Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50558.2573 | -7330.8398 | 57889.0971 | 49517.4606 | -14542.4124 | 64059.873 |
Total P&L (%) | 50.5583 | -7.3308 | 57.8891 | 49.5175 | -14.5424 | 64.0599 |
Avg Daily Profit (%) | 0.1941 | -0.0282 | 0.2223 | 0.1546 | -0.0603 | 0.1903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29645 | -21991 | -15973 | -35080 | -26340 | -21696 |
Profit Factor | 1.4449 | 0.8941 | 2.3032 | 1.3508 | 0.832 | 2.1731 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 66.129 | 61.2903 | 70.9677 | 66.129 | 61.2903 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.7401 | 0.5647 | 0.9422 | 0.6919 | 0.5255 | 0.889 |
Largest Winning Trade | 11319 | 11319 | 9987 | 12586 | 12586 | 11529 |
Largest Losing Trade | -15074 | -12798 | -15074 | -20075 | -16041 | -20075 |
Avg Bars in Trades | 373 | 401 | 345 | 373 | 401 | 345 |
Avg Bars in Winners | 273 | 243 | 299 | 273 | 243 | 299 |
Avg Bars in Losers | 569 | 652 | 459 | 569 | 652 | 459 |
Bars Traded | 23166 | 12447 | 10719 | 23166 | 12447 | 10719 |
Profit Streak | 0 | 0 | 53.3896 | 0 | 0 | 53.3896 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152227 | -580749 | 411476 | -153220 | -580749 | 407396 |
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737147600000, "first_datapoint_time": 1737565200000, "last_datapoint_time": 1759646700000, "evaluation_time": 1759647065532, "expiration_time": 1766126700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 240, "offset": 225 } } }
{ "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": [ [ 50558.2573466135, -7330.8397602889, 57889.0971069025, 49517.4606341145, -14542.4123949864, 64059.8730291008 ], [ 50.558257, -7.33084, 57.889097, 49.517461, -14.542412, 64.059873 ], [ 0.194141, -0.02815, 0.222291, 0.154579, -0.060327, 0.190282 ], [ 10, 10, 10, 10, 10, 10 ], [ -29645, -21991, -15973, -35080, -26340, -21696 ], [ 1.444866, 0.894107, 2.303228, 1.350811, 0.831965, 2.173096 ], [ 62, 31, 31, 62, 31, 31 ], [ 41, 19, 22, 41, 19, 22 ], [ 21, 12, 9, 21, 12, 9 ], [ 66.129032, 61.290323, 70.967742, 66.129032, 61.290323, 70.967742 ], [ 0.740053, 0.564699, 0.94223, 0.691879, 0.525452, 0.888994 ], [ 11319, 11319, 9987, 12586, 12586, 11529 ], [ -15074, -12798, -15074, -20075, -16041, -20075 ], [ 373, 401, 345, 373, 401, 345 ], [ 273, 243, 299, 273, 243, 299 ], [ 569, 652, 459, 569, 652, 459 ], [ 23166, 12447, 10719, 23166, 12447, 10719 ], [ 0, 0, 53.389647, 0, 0, 53.389647 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152227, -580749, 411476, -153220, -580749, 407396 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737147600000, "first_datapoint_time": 1737565200000, "last_datapoint_time": 1759646700000, "evaluation_time": 1759647065532, "expiration_time": 1766126700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 240, "offset": 225 } } }
# | 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) |
---|