| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 480253.4991 | 180389.9146 | 299863.5845 | 1191655.3513 | 330675.2578 | 860980.0936 |
| Total P&L (%) | 480.2535 | 180.3899 | 299.8636 | 1191.6554 | 330.6753 | 860.9801 |
| Avg Daily Profit (%) | 0.2986 | 0.1122 | 0.1865 | 0.1592 | 0.0908 | 0.1408 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109480 | -133268 | -86113 | -164119 | -230047 | -129780 |
| Profit Factor | 1.2698 | 1.1846 | 1.3737 | 1.3989 | 1.1884 | 1.6992 |
| Total Trades | 715 | 357 | 358 | 715 | 357 | 358 |
| Winning Trades | 401 | 187 | 214 | 401 | 187 | 214 |
| Losing Trades | 314 | 170 | 144 | 314 | 170 | 144 |
| Profitability (%) | 56.0839 | 52.381 | 59.7765 | 56.0839 | 52.381 | 59.7765 |
| Ratio Avg Win / Avg Loss | 0.9943 | 1.0769 | 0.9243 | 1.0954 | 1.0803 | 1.1434 |
| Largest Winning Trade | 44120 | 44120 | 28634 | 114077 | 114077 | 105988 |
| Largest Losing Trade | -39450 | -25067 | -39450 | -108773 | -108773 | -92355 |
| Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
| Bars Traded | 9544 | 4762 | 4782 | 9544 | 4762 | 4782 |
| Profit Streak | 0 | 12.0082 | 0 | 0 | 12.0082 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428938 | -57774 | 332425 | 489446 | -82042 | 11527 |
{
"trading_pair": "ICP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9649,
"evaluation_days": 1608.17,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1622059200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759637505135,
"expiration_time": 1763790768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.84179
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 96,
"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": [
[
480253.4990826361,
180389.9145753897,
299863.5845072461,
1191655.3513388934,
330675.2577848736,
860980.0935540203
],
[
480.253499,
180.389915,
299.863585,
1191.655351,
330.675258,
860.980094
],
[
0.298634,
0.112171,
0.186463,
0.159221,
0.090839,
0.140805
],
[
10,
10,
10,
10,
10,
10
],
[
-109480,
-133268,
-86113,
-164119,
-230047,
-129780
],
[
1.269821,
1.184558,
1.373672,
1.398936,
1.188353,
1.699153
],
[
715,
357,
358,
715,
357,
358
],
[
401,
187,
214,
401,
187,
214
],
[
314,
170,
144,
314,
170,
144
],
[
56.083916,
52.380952,
59.776536,
56.083916,
52.380952,
59.776536
],
[
0.994324,
1.07687,
0.92434,
1.095427,
1.080321,
1.143355
],
[
44120,
44120,
28634,
114077,
114077,
105988
],
[
-39450,
-25067,
-39450,
-108773,
-108773,
-92355
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
9544,
4762,
4782,
9544,
4762,
4782
],
[
0,
12.008161,
0,
0,
12.008161,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428938,
-57774,
332425,
489446,
-82042,
11527
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9649,
"evaluation_days": 1608.17,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1622059200000,
"last_datapoint_time": 1759622400000,
"evaluation_time": 1759637505135,
"expiration_time": 1763790768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.84179
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 96,
"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) |
|---|