| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 48336.6481 | -8090.3773 | 56427.0254 | 47242.6383 | -15958.8581 | 63201.4964 |
| Total P&L (%) | 48.3366 | -8.0904 | 56.427 | 47.2426 | -15.9589 | 63.2015 |
| Avg Daily Profit (%) | 0.1856 | -0.0311 | 0.2167 | 0.1487 | -0.0667 | 0.1883 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -26369 | -20244 | -15761 | -31439 | -25309 | -18046 |
| Profit Factor | 1.3625 | 0.9046 | 2.1629 | 1.2874 | 0.8485 | 2.0698 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
| Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
| Profitability (%) | 69.0476 | 61.9048 | 76.1905 | 69.0476 | 61.9048 | 76.1905 |
| Ratio Avg Win / Avg Loss | 0.6108 | 0.5567 | 0.6759 | 0.5771 | 0.5221 | 0.6468 |
| Largest Winning Trade | 9356 | 9356 | 7819 | 9987 | 9987 | 8217 |
| Largest Losing Trade | -14604 | -13049 | -14604 | -16950 | -14965 | -16950 |
| Avg Bars in Trades | 278 | 333 | 223 | 278 | 333 | 223 |
| Avg Bars in Winners | 165 | 163 | 167 | 165 | 163 | 167 |
| Avg Bars in Losers | 529 | 609 | 402 | 529 | 609 | 402 |
| Bars Traded | 23391 | 14005 | 9386 | 23391 | 14005 | 9386 |
| Profit Streak | 6.1857 | 6.1857 | 22.4565 | 6.1857 | 6.1857 | 22.4565 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 272135 | -579892 | 421360 | 177942 | -579892 | 422413 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737152100000,
"first_datapoint_time": 1737361800000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759651943939,
"expiration_time": 1766131200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 227,
"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": [
[
48336.6480621925,
-8090.3773326181,
56427.0253948105,
47242.6382860669,
-15958.8580813084,
63201.4963673753
],
[
48.336648,
-8.090377,
56.427025,
47.242638,
-15.958858,
63.201496
],
[
0.18561,
-0.031067,
0.216677,
0.148683,
-0.066741,
0.188264
],
[
10,
10,
10,
10,
10,
10
],
[
-26369,
-20244,
-15761,
-31439,
-25309,
-18046
],
[
1.362466,
0.904629,
2.162855,
1.287383,
0.848461,
2.069815
],
[
84,
42,
42,
84,
42,
42
],
[
58,
26,
32,
58,
26,
32
],
[
26,
16,
10,
26,
16,
10
],
[
69.047619,
61.904762,
76.190476,
69.047619,
61.904762,
76.190476
],
[
0.610761,
0.556695,
0.675892,
0.577103,
0.52213,
0.646817
],
[
9356,
9356,
7819,
9987,
9987,
8217
],
[
-14604,
-13049,
-14604,
-16950,
-14965,
-16950
],
[
278,
333,
223,
278,
333,
223
],
[
165,
163,
167,
165,
163,
167
],
[
529,
609,
402,
529,
609,
402
],
[
23391,
14005,
9386,
23391,
14005,
9386
],
[
6.185694,
6.185694,
22.456527,
6.185694,
6.185694,
22.456527
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
272135,
-579892,
421360,
177942,
-579892,
422413
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737152100000,
"first_datapoint_time": 1737361800000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759651943939,
"expiration_time": 1766131200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 227,
"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) |
|---|