| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 96612.5267 | 15182.0115 | 81430.5152 | 107482.3691 | 14783.5629 | 92698.8062 |
| Total P&L (%) | 96.6125 | 15.182 | 81.4305 | 107.4824 | 14.7836 | 92.6988 |
| Avg Daily Profit (%) | 0.371 | 0.0583 | 0.3127 | 0.2807 | 0.053 | 0.2522 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -67468 | -36583 | -42726 | -214292 | -107212 | -138565 |
| Profit Factor | 1.2857 | 1.1041 | 1.4234 | 1.1288 | 1.0426 | 1.1903 |
| Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
| Winning Trades | 156 | 82 | 74 | 156 | 82 | 74 |
| Losing Trades | 125 | 59 | 66 | 125 | 59 | 66 |
| Profitability (%) | 55.516 | 58.156 | 52.8571 | 55.516 | 58.156 | 52.8571 |
| Ratio Avg Win / Avg Loss | 1.0302 | 0.7944 | 1.2695 | 0.9045 | 0.7501 | 1.0616 |
| Largest Winning Trade | 19247 | 11232 | 19247 | 34741 | 18092 | 34741 |
| Largest Losing Trade | -15404 | -10944 | -15404 | -44470 | -29134 | -44470 |
| Avg Bars in Trades | 87 | 52 | 122 | 87 | 52 | 122 |
| Avg Bars in Winners | 80 | 46 | 119 | 80 | 46 | 119 |
| Avg Bars in Losers | 95 | 61 | 125 | 95 | 61 | 125 |
| Bars Traded | 24545 | 7433 | 17113 | 24545 | 7433 | 17113 |
| Profit Streak | 0 | 0 | 8.429 | 0 | 0 | 8.429 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355268 | -233342 | 319883 | -71395 | -315030 | -3676 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736451900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758974569256,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 244,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
96612.5267300699,
15182.0114897512,
81430.5152403185,
107482.3690985554,
14783.5629029129,
92698.8061956424
],
[
96.612527,
15.182011,
81.430515,
107.482369,
14.783563,
92.698806
],
[
0.370987,
0.058298,
0.312689,
0.280662,
0.052959,
0.252202
],
[
10,
10,
10,
10,
10,
10
],
[
-67468,
-36583,
-42726,
-214292,
-107212,
-138565
],
[
1.285743,
1.104133,
1.423421,
1.128817,
1.042575,
1.190291
],
[
281,
141,
140,
281,
141,
140
],
[
156,
82,
74,
156,
82,
74
],
[
125,
59,
66,
125,
59,
66
],
[
55.516014,
58.156028,
52.857143,
55.516014,
58.156028,
52.857143
],
[
1.030243,
0.794437,
1.269537,
0.904501,
0.750145,
1.061611
],
[
19247,
11232,
19247,
34741,
18092,
34741
],
[
-15404,
-10944,
-15404,
-44470,
-29134,
-44470
],
[
87,
52,
122,
87,
52,
122
],
[
80,
46,
119,
80,
46,
119
],
[
95,
61,
125,
95,
61,
125
],
[
24545,
7433,
17113,
24545,
7433,
17113
],
[
0,
0,
8.429042,
0,
0,
8.429042
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355268,
-233342,
319883,
-71395,
-315030,
-3676
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736451900000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758974569256,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 244,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|