| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 80296.2394 | 5246.2381 | 75050.0014 | 81713.1599 | 8993.5828 | 72719.5771 |
| Total P&L (%) | 80.2962 | 5.2462 | 75.05 | 81.7132 | 8.9936 | 72.7196 |
| Avg Daily Profit (%) | 0.3083 | 0.0201 | 0.2882 | 0.2296 | 0.0331 | 0.2101 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -25981 | -21167 | -28000 | -42615 | -24366 | -44455 |
| Profit Factor | 1.261 | 1.0447 | 1.3947 | 1.2096 | 1.0624 | 1.296 |
| Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
| Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
| Losing Trades | 145 | 77 | 68 | 145 | 77 | 68 |
| Profitability (%) | 43.7985 | 40.3101 | 47.2868 | 43.7985 | 40.3101 | 47.2868 |
| Ratio Avg Win / Avg Loss | 1.6181 | 1.5469 | 1.5548 | 1.5521 | 1.5731 | 1.4447 |
| Largest Winning Trade | 25274 | 7048 | 25274 | 22120 | 8326 | 22120 |
| Largest Losing Trade | -18182 | -4702 | -18182 | -25949 | -5780 | -25949 |
| Avg Bars in Trades | 95 | 43 | 146 | 95 | 43 | 146 |
| Avg Bars in Winners | 129 | 69 | 180 | 129 | 69 | 180 |
| Avg Bars in Losers | 68 | 26 | 116 | 68 | 26 | 116 |
| Bars Traded | 24532 | 5625 | 18907 | 24532 | 5625 | 18907 |
| Profit Streak | 8.4115 | 8.4115 | 8.8594 | 8.4115 | 8.4115 | 8.8594 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309614 | -506444 | 309736 | 274067 | -470015 | 223977 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736443800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758932555988,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 36,
"offset": 0,
"std": 1.29663
}
}
}
{
"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": [
[
80296.2394421056,
5246.2380863469,
75050.0013557587,
81713.1599112164,
8993.5828019781,
72719.5771092385
],
[
80.296239,
5.246238,
75.050001,
81.71316,
8.993583,
72.719577
],
[
0.308334,
0.020145,
0.288188,
0.229608,
0.033075,
0.210073
],
[
10,
10,
10,
10,
10,
10
],
[
-25981,
-21167,
-28000,
-42615,
-24366,
-44455
],
[
1.261022,
1.044656,
1.394706,
1.20955,
1.062353,
1.295957
],
[
258,
129,
129,
258,
129,
129
],
[
113,
52,
61,
113,
52,
61
],
[
145,
77,
68,
145,
77,
68
],
[
43.79845,
40.310078,
47.286822,
43.79845,
40.310078,
47.286822
],
[
1.618126,
1.546895,
1.554754,
1.552077,
1.5731,
1.444673
],
[
25274,
7048,
25274,
22120,
8326,
22120
],
[
-18182,
-4702,
-18182,
-25949,
-5780,
-25949
],
[
95,
43,
146,
95,
43,
146
],
[
129,
69,
180,
129,
69,
180
],
[
68,
26,
116,
68,
26,
116
],
[
24532,
5625,
18907,
24532,
5625,
18907
],
[
8.411527,
8.411528,
8.859444,
8.411528,
8.411528,
8.859444
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309614,
-506444,
309736,
274067,
-470015,
223977
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736443800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758932555988,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 36,
"offset": 0,
"std": 1.29663
}
}
}
| # | 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) |
|---|