| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 89109.3919 | 7782.255 | 81327.1369 | 113484.4994 | 12947.7065 | 100536.793 |
| Total P&L (%) | 89.1094 | 7.7823 | 81.3271 | 113.4845 | 12.9477 | 100.5368 |
| Avg Daily Profit (%) | 0.3422 | 0.0299 | 0.3123 | 0.2916 | 0.0468 | 0.2676 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -23181 | -15933 | -23449 | -44808 | -20114 | -45319 |
| Profit Factor | 1.7132 | 1.1908 | 1.9665 | 1.5248 | 1.2056 | 1.6561 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 70.4762 | 69.8113 | 71.1538 | 70.4762 | 69.8113 | 71.1538 |
| Ratio Avg Win / Avg Loss | 0.7177 | 0.5149 | 0.7972 | 0.6388 | 0.5213 | 0.6714 |
| Largest Winning Trade | 18504 | 8248 | 18504 | 20265 | 8248 | 20265 |
| Largest Losing Trade | -18492 | -11477 | -18492 | -35370 | -14199 | -35370 |
| Avg Bars in Trades | 227 | 34 | 425 | 227 | 34 | 425 |
| Avg Bars in Winners | 159 | 21 | 297 | 159 | 21 | 297 |
| Avg Bars in Losers | 390 | 63 | 740 | 390 | 63 | 740 |
| Bars Traded | 23908 | 1802 | 22106 | 23908 | 1802 | 22106 |
| Profit Streak | 5.5054 | 5.5054 | 13.2033 | 5.5054 | 5.5054 | 13.2033 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 442720 | -509228 | -168090 | 402770 | -384861 | -169071 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736622000000,
"first_datapoint_time": 1736812800000,
"last_datapoint_time": 1759121100000,
"evaluation_time": 1759121564013,
"expiration_time": 1765601100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 213,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
89109.3919216581,
7782.255010915,
81327.1369107431,
113484.4994252503,
12947.7064611058,
100536.7929641445
],
[
89.109392,
7.782255,
81.327137,
113.484499,
12.947706,
100.536793
],
[
0.342176,
0.029883,
0.312292,
0.291644,
0.046764,
0.267552
],
[
10,
10,
10,
10,
10,
10
],
[
-23181,
-15933,
-23449,
-44808,
-20114,
-45319
],
[
1.713233,
1.190802,
1.966453,
1.524839,
1.205557,
1.656079
],
[
105,
53,
52,
105,
53,
52
],
[
74,
37,
37,
74,
37,
37
],
[
31,
16,
15,
31,
16,
15
],
[
70.47619,
69.811321,
71.153846,
70.47619,
69.811321,
71.153846
],
[
0.717706,
0.514941,
0.797211,
0.638784,
0.521322,
0.671384
],
[
18504,
8248,
18504,
20265,
8248,
20265
],
[
-18492,
-11477,
-18492,
-35370,
-14199,
-35370
],
[
227,
34,
425,
227,
34,
425
],
[
159,
21,
297,
159,
21,
297
],
[
390,
63,
740,
390,
63,
740
],
[
23908,
1802,
22106,
23908,
1802,
22106
],
[
5.50537,
5.50537,
13.203287,
5.50537,
5.505371,
13.203287
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
442720,
-509228,
-168090,
402770,
-384861,
-169071
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736622000000,
"first_datapoint_time": 1736812800000,
"last_datapoint_time": 1759121100000,
"evaluation_time": 1759121564013,
"expiration_time": 1765601100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 213,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|