| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 268335.7515 | 111954.5616 | 156381.1899 | 102636.7513 | 13750.0206 | 88886.7307 |
| Total P&L (%) | 268.3358 | 111.9546 | 156.3812 | 102.6368 | 13.75 | 88.8867 |
| Avg Daily Profit (%) | 0.1676 | 0.0699 | 0.0977 | 0.0441 | 0.008 | 0.0397 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98271 | -141236 | -66233 | -155776 | -116300 | -102144 |
| Profit Factor | 1.209 | 1.1563 | 1.2756 | 1.0926 | 1.0222 | 1.1817 |
| Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
| Winning Trades | 197 | 87 | 110 | 197 | 87 | 110 |
| Losing Trades | 195 | 109 | 86 | 195 | 109 | 86 |
| Profitability (%) | 50.2551 | 44.3878 | 56.1224 | 50.2551 | 44.3878 | 56.1224 |
| Ratio Avg Win / Avg Loss | 1.1968 | 1.4487 | 0.9973 | 1.0815 | 1.2807 | 0.9239 |
| Largest Winning Trade | 75551 | 75551 | 20395 | 37321 | 37321 | 26770 |
| Largest Losing Trade | -29974 | -26464 | -29974 | -38588 | -28832 | -38588 |
| Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
| Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
| Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
| Bars Traded | 4629 | 2307 | 2322 | 4629 | 2307 | 2322 |
| Profit Streak | 5.9016 | 0 | 9.9016 | 5.9016 | 0 | 9.9016 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357516 | -149593 | -62123 | -249605 | -428725 | -159975 |
{
"trading_pair": "ICP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4804,
"evaluation_days": 1601.33,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1625299200000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759037898059,
"expiration_time": 1763168256000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.26725,
"nb": 0.1,
"nc": 0.94372
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 161,
"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": [
[
268335.7514930733,
111954.5616303836,
156381.1898626896,
102636.751298939,
13750.0205505836,
88886.7307483554
],
[
268.335751,
111.954562,
156.38119,
102.636751,
13.750021,
88.886731
],
[
0.167571,
0.069913,
0.097657,
0.044113,
0.008046,
0.039723
],
[
10,
10,
10,
10,
10,
10
],
[
-98271,
-141236,
-66233,
-155776,
-116300,
-102144
],
[
1.209043,
1.156324,
1.275575,
1.092592,
1.022204,
1.181686
],
[
392,
196,
196,
392,
196,
196
],
[
197,
87,
110,
197,
87,
110
],
[
195,
109,
86,
195,
109,
86
],
[
50.255102,
44.387755,
56.122449,
50.255102,
44.387755,
56.122449
],
[
1.196768,
1.448728,
0.997268,
1.0815,
1.280693,
0.923864
],
[
75551,
75551,
20395,
37321,
37321,
26770
],
[
-29974,
-26464,
-29974,
-38588,
-28832,
-38588
],
[
11,
11,
11,
11,
11,
11
],
[
11,
11,
11,
11,
11,
11
],
[
11,
11,
11,
11,
11,
11
],
[
4629,
2307,
2322,
4629,
2307,
2322
],
[
5.901598,
0,
9.901598,
5.901598,
0,
9.901598
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357516,
-149593,
-62123,
-249605,
-428725,
-159975
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4804,
"evaluation_days": 1601.33,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1625299200000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759037898059,
"expiration_time": 1763168256000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.26725,
"nb": 0.1,
"nc": 0.94372
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 161,
"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) |
|---|