Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253193.3283 | 119242.1375 | 133951.1908 | 37879.3743 | 35768.925 | 2110.4494 |
Total P&L (%) | 253.1933 | 119.2421 | 133.9512 | 37.8794 | 35.7689 | 2.1104 |
Avg Daily Profit (%) | 0.1584 | 0.0746 | 0.0838 | 0.0201 | 0.0191 | 0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98410 | -90016 | -131279 | -182847 | -121653 | -212321 |
Profit Factor | 1.2117 | 1.1955 | 1.2286 | 1.0265 | 1.0518 | 1.0029 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 156 | 71 | 85 | 156 | 71 | 85 |
Losing Trades | 158 | 86 | 72 | 158 | 86 | 72 |
Profitability (%) | 49.6815 | 45.2229 | 54.1401 | 49.6815 | 45.2229 | 54.1401 |
Ratio Avg Win / Avg Loss | 1.2273 | 1.4481 | 1.0407 | 1.0397 | 1.274 | 0.8495 |
Largest Winning Trade | 89179 | 89179 | 26788 | 100797 | 100797 | 32217 |
Largest Losing Trade | -54693 | -22796 | -54693 | -117444 | -25667 | -117444 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3037 | 1519 | 1517 | 3037 | 1519 | 1517 |
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 | 309827 | -100097 | -80311 | -357962 | -334769 | -574804 |
{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3196, "evaluation_days": 1598, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1626825600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759043413549, "expiration_time": 1762857216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.09497, "nb": 0.60206, "nc": 0.56359 } } }
{ "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": [ [ 253193.3282578585, 119242.1374953758, 133951.1907624832, 37879.3743354057, 35768.9249674695, 2110.4493679362 ], [ 253.193328, 119.242137, 133.951191, 37.879374, 35.768925, 2.110449 ], [ 0.158444, 0.07462, 0.083824, 0.020103, 0.019137, 0.001307 ], [ 10, 10, 10, 10, 10, 10 ], [ -98410, -90016, -131279, -182847, -121653, -212321 ], [ 1.211736, 1.195505, 1.228633, 1.026529, 1.051781, 1.002863 ], [ 314, 157, 157, 314, 157, 157 ], [ 156, 71, 85, 156, 71, 85 ], [ 158, 86, 72, 158, 86, 72 ], [ 49.681529, 45.22293, 54.140127, 49.681529, 45.22293, 54.140127 ], [ 1.227271, 1.448076, 1.040725, 1.039689, 1.273988, 0.849484 ], [ 89179, 89179, 26788, 100797, 100797, 32217 ], [ -54693, -22796, -54693, -117444, -25667, -117444 ], [ 9, 9, 9, 9, 9, 9 ], [ 9, 9, 9, 9, 9, 9 ], [ 9, 9, 9, 9, 9, 9 ], [ 3037, 1519, 1517, 3037, 1519, 1517 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309827, -100097, -80311, -357962, -334769, -574804 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3196, "evaluation_days": 1598, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1626825600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759043413549, "expiration_time": 1762857216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.09497, "nb": 0.60206, "nc": 0.56359 } } }
# | 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) |
---|