Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143308.666 | 45887.7395 | 97420.9265 | 13682.6413 | 30074.8251 | -16392.1838 |
Total P&L (%) | 143.3087 | 45.8877 | 97.4209 | 13.6826 | 30.0748 | -16.3922 |
Avg Daily Profit (%) | 0.2752 | 0.0881 | 0.187 | 0.0246 | 0.0505 | -0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114845 | -12194 | -106005 | -209618 | -22742 | -193749 |
Profit Factor | 1.4075 | 1.535 | 1.3664 | 1.0279 | 1.2731 | 0.9569 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 55.6122 | 54.0816 | 57.1429 | 55.6122 | 54.0816 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1234 | 1.3033 | 1.0248 | 0.8204 | 1.081 | 0.7177 |
Largest Winning Trade | 28981 | 14624 | 28981 | 29382 | 29382 | 24747 |
Largest Losing Trade | -81892 | -11436 | -81892 | -120705 | -20553 | -120705 |
Avg Bars in Trades | 126 | 24 | 227 | 126 | 24 | 227 |
Avg Bars in Winners | 119 | 26 | 206 | 119 | 26 | 206 |
Avg Bars in Losers | 135 | 22 | 255 | 135 | 22 | 255 |
Bars Traded | 24743 | 2404 | 22339 | 24743 | 2404 | 22339 |
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 | 366814 | -75566 | 290317 | -401485 | -128716 | -580713 |
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714075200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758839649640, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 194, "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": [ [ 143308.6660036549, 45887.739458852, 97420.9265448028, 13682.6412970537, 30074.8250776161, -16392.1837805623 ], [ 143.308666, 45.887739, 97.420927, 13.682641, 30.074825, -16.392184 ], [ 0.275154, 0.088105, 0.187049, 0.024625, 0.050497, -0.034369 ], [ 10, 10, 10, 10, 10, 10 ], [ -114845, -12194, -106005, -209618, -22742, -193749 ], [ 1.407532, 1.535009, 1.366409, 1.027912, 1.273129, 0.956873 ], [ 196, 98, 98, 196, 98, 98 ], [ 109, 53, 56, 109, 53, 56 ], [ 87, 45, 42, 87, 45, 42 ], [ 55.612245, 54.081633, 57.142857, 55.612245, 54.081633, 57.142857 ], [ 1.123443, 1.303309, 1.024807, 0.820444, 1.080958, 0.717654 ], [ 28981, 14624, 28981, 29382, 29382, 24747 ], [ -81892, -11436, -81892, -120705, -20553, -120705 ], [ 126, 24, 227, 126, 24, 227 ], [ 119, 26, 206, 119, 26, 206 ], [ 135, 22, 255, 135, 22, 255 ], [ 24743, 2404, 22339, 24743, 2404, 22339 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366814, -75566, 290317, -401485, -128716, -580713 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714075200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758839649640, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 194, "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) |
---|