Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266184.8997 | 77555.6563 | 188629.2435 | 96921.0925 | -76299.8393 | 173220.9318 |
Total P&L (%) | 266.1849 | 77.5557 | 188.6292 | 96.9211 | -76.2998 | 173.2209 |
Avg Daily Profit (%) | 0.1649 | 0.048 | 0.1169 | 0.042 | -0.0892 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159135 | -90118 | -114039 | -768000 | -465532 | -399550 |
Profit Factor | 1.213 | 1.1198 | 1.3133 | 1.0309 | 0.9536 | 1.1163 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Losing Trades | 190 | 100 | 90 | 190 | 100 | 90 |
Profitability (%) | 46.9274 | 44.1341 | 49.7207 | 46.9274 | 44.1341 | 49.7207 |
Ratio Avg Win / Avg Loss | 1.3719 | 1.4175 | 1.328 | 1.1659 | 1.2071 | 1.1289 |
Largest Winning Trade | 47204 | 47204 | 39351 | 121107 | 113068 | 121107 |
Largest Losing Trade | -34805 | -24897 | -34805 | -168008 | -168008 | -142380 |
Avg Bars in Trades | 53 | 56 | 49 | 53 | 56 | 49 |
Avg Bars in Winners | 64 | 70 | 58 | 64 | 70 | 58 |
Avg Bars in Losers | 43 | 45 | 41 | 43 | 45 | 41 |
Bars Traded | 19099 | 10194 | 8905 | 19099 | 10194 | 8905 |
Profit Streak | 18.2516 | 18.2516 | 67.1682 | 18.2516 | 18.2516 | 67.1682 |
Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310194 | -218808 | -34939 | -321568 | -580447 | -200418 |
{ "trading_pair": "ICP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19369, "evaluation_days": 1614.08, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621555200000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760162535402, "expiration_time": 1765175644800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 105, "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": [ [ 266184.899734349, 77555.6562818053, 188629.2434525436, 96921.0925147799, -76299.8393060051, 173220.9318207851 ], [ 266.1849, 77.555656, 188.629243, 96.921093, -76.299839, 173.220932 ], [ 0.164914, 0.048049, 0.116865, 0.041991, -0.089156, 0.062291 ], [ 10, 10, 10, 10, 10, 10 ], [ -159135, -90118, -114039, -768000, -465532, -399550 ], [ 1.213044, 1.119814, 1.313267, 1.03094, 0.953579, 1.116344 ], [ 358, 179, 179, 358, 179, 179 ], [ 168, 79, 89, 168, 79, 89 ], [ 190, 100, 90, 190, 100, 90 ], [ 46.927374, 44.134078, 49.72067, 46.927374, 44.134078, 49.72067 ], [ 1.371895, 1.417486, 1.328023, 1.165944, 1.207062, 1.128887 ], [ 47204, 47204, 39351, 121107, 113068, 121107 ], [ -34805, -24897, -34805, -168008, -168008, -142380 ], [ 53, 56, 49, 53, 56, 49 ], [ 64, 70, 58, 64, 70, 58 ], [ 43, 45, 41, 43, 45, 41 ], [ 19099, 10194, 8905, 19099, 10194, 8905 ], [ 18.251567, 18.251567, 67.168234, 18.251567, 18.251567, 67.168234 ], [ 2, 1, 8, 2, 1, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310194, -218808, -34939, -321568, -580447, -200418 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19369, "evaluation_days": 1614.08, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621555200000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760162535402, "expiration_time": 1765175644800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 105, "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) |
---|