Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81605.8645 | 3186.2611 | 78419.6033 | 99082.1312 | 1609.5649 | 97472.5663 |
Total P&L (%) | 81.6059 | 3.1863 | 78.4196 | 99.0821 | 1.6096 | 97.4726 |
Avg Daily Profit (%) | 0.3134 | 0.0122 | 0.3011 | 0.2647 | 0.0061 | 0.2616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29961 | -17043 | -24803 | -49447 | -28400 | -43190 |
Profit Factor | 1.6004 | 1.0671 | 1.8868 | 1.4643 | 1.022 | 1.6957 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 56.7797 | 54.2373 | 59.322 | 56.7797 | 54.2373 | 59.322 |
Ratio Avg Win / Avg Loss | 1.2182 | 0.9004 | 1.2938 | 1.1146 | 0.8623 | 1.1628 |
Largest Winning Trade | 22708 | 5358 | 22708 | 26441 | 8264 | 26441 |
Largest Losing Trade | -17677 | -4826 | -17677 | -27823 | -7608 | -27823 |
Avg Bars in Trades | 209 | 27 | 392 | 209 | 27 | 392 |
Avg Bars in Winners | 209 | 20 | 381 | 209 | 20 | 381 |
Avg Bars in Losers | 209 | 34 | 406 | 209 | 34 | 406 |
Bars Traded | 24731 | 1597 | 23134 | 24731 | 1597 | 23134 |
Profit Streak | 5.6125 | 5.6125 | 6.2479 | 5.6125 | 5.6125 | 6.2479 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413260 | -666929 | -165217 | 368420 | -724990 | -165924 |
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736380800000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758890518022, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "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": [ [ 81605.8644733444, 3186.2611314271, 78419.6033419172, 99082.1312234874, 1609.5648955175, 97472.56632797 ], [ 81.605864, 3.186261, 78.419603, 99.082131, 1.609565, 97.472566 ], [ 0.313363, 0.012235, 0.301127, 0.264749, 0.006132, 0.261623 ], [ 10, 10, 10, 10, 10, 10 ], [ -29961, -17043, -24803, -49447, -28400, -43190 ], [ 1.600394, 1.067093, 1.886799, 1.464301, 1.02196, 1.695708 ], [ 118, 59, 59, 118, 59, 59 ], [ 67, 32, 35, 67, 32, 35 ], [ 51, 27, 24, 51, 27, 24 ], [ 56.779661, 54.237288, 59.322034, 56.779661, 54.237288, 59.322034 ], [ 1.21821, 0.900359, 1.293805, 1.114617, 0.862279, 1.162771 ], [ 22708, 5358, 22708, 26441, 8264, 26441 ], [ -17677, -4826, -17677, -27823, -7608, -27823 ], [ 209, 27, 392, 209, 27, 392 ], [ 209, 20, 381, 209, 20, 381 ], [ 209, 34, 406, 209, 34, 406 ], [ 24731, 1597, 23134, 24731, 1597, 23134 ], [ 5.612477, 5.612477, 6.247894, 5.612477, 5.612477, 6.247894 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 413260, -666929, -165217, 368420, -724990, -165924 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736380800000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758890518022, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 171, "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) |
---|