| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 518974.9819 | 260479.4909 | 258495.491 | 2443701.2797 | 949820.7244 | 1493880.5553 |
| Total P&L (%) | 518.975 | 260.4795 | 258.4955 | 2443.7013 | 949.8207 | 1493.8806 |
| Avg Daily Profit (%) | 0.324 | 0.1626 | 0.1614 | 0.2022 | 0.1469 | 0.173 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -76868 | -99821 | -33905 | -986870 | -999610 | -687909 |
| Profit Factor | 2.6591 | 2.3316 | 3.2059 | 1.8029 | 1.5516 | 2.1302 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
| Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
| Profitability (%) | 57.3034 | 46.6667 | 68.1818 | 57.3034 | 46.6667 | 68.1818 |
| Ratio Avg Win / Avg Loss | 1.9813 | 2.6647 | 1.4961 | 1.3433 | 1.7732 | 0.9941 |
| Largest Winning Trade | 216485 | 216485 | 60480 | 635460 | 621797 | 635460 |
| Largest Losing Trade | -36499 | -36499 | -20732 | -687909 | -560233 | -687909 |
| Avg Bars in Trades | 33 | 24 | 42 | 33 | 24 | 42 |
| Avg Bars in Winners | 36 | 27 | 42 | 36 | 27 | 42 |
| Avg Bars in Losers | 29 | 22 | 41 | 29 | 22 | 41 |
| Bars Traded | 2968 | 1112 | 1856 | 2968 | 1112 | 1856 |
| Profit Streak | 0 | 0 | 68.408 | 0 | 0 | 68.408 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 552733 | 388403 | 550111 | 415786 | 188048 | 433953 |
{
"trading_pair": "ICP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3204,
"evaluation_days": 1602,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1626004800000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759096054454,
"expiration_time": 1763213184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 16,
"offset": 23
}
}
} {
"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": [
[
518974.981901355,
260479.4909120876,
258495.4909892673,
2443701.2797365794,
949820.7244487186,
1493880.555287861
],
[
518.974982,
260.479491,
258.495491,
2443.70128,
949.820724,
1493.880555
],
[
0.323954,
0.162596,
0.161358,
0.202214,
0.146875,
0.172981
],
[
10,
10,
10,
10,
10,
10
],
[
-76868,
-99821,
-33905,
-986870,
-999610,
-687909
],
[
2.65914,
2.33159,
3.205928,
1.802852,
1.551576,
2.130219
],
[
89,
45,
44,
89,
45,
44
],
[
51,
21,
30,
51,
21,
30
],
[
38,
24,
14,
38,
24,
14
],
[
57.303371,
46.666667,
68.181818,
57.303371,
46.666667,
68.181818
],
[
1.98132,
2.664674,
1.4961,
1.343302,
1.773229,
0.994102
],
[
216485,
216485,
60480,
635460,
621797,
635460
],
[
-36499,
-36499,
-20732,
-687909,
-560233,
-687909
],
[
33,
24,
42,
33,
24,
42
],
[
36,
27,
42,
36,
27,
42
],
[
29,
22,
41,
29,
22,
41
],
[
2968,
1112,
1856,
2968,
1112,
1856
],
[
0,
0,
68.408038,
0,
0,
68.408038
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
552733,
388403,
550111,
415786,
188048,
433953
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3204,
"evaluation_days": 1602,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1626004800000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759096054454,
"expiration_time": 1763213184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 16,
"offset": 23
}
}
}
| # | 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) |
|---|