Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99405.0901 | 14379.6661 | 85025.4239 | 100632.5949 | -6112.2126 | 106744.8076 |
Total P&L (%) | 99.4051 | 14.3797 | 85.0254 | 100.6326 | -6.1122 | 106.7448 |
Avg Daily Profit (%) | 0.3157 | 0.0457 | 0.27 | 0.2214 | -0.02 | 0.2309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47524 | -53718 | -22294 | -62957 | -66433 | -26533 |
Profit Factor | 1.3142 | 1.0737 | 1.7002 | 1.247 | 0.9764 | 1.7174 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 82 | 36 | 46 | 82 | 36 | 46 |
Losing Trades | 91 | 51 | 40 | 91 | 51 | 40 |
Profitability (%) | 47.3988 | 41.3793 | 53.4884 | 47.3988 | 41.3793 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.4584 | 1.5211 | 1.4785 | 1.3838 | 1.3832 | 1.4934 |
Largest Winning Trade | 24608 | 24608 | 23795 | 24483 | 23897 | 24483 |
Largest Losing Trade | -12588 | -12588 | -9400 | -18089 | -18089 | -10675 |
Avg Bars in Trades | 84 | 92 | 75 | 84 | 92 | 75 |
Avg Bars in Winners | 103 | 114 | 94 | 103 | 114 | 94 |
Avg Bars in Losers | 66 | 77 | 53 | 66 | 77 | 53 |
Bars Traded | 14565 | 8080 | 6485 | 14565 | 8080 | 6485 |
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 | 268280 | -304632 | 332482 | 224475 | -584007 | 321646 |
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 15115, "actual_packets": 15115, "evaluation_days": 314.9, "actual_first_datapoint_time": 1732980600000, "first_datapoint_time": 1733391000000, "last_datapoint_time": 1760185800000, "evaluation_time": 1760187809747, "expiration_time": 1764103608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "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": [ [ 99405.0900810246, 14379.6661366777, 85025.4239443469, 100632.5949202856, -6112.2126417597, 106744.8075620454 ], [ 99.40509, 14.379666, 85.025424, 100.632595, -6.112213, 106.744808 ], [ 0.315672, 0.045664, 0.270008, 0.221364, -0.020027, 0.230916 ], [ 10, 10, 10, 10, 10, 10 ], [ -47524, -53718, -22294, -62957, -66433, -26533 ], [ 1.314167, 1.073748, 1.700234, 1.246954, 0.976374, 1.717409 ], [ 173, 87, 86, 173, 87, 86 ], [ 82, 36, 46, 82, 36, 46 ], [ 91, 51, 40, 91, 51, 40 ], [ 47.398844, 41.37931, 53.488372, 47.398844, 41.37931, 53.488372 ], [ 1.458405, 1.521143, 1.478465, 1.383814, 1.383196, 1.493399 ], [ 24608, 24608, 23795, 24483, 23897, 24483 ], [ -12588, -12588, -9400, -18089, -18089, -10675 ], [ 84, 92, 75, 84, 92, 75 ], [ 103, 114, 94, 103, 114, 94 ], [ 66, 77, 53, 66, 77, 53 ], [ 14565, 8080, 6485, 14565, 8080, 6485 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 268280, -304632, 332482, 224475, -584007, 321646 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 15115, "actual_packets": 15115, "evaluation_days": 314.9, "actual_first_datapoint_time": 1732980600000, "first_datapoint_time": 1733391000000, "last_datapoint_time": 1760185800000, "evaluation_time": 1760187809747, "expiration_time": 1764103608000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "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) |
---|