Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270842.5001 | 99389.7681 | 171452.732 | 135359.2415 | 8686.883 | 126672.3586 |
Total P&L (%) | 270.8425 | 99.3898 | 171.4527 | 135.3592 | 8.6869 | 126.6724 |
Avg Daily Profit (%) | 0.1678 | 0.0616 | 0.1062 | 0.053 | 0.0052 | 0.0507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128446 | -97141 | -108477 | -308607 | -183536 | -257758 |
Profit Factor | 1.2573 | 1.1699 | 1.3667 | 1.0595 | 1.0069 | 1.1239 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 127 | 58 | 69 | 127 | 58 | 69 |
Losing Trades | 144 | 78 | 66 | 144 | 78 | 66 |
Profitability (%) | 46.8635 | 42.6471 | 51.1111 | 46.8635 | 42.6471 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.4256 | 1.5733 | 1.3073 | 1.2013 | 1.3542 | 1.0751 |
Largest Winning Trade | 67428 | 67428 | 42752 | 91661 | 91661 | 66490 |
Largest Losing Trade | -29286 | -29286 | -26839 | -76806 | -57553 | -76806 |
Avg Bars in Trades | 11 | 13 | 9 | 11 | 13 | 9 |
Avg Bars in Winners | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Losers | 9 | 11 | 7 | 9 | 11 | 7 |
Bars Traded | 3155 | 1822 | 1333 | 3155 | 1822 | 1333 |
Profit Streak | 18.8164 | 18.8164 | 58.3164 | 18.8164 | 18.8164 | 58.3164 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313567 | -145435 | -48995 | -275590 | -566811 | -207710 |
{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3228, "evaluation_days": 1614, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1622332800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760124941191, "expiration_time": 1764281088000, "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": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 2.09884 } } }
{ "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": [ [ 270842.5000768322, 99389.7680829871, 171452.7319938454, 135359.2415274871, 8686.8829561864, 126672.3585713007 ], [ 270.8425, 99.389768, 171.452732, 135.359242, 8.686883, 126.672359 ], [ 0.167808, 0.06158, 0.106228, 0.053046, 0.005161, 0.050715 ], [ 10, 10, 10, 10, 10, 10 ], [ -128446, -97141, -108477, -308607, -183536, -257758 ], [ 1.257332, 1.169905, 1.36672, 1.059522, 1.006939, 1.123928 ], [ 271, 136, 135, 271, 136, 135 ], [ 127, 58, 69, 127, 58, 69 ], [ 144, 78, 66, 144, 78, 66 ], [ 46.863469, 42.647059, 51.111111, 46.863469, 42.647059, 51.111111 ], [ 1.425636, 1.573321, 1.307298, 1.201348, 1.354159, 1.075062 ], [ 67428, 67428, 42752, 91661, 91661, 66490 ], [ -29286, -29286, -26839, -76806, -57553, -76806 ], [ 11, 13, 9, 11, 13, 9 ], [ 14, 16, 12, 14, 16, 12 ], [ 9, 11, 7, 9, 11, 7 ], [ 3155, 1822, 1333, 3155, 1822, 1333 ], [ 18.816449, 18.816449, 58.316449, 18.816449, 18.816449, 58.316449 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313567, -145435, -48995, -275590, -566811, -207710 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3228, "evaluation_days": 1614, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1622332800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760124941191, "expiration_time": 1764281088000, "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": "supertrend", "factors": { "length": 38, "offset": 0, "multiplier": 2.09884 } } }
# | 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) |
---|