| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 13502.3321 | -20395.7036 | 33898.0357 | 9038.4184 | -23951.8276 | 32990.246 |
| Total P&L (%) | 13.5023 | -20.3957 | 33.898 | 9.0384 | -23.9518 | 32.9902 |
| Avg Daily Profit (%) | 0.1555 | -0.2349 | 0.3905 | 0.0997 | -0.3149 | 0.329 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -16221 | -21708 | -9561 | -19603 | -25299 | -10764 |
| Profit Factor | 1.2117 | 0.3513 | 2.0486 | 1.1272 | 0.3324 | 1.9373 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
| Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
| Profitability (%) | 46.0317 | 37.5 | 54.8387 | 46.0317 | 37.5 | 54.8387 |
| Ratio Avg Win / Avg Loss | 1.4207 | 0.5855 | 1.6871 | 1.3215 | 0.5539 | 1.5955 |
| Largest Winning Trade | 12850 | 1995 | 12850 | 13761 | 2139 | 13761 |
| Largest Losing Trade | -16221 | -16221 | -9045 | -19603 | -19603 | -10439 |
| Avg Bars in Trades | 365 | 28 | 712 | 365 | 28 | 712 |
| Avg Bars in Winners | 301 | 34 | 489 | 301 | 34 | 489 |
| Avg Bars in Losers | 419 | 25 | 983 | 419 | 25 | 983 |
| Bars Traded | 23008 | 924 | 22084 | 23008 | 924 | 22084 |
| Profit Streak | 0.7241 | 0.7241 | 4.2762 | 0.7241 | 0.7241 | 4.2762 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -207381 | -590293 | 342701 | -463601 | -590293 | 313138 |
{
"trading_pair": "ICP_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752755400000,
"first_datapoint_time": 1752824700000,
"last_datapoint_time": 1760255100000,
"evaluation_time": 1760255263068,
"expiration_time": 1766735100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 232,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
13502.3320695245,
-20395.7035918385,
33898.035661363,
9038.4184478208,
-23951.82757707,
32990.2460248908
],
[
13.502332,
-20.395704,
33.898036,
9.038418,
-23.951828,
32.990246
],
[
0.155539,
-0.234946,
0.390485,
0.099727,
-0.314908,
0.328965
],
[
10,
10,
10,
10,
10,
10
],
[
-16221,
-21708,
-9561,
-19603,
-25299,
-10764
],
[
1.211744,
0.351283,
2.048588,
1.127174,
0.332364,
1.937336
],
[
63,
32,
31,
63,
32,
31
],
[
29,
12,
17,
29,
12,
17
],
[
34,
20,
14,
34,
20,
14
],
[
46.031746,
37.5,
54.83871,
46.031746,
37.5,
54.83871
],
[
1.420665,
0.585472,
1.687072,
1.321514,
0.55394,
1.595453
],
[
12850,
1995,
12850,
13761,
2139,
13761
],
[
-16221,
-16221,
-9045,
-19603,
-19603,
-10439
],
[
365,
28,
712,
365,
28,
712
],
[
301,
34,
489,
301,
34,
489
],
[
419,
25,
983,
419,
25,
983
],
[
23008,
924,
22084,
23008,
924,
22084
],
[
0.724109,
0.72411,
4.276193,
0.72411,
0.72411,
4.276193
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-207381,
-590293,
342701,
-463601,
-590293,
313138
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752755400000,
"first_datapoint_time": 1752824700000,
"last_datapoint_time": 1760255100000,
"evaluation_time": 1760255263068,
"expiration_time": 1766735100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 232,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|