Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102490.9927 | 15847.2492 | 86643.7435 | 84316.7713 | 9309.7616 | 75007.0097 |
Total P&L (%) | 102.491 | 15.8472 | 86.6437 | 84.3168 | 9.3098 | 75.007 |
Avg Daily Profit (%) | 0.1968 | 0.0304 | 0.1664 | 0.1175 | 0.0171 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59295 | -42399 | -51880 | -63027 | -36872 | -48584 |
Profit Factor | 1.5338 | 1.1806 | 1.8312 | 1.473 | 1.1119 | 1.7888 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 63.2911 | 57.5 | 69.2308 | 63.2911 | 57.5 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.8896 | 0.8726 | 0.8138 | 0.8543 | 0.8219 | 0.795 |
Largest Winning Trade | 20618 | 14348 | 20618 | 21210 | 13716 | 21210 |
Largest Losing Trade | -48035 | -23102 | -48035 | -41641 | -21537 | -41641 |
Avg Bars in Trades | 308 | 131 | 489 | 308 | 131 | 489 |
Avg Bars in Winners | 273 | 102 | 419 | 273 | 102 | 419 |
Avg Bars in Losers | 368 | 171 | 648 | 368 | 171 | 648 |
Bars Traded | 24371 | 5276 | 19095 | 24371 | 5276 | 19095 |
Profit Streak | 5.8131 | 6.1673 | 0 | 5.8131 | 6.1673 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21705 | -184297 | 359093 | -65843 | -433745 | -46897 |
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714422600000, "first_datapoint_time": 1715139000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759422655877, "expiration_time": 1765900800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 194, "offset": 205 } } }
{ "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": [ [ 102490.9927139959, 15847.2492304886, 86643.7434835073, 84316.7713200801, 9309.7616457881, 75007.009674292 ], [ 102.490993, 15.847249, 86.643743, 84.316771, 9.309762, 75.00701 ], [ 0.196784, 0.030427, 0.166357, 0.117475, 0.017093, 0.107512 ], [ 10, 10, 10, 10, 10, 10 ], [ -59295, -42399, -51880, -63027, -36872, -48584 ], [ 1.533832, 1.180604, 1.831152, 1.472962, 1.111923, 1.788767 ], [ 79, 40, 39, 79, 40, 39 ], [ 50, 23, 27, 50, 23, 27 ], [ 29, 17, 12, 29, 17, 12 ], [ 63.291139, 57.5, 69.230769, 63.291139, 57.5, 69.230769 ], [ 0.889623, 0.872621, 0.813845, 0.854318, 0.821856, 0.795008 ], [ 20618, 14348, 20618, 21210, 13716, 21210 ], [ -48035, -23102, -48035, -41641, -21537, -41641 ], [ 308, 131, 489, 308, 131, 489 ], [ 273, 102, 419, 273, 102, 419 ], [ 368, 171, 648, 368, 171, 648 ], [ 24371, 5276, 19095, 24371, 5276, 19095 ], [ 5.813147, 6.167313, 0, 5.813147, 6.167313, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -21705, -184297, 359093, -65843, -433745, -46897 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714422600000, "first_datapoint_time": 1715139000000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759422655877, "expiration_time": 1765900800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 194, "offset": 205 } } }
# | 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) |
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