| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 296009.3567 | 44459.2497 | 251550.107 | 182437.7078 | -126080.5689 | 308518.2767 |
| Total P&L (%) | 296.0094 | 44.4593 | 251.5501 | 182.4377 | -126.0806 | 308.5183 |
| Avg Daily Profit (%) | 0.1835 | 0.0276 | 0.156 | 0.0644 | 0 | 0.0873 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158942 | -91974 | -82770 | -1389330 | -642552 | -816868 |
| Profit Factor | 1.2787 | 1.0817 | 1.4855 | 1.0289 | 0.9603 | 1.0985 |
| Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
| Winning Trades | 114 | 54 | 60 | 114 | 54 | 60 |
| Losing Trades | 154 | 80 | 74 | 154 | 80 | 74 |
| Profitability (%) | 42.5373 | 40.2985 | 44.7761 | 42.5373 | 40.2985 | 44.7761 |
| Ratio Avg Win / Avg Loss | 1.7273 | 1.6025 | 1.8322 | 1.3899 | 1.4227 | 1.3548 |
| Largest Winning Trade | 67428 | 67428 | 59311 | 279146 | 279146 | 236900 |
| Largest Losing Trade | -25461 | -23692 | -25461 | -212429 | -156581 | -212429 |
| Avg Bars in Trades | 12 | 10 | 13 | 12 | 10 | 13 |
| Avg Bars in Winners | 17 | 14 | 20 | 17 | 14 | 20 |
| Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
| Bars Traded | 3220 | 1417 | 1803 | 3220 | 1417 | 1803 |
| Profit Streak | 18.3841 | 18.3841 | 21.3841 | 18.3841 | 18.3841 | 21.3841 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301976 | -290555 | 294176 | -295837 | -582242 | -189992 |
{
"trading_pair": "ICP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3226,
"evaluation_days": 1613,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1620691200000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760044386230,
"expiration_time": 1764192096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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": [
[
296009.3567346314,
44459.2497085266,
251550.1070261048,
182437.7077940764,
-126080.5688779709,
308518.2766720481
],
[
296.009357,
44.45925,
251.550107,
182.437708,
-126.080569,
308.518277
],
[
0.183515,
0.027563,
0.155952,
0.064391,
0,
0.08729
],
[
10,
10,
10,
10,
10,
10
],
[
-158942,
-91974,
-82770,
-1389330,
-642552,
-816868
],
[
1.278661,
1.081703,
1.485527,
1.028907,
0.960344,
1.098506
],
[
268,
134,
134,
268,
134,
134
],
[
114,
54,
60,
114,
54,
60
],
[
154,
80,
74,
154,
80,
74
],
[
42.537313,
40.298507,
44.776119,
42.537313,
40.298507,
44.776119
],
[
1.727314,
1.602522,
1.83215,
1.389926,
1.422731,
1.354824
],
[
67428,
67428,
59311,
279146,
279146,
236900
],
[
-25461,
-23692,
-25461,
-212429,
-156581,
-212429
],
[
12,
10,
13,
12,
10,
13
],
[
17,
14,
20,
17,
14,
20
],
[
7,
7,
7,
7,
7,
7
],
[
3220,
1417,
1803,
3220,
1417,
1803
],
[
18.3841,
18.3841,
21.3841,
18.3841,
18.3841,
21.3841
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301976,
-290555,
294176,
-295837,
-582242,
-189992
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3226,
"evaluation_days": 1613,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1620691200000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760044386230,
"expiration_time": 1764192096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"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) |
|---|