Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33408.8781 | -19185.2673 | 52594.1454 | 25923.3894 | -19567.4615 | 45490.8509 |
Total P&L (%) | 33.4089 | -19.1853 | 52.5941 | 25.9234 | -19.5675 | 45.4909 |
Avg Daily Profit (%) | 0.1283 | -0.0737 | 0.202 | 0.0886 | -0.0836 | 0.1441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28683 | -27943 | -17152 | -27852 | -25710 | -16564 |
Profit Factor | 1.2638 | 0.7635 | 2.1552 | 1.218 | 0.7411 | 2.0491 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 67.0886 | 61.5385 | 72.5 | 67.0886 | 61.5385 | 72.5 |
Ratio Avg Win / Avg Loss | 0.62 | 0.4772 | 0.8175 | 0.5975 | 0.4632 | 0.7773 |
Largest Winning Trade | 9957 | 9957 | 8020 | 8835 | 8835 | 7912 |
Largest Losing Trade | -16053 | -16001 | -16053 | -15716 | -15536 | -15716 |
Avg Bars in Trades | 301 | 340 | 263 | 301 | 340 | 263 |
Avg Bars in Winners | 198 | 202 | 195 | 198 | 202 | 195 |
Avg Bars in Losers | 510 | 560 | 441 | 510 | 560 | 441 |
Bars Traded | 23789 | 13268 | 10522 | 23789 | 13268 | 10522 |
Profit Streak | 16.1784 | 24.6367 | 16.1784 | 16.1784 | 24.6367 | 16.1784 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54930 | -579112 | 389931 | -108858 | -579112 | 61759 |
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736608500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759023110090, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 199, "offset": 225 } } }
{ "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": [ [ 33408.8780793945, -19185.2673458509, 52594.1454252454, 25923.3894285615, -19567.461509129, 45490.8509376904 ], [ 33.408878, -19.185267, 52.594145, 25.923389, -19.567462, 45.490851 ], [ 0.128288, -0.07367, 0.201959, 0.088551, -0.083581, 0.14408 ], [ 10, 10, 10, 10, 10, 10 ], [ -28683, -27943, -17152, -27852, -25710, -16564 ], [ 1.263768, 0.763531, 2.155201, 1.217978, 0.741054, 2.049122 ], [ 79, 39, 40, 79, 39, 40 ], [ 53, 24, 29, 53, 24, 29 ], [ 26, 15, 11, 26, 15, 11 ], [ 67.088608, 61.538462, 72.5, 67.088608, 61.538462, 72.5 ], [ 0.619961, 0.477207, 0.81749, 0.597499, 0.463159, 0.777253 ], [ 9957, 9957, 8020, 8835, 8835, 7912 ], [ -16053, -16001, -16053, -15716, -15536, -15716 ], [ 301, 340, 263, 301, 340, 263 ], [ 198, 202, 195, 198, 202, 195 ], [ 510, 560, 441, 510, 560, 441 ], [ 23789, 13268, 10522, 23789, 13268, 10522 ], [ 16.178357, 24.636691, 16.178357, 16.178357, 24.636691, 16.178358 ], [ 6, 5, 3, 6, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -54930, -579112, 389931, -108858, -579112, 61759 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736608500000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759023110090, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 199, "offset": 225 } } }
# | 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) |
---|