| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 123166.2622 | 26719.7257 | 96446.5365 | 118087.9076 | 7253.2783 | 110834.6293 |
| Total P&L (%) | 123.1663 | 26.7197 | 96.4465 | 118.0879 | 7.2533 | 110.8346 |
| Avg Daily Profit (%) | 0.2365 | 0.0513 | 0.1852 | 0.1498 | 0.0134 | 0.1433 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106493 | -70797 | -56379 | -73029 | -50647 | -32402 |
| Profit Factor | 1.3286 | 1.124 | 1.6057 | 1.3271 | 1.034 | 1.7502 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
| Losing Trades | 73 | 35 | 38 | 73 | 35 | 38 |
| Profitability (%) | 56.0241 | 57.8313 | 54.2169 | 56.0241 | 57.8313 | 54.2169 |
| Ratio Avg Win / Avg Loss | 1.0429 | 0.8196 | 1.3559 | 1.0417 | 0.754 | 1.4779 |
| Largest Winning Trade | 25360 | 23179 | 25360 | 26280 | 26280 | 17389 |
| Largest Losing Trade | -25554 | -25554 | -15260 | -23409 | -23409 | -17974 |
| Avg Bars in Trades | 148 | 172 | 125 | 148 | 172 | 125 |
| Avg Bars in Winners | 141 | 149 | 133 | 141 | 149 | 133 |
| Avg Bars in Losers | 157 | 203 | 115 | 157 | 203 | 115 |
| Bars Traded | 24684 | 14277 | 10407 | 24684 | 14277 | 10407 |
| Profit Streak | 0 | 0 | 17.3173 | 0 | 0 | 17.3173 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333840 | -213535 | 379661 | 298297 | -525331 | 58092 |
{
"trading_pair": "ICP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714249800000,
"first_datapoint_time": 1714604400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759250211066,
"expiration_time": 1765728000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 198,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
123166.2621867078,
26719.7257225291,
96446.5364641788,
118087.9076254879,
7253.2782955562,
110834.6293299319
],
[
123.166262,
26.719726,
96.446536,
118.087908,
7.253278,
110.834629
],
[
0.236481,
0.051302,
0.185179,
0.149821,
0.013445,
0.143317
],
[
10,
10,
10,
10,
10,
10
],
[
-106493,
-70797,
-56379,
-73029,
-50647,
-32402
],
[
1.328616,
1.123955,
1.605654,
1.327069,
1.034005,
1.750155
],
[
166,
83,
83,
166,
83,
83
],
[
93,
48,
45,
93,
48,
45
],
[
73,
35,
38,
73,
35,
38
],
[
56.024096,
57.831325,
54.216867,
56.024096,
57.831325,
54.216867
],
[
1.042892,
0.819551,
1.355886,
1.041678,
0.753962,
1.477909
],
[
25360,
23179,
25360,
26280,
26280,
17389
],
[
-25554,
-25554,
-15260,
-23409,
-23409,
-17974
],
[
148,
172,
125,
148,
172,
125
],
[
141,
149,
133,
141,
149,
133
],
[
157,
203,
115,
157,
203,
115
],
[
24684,
14277,
10407,
24684,
14277,
10407
],
[
0,
0,
17.317258,
0,
0,
17.317258
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333840,
-213535,
379661,
298297,
-525331,
58092
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714249800000,
"first_datapoint_time": 1714604400000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759250211066,
"expiration_time": 1765728000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 198,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|