Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68604.5588 | 5378.6605 | 63225.8982 | 67907.4172 | -664.2859 | 68571.703 |
Total P&L (%) | 68.6046 | 5.3787 | 63.2259 | 67.9074 | -0.6643 | 68.5717 |
Avg Daily Profit (%) | 0.2634 | 0.0207 | 0.2428 | 0.1992 | -0.0026 | 0.2007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29509 | -22364 | -18904 | -39755 | -30371 | -26133 |
Profit Factor | 1.3022 | 1.0391 | 1.7076 | 1.2313 | 0.9962 | 1.5752 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 64.4809 | 63.7363 | 65.2174 | 64.4809 | 63.7363 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.7173 | 0.5912 | 0.9107 | 0.6783 | 0.5668 | 0.8401 |
Largest Winning Trade | 9703 | 9703 | 7958 | 11212 | 11212 | 8498 |
Largest Losing Trade | -21854 | -21854 | -18261 | -23919 | -23213 | -23919 |
Avg Bars in Trades | 134 | 144 | 123 | 134 | 144 | 123 |
Avg Bars in Winners | 86 | 71 | 100 | 86 | 71 | 100 |
Avg Bars in Losers | 221 | 273 | 168 | 221 | 273 | 168 |
Bars Traded | 24594 | 13187 | 11407 | 24594 | 13187 | 11407 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285881 | -509898 | 307430 | 248843 | -580426 | 294386 |
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737682200000, "first_datapoint_time": 1737833400000, "last_datapoint_time": 1760181300000, "evaluation_time": 1760181754708, "expiration_time": 1766661300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 169, "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": [ [ 68604.5587594208, 5378.6605482321, 63225.8982111888, 67907.4171568937, -664.2858766311, 68571.7030335248 ], [ 68.604559, 5.378661, 63.225898, 67.907417, -0.664286, 68.571703 ], [ 0.263438, 0.020654, 0.242784, 0.199201, -0.002559, 0.20072 ], [ 10, 10, 10, 10, 10, 10 ], [ -29509, -22364, -18904, -39755, -30371, -26133 ], [ 1.302247, 1.039081, 1.707601, 1.231335, 0.99619, 1.575201 ], [ 183, 91, 92, 183, 91, 92 ], [ 118, 58, 60, 118, 58, 60 ], [ 65, 33, 32, 65, 33, 32 ], [ 64.480874, 63.736264, 65.217391, 64.480874, 63.736264, 65.217391 ], [ 0.717339, 0.591201, 0.910721, 0.678278, 0.566798, 0.840107 ], [ 9703, 9703, 7958, 11212, 11212, 8498 ], [ -21854, -21854, -18261, -23919, -23213, -23919 ], [ 134, 144, 123, 134, 144, 123 ], [ 86, 71, 100, 86, 71, 100 ], [ 221, 273, 168, 221, 273, 168 ], [ 24594, 13187, 11407, 24594, 13187, 11407 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 285881, -509898, 307430, 248843, -580426, 294386 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737682200000, "first_datapoint_time": 1737833400000, "last_datapoint_time": 1760181300000, "evaluation_time": 1760181754708, "expiration_time": 1766661300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 169, "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) |
---|