Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286911.7043 | 69781.655 | 217130.0492 | 211095.4717 | 11394.7667 | 199700.705 |
Total P&L (%) | 286.9117 | 69.7817 | 217.13 | 211.0955 | 11.3948 | 199.7007 |
Avg Daily Profit (%) | 0.179 | 0.0435 | 0.1354 | 0.0708 | 0.0067 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141270 | -100812 | -58347 | -1111072 | -717056 | -565123 |
Profit Factor | 1.2522 | 1.1171 | 1.4008 | 1.0458 | 1.0047 | 1.0923 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 185 | 83 | 102 | 185 | 83 | 102 |
Losing Trades | 237 | 128 | 109 | 237 | 128 | 109 |
Profitability (%) | 43.8389 | 39.3365 | 48.3412 | 43.8389 | 39.3365 | 48.3412 |
Ratio Avg Win / Avg Loss | 1.6042 | 1.7228 | 1.497 | 1.3398 | 1.5494 | 1.1673 |
Largest Winning Trade | 71091 | 71091 | 56392 | 249946 | 240483 | 249946 |
Largest Losing Trade | -26973 | -22089 | -26973 | -150665 | -84930 | -150665 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 32 | 30 | 33 | 32 | 30 | 33 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 9546 | 4332 | 5214 | 9546 | 4332 | 5214 |
Profit Streak | 9.2479 | 0 | 10.7479 | 9.2479 | 0 | 10.7479 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327551 | -228699 | -10694 | -267731 | -523820 | -219634 |
{ "trading_pair": "ICP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9619, "evaluation_days": 1603.17, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621137600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759197420411, "expiration_time": 1763345808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "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": [ [ 286911.7042585835, 69781.6550335919, 217130.0492249913, 211095.4716861211, 11394.766715492, 199700.7049706295 ], [ 286.911704, 69.781655, 217.130049, 211.095472, 11.394767, 199.700705 ], [ 0.178965, 0.043527, 0.135438, 0.070818, 0.006731, 0.068489 ], [ 10, 10, 10, 10, 10, 10 ], [ -141270, -100812, -58347, -1111072, -717056, -565123 ], [ 1.252219, 1.117111, 1.400838, 1.04584, 1.004666, 1.09232 ], [ 422, 211, 211, 422, 211, 211 ], [ 185, 83, 102, 185, 83, 102 ], [ 237, 128, 109, 237, 128, 109 ], [ 43.838863, 39.336493, 48.341232, 43.838863, 39.336493, 48.341232 ], [ 1.604194, 1.722774, 1.496974, 1.339806, 1.549365, 1.167283 ], [ 71091, 71091, 56392, 249946, 240483, 249946 ], [ -26973, -22089, -26973, -150665, -84930, -150665 ], [ 22, 20, 24, 22, 20, 24 ], [ 32, 30, 33, 32, 30, 33 ], [ 15, 14, 16, 15, 14, 16 ], [ 9546, 4332, 5214, 9546, 4332, 5214 ], [ 9.247921, 0, 10.747921, 9.247921, 0, 10.747921 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327551, -228699, -10694, -267731, -523820, -219634 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9619, "evaluation_days": 1603.17, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621137600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759197420411, "expiration_time": 1763345808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 13, "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) |
---|