| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 59156.8376 | -1879.9849 | 61036.8225 | 63452.6578 | -4358.3305 | 67810.9884 |
| Total P&L (%) | 59.1568 | -1.88 | 61.0368 | 63.4527 | -4.3583 | 67.811 |
| Avg Daily Profit (%) | 0.2272 | -0.0072 | 0.2344 | 0.1889 | -0.0171 | 0.199 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -24953 | -14287 | -23219 | -41896 | -15533 | -37798 |
| Profit Factor | 1.7546 | 0.9385 | 2.2765 | 1.56 | 0.8903 | 1.9218 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Profitability (%) | 54.0984 | 51.6129 | 56.6667 | 54.0984 | 51.6129 | 56.6667 |
| Ratio Avg Win / Avg Loss | 1.4888 | 0.8799 | 1.7409 | 1.3237 | 0.8347 | 1.4696 |
| Largest Winning Trade | 17374 | 13976 | 17374 | 21847 | 14856 | 21847 |
| Largest Losing Trade | -14231 | -9154 | -14231 | -20879 | -9883 | -20879 |
| Avg Bars in Trades | 383 | 28 | 749 | 383 | 28 | 749 |
| Avg Bars in Winners | 403 | 22 | 762 | 403 | 22 | 762 |
| Avg Bars in Losers | 359 | 36 | 731 | 359 | 36 | 731 |
| Bars Traded | 23375 | 897 | 22478 | 23375 | 897 | 22478 |
| Profit Streak | 0 | 0 | 36.9679 | 0 | 0 | 36.9679 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -157518 | -581726 | 434235 | -158101 | -581726 | 374958 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736878500000,
"first_datapoint_time": 1736955900000,
"last_datapoint_time": 1759377600000,
"evaluation_time": 1759378422427,
"expiration_time": 1765857600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 55,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 87,
"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": [
[
59156.8376073262,
-1879.9848658965,
61036.8224732227,
63452.6578349909,
-4358.3305361065,
67810.9883710973
],
[
59.156838,
-1.879985,
61.036822,
63.452658,
-4.358331,
67.810988
],
[
0.227159,
-0.007219,
0.234378,
0.188855,
-0.01711,
0.19898
],
[
10,
10,
10,
10,
10,
10
],
[
-24953,
-14287,
-23219,
-41896,
-15533,
-37798
],
[
1.754632,
0.938516,
2.276526,
1.560019,
0.890332,
1.921804
],
[
61,
31,
30,
61,
31,
30
],
[
33,
16,
17,
33,
16,
17
],
[
28,
15,
13,
28,
15,
13
],
[
54.098361,
51.612903,
56.666667,
54.098361,
51.612903,
56.666667
],
[
1.488779,
0.879859,
1.740873,
1.323652,
0.834686,
1.469615
],
[
17374,
13976,
17374,
21847,
14856,
21847
],
[
-14231,
-9154,
-14231,
-20879,
-9883,
-20879
],
[
383,
28,
749,
383,
28,
749
],
[
403,
22,
762,
403,
22,
762
],
[
359,
36,
731,
359,
36,
731
],
[
23375,
897,
22478,
23375,
897,
22478
],
[
0,
0,
36.967852,
0,
0,
36.967852
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157518,
-581726,
434235,
-158101,
-581726,
374958
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736878500000,
"first_datapoint_time": 1736955900000,
"last_datapoint_time": 1759377600000,
"evaluation_time": 1759378422427,
"expiration_time": 1765857600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 55,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 87,
"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) |
|---|