| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 82841.7796 | 8115.0431 | 74726.7365 | 88530.775 | -1581.5871 | 90112.362 |
| Total P&L (%) | 82.8418 | 8.115 | 74.7267 | 88.5308 | -1.5816 | 90.1124 |
| Avg Daily Profit (%) | 0.3181 | 0.0312 | 0.2869 | 0.2438 | -0.0061 | 0.247 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -51608 | -33843 | -24540 | -73762 | -50343 | -31890 |
| Profit Factor | 1.2662 | 1.0452 | 1.5671 | 1.1945 | 0.994 | 1.4754 |
| Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
| Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
| Losing Trades | 131 | 71 | 60 | 131 | 71 | 60 |
| Profitability (%) | 47.3896 | 43.2 | 51.6129 | 47.3896 | 43.2 | 51.6129 |
| Ratio Avg Win / Avg Loss | 1.4057 | 1.3743 | 1.4692 | 1.3261 | 1.307 | 1.3832 |
| Largest Winning Trade | 25026 | 17232 | 25026 | 21381 | 17562 | 21381 |
| Largest Losing Trade | -11414 | -11414 | -10163 | -16992 | -16992 | -12856 |
| Avg Bars in Trades | 99 | 96 | 101 | 99 | 96 | 101 |
| Avg Bars in Winners | 121 | 130 | 114 | 121 | 130 | 114 |
| Avg Bars in Losers | 78 | 70 | 87 | 78 | 70 | 87 |
| Bars Traded | 24666 | 12077 | 12589 | 24666 | 12077 | 12589 |
| Profit Streak | 2.9116 | 3.6929 | 0 | 2.9116 | 3.6929 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 222074 | -492581 | 312088 | -925 | -583877 | 279623 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737034200000,
"first_datapoint_time": 1737255600000,
"last_datapoint_time": 1759533300000,
"evaluation_time": 1759533762491,
"expiration_time": 1766013300000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 233,
"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": [
[
82841.7795948504,
8115.0430627341,
74726.7365321162,
88530.7749525559,
-1581.5870727152,
90112.3620252711
],
[
82.84178,
8.115043,
74.726737,
88.530775,
-1.581587,
90.112362
],
[
0.318108,
0.031161,
0.286947,
0.243785,
-0.006122,
0.247
],
[
10,
10,
10,
10,
10,
10
],
[
-51608,
-33843,
-24540,
-73762,
-50343,
-31890
],
[
1.266202,
1.045226,
1.567122,
1.194496,
0.994046,
1.475425
],
[
249,
125,
124,
249,
125,
124
],
[
118,
54,
64,
118,
54,
64
],
[
131,
71,
60,
131,
71,
60
],
[
47.389558,
43.2,
51.612903,
47.389558,
43.2,
51.612903
],
[
1.405699,
1.374278,
1.469177,
1.326093,
1.306987,
1.383211
],
[
25026,
17232,
25026,
21381,
17562,
21381
],
[
-11414,
-11414,
-10163,
-16992,
-16992,
-12856
],
[
99,
96,
101,
99,
96,
101
],
[
121,
130,
114,
121,
130,
114
],
[
78,
70,
87,
78,
70,
87
],
[
24666,
12077,
12589,
24666,
12077,
12589
],
[
2.911603,
3.692853,
0,
2.911603,
3.692853,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
222074,
-492581,
312088,
-925,
-583877,
279623
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737034200000,
"first_datapoint_time": 1737255600000,
"last_datapoint_time": 1759533300000,
"evaluation_time": 1759533762491,
"expiration_time": 1766013300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 221,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 233,
"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) |
|---|