Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28322.327 | -17912.3197 | 46234.6467 | 20390.8254 | -23225.9816 | 43616.8071 |
Total P&L (%) | 28.3223 | -17.9123 | 46.2346 | 20.3908 | -23.226 | 43.6168 |
Avg Daily Profit (%) | 0.1088 | -0.0688 | 0.1775 | 0.0713 | -0.1014 | 0.1391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40524 | -26749 | -28821 | -52170 | -32096 | -38793 |
Profit Factor | 1.2587 | 0.6424 | 1.7787 | 1.1513 | 0.6105 | 1.5804 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 49.4382 | 42.2222 | 56.8182 | 49.4382 | 42.2222 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.2873 | 0.8791 | 1.3518 | 1.1775 | 0.8354 | 1.2011 |
Largest Winning Trade | 22387 | 4509 | 22387 | 23437 | 5089 | 23437 |
Largest Losing Trade | -14921 | -8797 | -14921 | -19892 | -10098 | -19892 |
Avg Bars in Trades | 263 | 37 | 493 | 263 | 37 | 493 |
Avg Bars in Winners | 356 | 46 | 591 | 356 | 46 | 591 |
Avg Bars in Losers | 171 | 30 | 364 | 171 | 30 | 364 |
Bars Traded | 23415 | 1692 | 21723 | 23415 | 1692 | 21723 |
Profit Streak | 12.0934 | 16.9372 | 12.0934 | 12.0934 | 16.9372 | 12.0934 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50998 | -583322 | 311603 | -158270 | -583600 | -6817 |
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736913600000, "first_datapoint_time": 1737097200000, "last_datapoint_time": 1759412700000, "evaluation_time": 1759413571322, "expiration_time": 1765892700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 76, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 205, "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": [ [ 28322.326990662, -17912.3197098171, 46234.6467004791, 20390.8254436419, -23225.9816383638, 43616.8070820055 ], [ 28.322327, -17.91232, 46.234647, 20.390825, -23.225982, 43.616807 ], [ 0.108756, -0.068782, 0.177539, 0.071285, -0.10144, 0.139095 ], [ 10, 10, 10, 10, 10, 10 ], [ -40524, -26749, -28821, -52170, -32096, -38793 ], [ 1.258714, 0.642449, 1.778672, 1.151287, 0.610502, 1.58038 ], [ 89, 45, 44, 89, 45, 44 ], [ 44, 19, 25, 44, 19, 25 ], [ 45, 26, 19, 45, 26, 19 ], [ 49.438202, 42.222222, 56.818182, 49.438202, 42.222222, 56.818182 ], [ 1.287321, 0.879141, 1.351791, 1.177452, 0.835424, 1.201089 ], [ 22387, 4509, 22387, 23437, 5089, 23437 ], [ -14921, -8797, -14921, -19892, -10098, -19892 ], [ 263, 37, 493, 263, 37, 493 ], [ 356, 46, 591, 356, 46, 591 ], [ 171, 30, 364, 171, 30, 364 ], [ 23415, 1692, 21723, 23415, 1692, 21723 ], [ 12.093418, 16.937168, 12.093418, 12.093418, 16.937168, 12.093418 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -50998, -583322, 311603, -158270, -583600, -6817 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736913600000, "first_datapoint_time": 1737097200000, "last_datapoint_time": 1759412700000, "evaluation_time": 1759413571322, "expiration_time": 1765892700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 76, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 205, "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) |
---|