Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364721.2567 | 118557.8472 | 246163.4095 | 397905.2371 | 193948.2765 | 203956.9606 |
Total P&L (%) | 364.7213 | 118.5578 | 246.1634 | 397.9052 | 193.9483 | 203.957 |
Avg Daily Profit (%) | 0.2273 | 0.0739 | 0.1534 | 0.1001 | 0.0672 | 0.0693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94261 | -96568 | -128418 | -663089 | -317199 | -556809 |
Profit Factor | 1.3693 | 1.2353 | 1.5088 | 1.0954 | 1.0986 | 1.0926 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 108 | 47 | 61 | 108 | 47 | 61 |
Losing Trades | 129 | 71 | 58 | 129 | 71 | 58 |
Profitability (%) | 45.5696 | 39.8305 | 51.2605 | 45.5696 | 39.8305 | 51.2605 |
Ratio Avg Win / Avg Loss | 1.6355 | 1.8661 | 1.4346 | 1.3084 | 1.6596 | 1.0389 |
Largest Winning Trade | 59231 | 59231 | 40888 | 196014 | 196014 | 154266 |
Largest Losing Trade | -54266 | -31471 | -54266 | -238506 | -105849 | -238506 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 3160 | 1556 | 1604 | 3160 | 1556 | 1604 |
Profit Streak | 9.852 | 0 | 12.852 | 9.852 | 0 | 12.852 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357555 | -97402 | 338276 | -174432 | -218070 | -218215 |
{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3209, "evaluation_days": 1604.5, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621944000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759307209126, "expiration_time": 1763435664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "sma", "factors": { "length": 30, "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": [ [ 364721.2567200011, 118557.8471744011, 246163.4095455999, 397905.2370981182, 193948.2764597998, 203956.9606383187 ], [ 364.721257, 118.557847, 246.16341, 397.905237, 193.948276, 203.956961 ], [ 0.227311, 0.073891, 0.153421, 0.100096, 0.067223, 0.069311 ], [ 10, 10, 10, 10, 10, 10 ], [ -94261, -96568, -128418, -663089, -317199, -556809 ], [ 1.369286, 1.235325, 1.508777, 1.095437, 1.098581, 1.092627 ], [ 237, 118, 119, 237, 118, 119 ], [ 108, 47, 61, 108, 47, 61 ], [ 129, 71, 58, 129, 71, 58 ], [ 45.56962, 39.830508, 51.260504, 45.56962, 39.830508, 51.260504 ], [ 1.635536, 1.866129, 1.434575, 1.308438, 1.659558, 1.038892 ], [ 59231, 59231, 40888, 196014, 196014, 154266 ], [ -54266, -31471, -54266, -238506, -105849, -238506 ], [ 13, 13, 13, 13, 13, 13 ], [ 14, 12, 16, 14, 12, 16 ], [ 12, 13, 10, 12, 13, 10 ], [ 3160, 1556, 1604, 3160, 1556, 1604 ], [ 9.851957, 0, 12.851957, 9.851957, 0, 12.851957 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357555, -97402, 338276, -174432, -218070, -218215 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3209, "evaluation_days": 1604.5, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621944000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759307209126, "expiration_time": 1763435664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "sma", "factors": { "length": 30, "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) |
---|