39.033744, 158.294283, 111.624323, 46.669959 ], [ 0.224051, 0.186579, 0.037472, 0.091138, 0.071991, 0.036776 ], [ 10, 10, 10, 10, 10, 10 ], [ -64298, -58168, -43203, -141346, -152236, -98339 ], [ 1.633502, 2.053603, 1.212206, 1.21527, 1.280865, 1.138119 ], [ 97, 48, 49, 97, 48, 49 ], [ 41, 16, 25, 41, 16, 25 ], [ 56, 32, 24, 56, 32, 24 ], [ 42.268041, 33.333333, 51.020408, 42.268041, 33.333333, 51.020408 ], [ 2.231124, 4.107205, 1.163718, 1.659881, 2.56173, 1.092594 ], [ 179419, 179419, 27425, 190386, 190386, 60310 ], [ -23294, -14592, -23294, -40378, -40378, -36521 ], [ 253, 220, 285, 253, 220, 285 ], [ 388, 373, 398, 388, 373, 398 ], [ 153, 143, 167, 153, 143, 167 ], [ 24547, 10570, 13977, 24547, 10570, 13977 ], [ 17.653052, 0, 55.528052, 17.653052, 0, 55.528052 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314566, 180621, -144393, -72793, -102133, -212786 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669575600000, "first_datapoint_time": 1670374800000, "last_datapoint_time": 1759575600000, "evaluation_time": 1759578023678, "expiration_time": 1766055600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 3 } }, "second_band": { "type": "zlma", "factors": { "length": 223, "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) |
---|