Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347369.8086 | 170799.4096 | 176570.399 | 290617.4122 | 111253.7785 | 179363.6336 |
Total P&L (%) | 347.3698 | 170.7994 | 176.5704 | 290.6174 | 111.2538 | 179.3636 |
Avg Daily Profit (%) | 0.2174 | 0.1069 | 0.1105 | 0.0853 | 0.0468 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78932 | -58811 | -67769 | -503501 | -372494 | -247749 |
Profit Factor | 1.4972 | 1.4385 | 1.5712 | 1.132 | 1.0965 | 1.1711 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 44.2623 | 39.1304 | 49.4505 | 44.2623 | 39.1304 | 49.4505 |
Ratio Avg Win / Avg Loss | 1.8853 | 2.2376 | 1.6061 | 1.4255 | 1.7056 | 1.1971 |
Largest Winning Trade | 173112 | 173112 | 56977 | 349111 | 349111 | 226464 |
Largest Losing Trade | -29775 | -29775 | -20486 | -170160 | -120869 | -170160 |
Avg Bars in Trades | 100 | 83 | 118 | 100 | 83 | 118 |
Avg Bars in Winners | 145 | 117 | 168 | 145 | 117 | 168 |
Avg Bars in Losers | 65 | 62 | 68 | 65 | 62 | 68 |
Bars Traded | 18464 | 7720 | 10744 | 18464 | 7720 | 10744 |
Profit Streak | 0 | 0 | 48.2802 | 0 | 0 | 48.2802 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320297 | -52744 | -42545 | -155647 | -248217 | -139346 |
{ "trading_pair": "ICP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19170, "evaluation_days": 1597.5, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621958400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758905012898, "expiration_time": 1763691264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 81, "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": [ [ 347369.8085797314, 170799.4096035692, 176570.3989761622, 290617.4121666198, 111253.7785364548, 179363.6336301649 ], [ 347.369809, 170.79941, 176.570399, 290.617412, 111.253779, 179.363634 ], [ 0.217446, 0.106917, 0.110529, 0.08533, 0.046827, 0.06433 ], [ 10, 10, 10, 10, 10, 10 ], [ -78932, -58811, -67769, -503501, -372494, -247749 ], [ 1.497176, 1.438464, 1.571155, 1.131987, 1.096459, 1.17107 ], [ 183, 92, 91, 183, 92, 91 ], [ 81, 36, 45, 81, 36, 45 ], [ 102, 56, 46, 102, 56, 46 ], [ 44.262295, 39.130435, 49.450549, 44.262295, 39.130435, 49.450549 ], [ 1.885332, 2.23761, 1.60607, 1.425466, 1.705603, 1.197094 ], [ 173112, 173112, 56977, 349111, 349111, 226464 ], [ -29775, -29775, -20486, -170160, -120869, -170160 ], [ 100, 83, 118, 100, 83, 118 ], [ 145, 117, 168, 145, 117, 168 ], [ 65, 62, 68, 65, 62, 68 ], [ 18464, 7720, 10744, 18464, 7720, 10744 ], [ 0, 0, 48.280242, 0, 0, 48.280242 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 320297, -52744, -42545, -155647, -248217, -139346 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19170, "evaluation_days": 1597.5, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621958400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758905012898, "expiration_time": 1763691264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 81, "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) |
---|