| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 285129.1654 | 146344.0879 | 138785.0776 | 83319.7668 | -8366.9939 | 91686.7607 |
| Total P&L (%) | 285.1292 | 146.3441 | 138.7851 | 83.3198 | -8.367 | 91.6868 |
| Avg Daily Profit (%) | 0.1784 | 0.0916 | 0.0868 | 0.0379 | -0.0055 | 0.0407 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102552 | -106962 | -65132 | -114169 | -108314 | -71040 |
| Profit Factor | 1.5165 | 1.489 | 1.5491 | 1.1329 | 0.9772 | 1.3526 |
| Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
| Winning Trades | 83 | 36 | 47 | 83 | 36 | 47 |
| Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
| Profitability (%) | 54.9669 | 47.3684 | 62.6667 | 54.9669 | 47.3684 | 62.6667 |
| Ratio Avg Win / Avg Loss | 1.2424 | 1.6545 | 0.9229 | 0.9282 | 1.0858 | 0.8058 |
| Largest Winning Trade | 228065 | 228065 | 62400 | 118304 | 118304 | 33333 |
| Largest Losing Trade | -38757 | -37275 | -38757 | -78072 | -78072 | -56234 |
| Avg Bars in Trades | 18 | 16 | 21 | 18 | 16 | 21 |
| Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
| Avg Bars in Losers | 12 | 10 | 14 | 12 | 10 | 14 |
| Bars Traded | 2861 | 1263 | 1598 | 2861 | 1263 | 1598 |
| Profit Streak | 0 | 0 | 25.6107 | 0 | 0 | 25.6107 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 380040 | -118553 | -131286 | -216489 | -629315 | -193983 |
{
"trading_pair": "ICP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3196,
"evaluation_days": 1598,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1630540800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758897567235,
"expiration_time": 1762857216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 63
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 229,
"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": [
[
285129.165431257,
146344.0878501889,
138785.0775810682,
83319.7667931406,
-8366.9938865191,
91686.7606796598
],
[
285.129165,
146.344088,
138.785078,
83.319767,
-8.366994,
91.686761
],
[
0.178429,
0.09158,
0.086849,
0.037933,
-0.005468,
0.040727
],
[
10,
10,
10,
10,
10,
10
],
[
-102552,
-106962,
-65132,
-114169,
-108314,
-71040
],
[
1.516518,
1.489007,
1.549092,
1.132928,
0.977187,
1.352584
],
[
151,
76,
75,
151,
76,
75
],
[
83,
36,
47,
83,
36,
47
],
[
68,
40,
28,
68,
40,
28
],
[
54.966887,
47.368421,
62.666667,
54.966887,
47.368421,
62.666667
],
[
1.242448,
1.654452,
0.922863,
0.928182,
1.085763,
0.805795
],
[
228065,
228065,
62400,
118304,
118304,
33333
],
[
-38757,
-37275,
-38757,
-78072,
-78072,
-56234
],
[
18,
16,
21,
18,
16,
21
],
[
24,
23,
25,
24,
23,
25
],
[
12,
10,
14,
12,
10,
14
],
[
2861,
1263,
1598,
2861,
1263,
1598
],
[
0,
0,
25.610732,
0,
0,
25.610732
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380040,
-118553,
-131286,
-216489,
-629315,
-193983
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3196,
"evaluation_days": 1598,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1630540800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758897567235,
"expiration_time": 1762857216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 63
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 229,
"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) |
|---|