Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 26749.2298 | -21585.3155 | 48334.5453 | 10102.6988 | -33024.868 | 43127.5668 |
Total P&L (%) | 26.7492 | -21.5853 | 48.3345 | 10.1027 | -33.0249 | 43.1276 |
Avg Daily Profit (%) | 0.1027 | -0.0829 | 0.1856 | 0.037 | -0.1538 | 0.1378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50981 | -39697 | -28018 | -55120 | -44235 | -29335 |
Profit Factor | 1.1029 | 0.8669 | 1.4941 | 1.0369 | 0.8081 | 1.425 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 108 | 46 | 62 | 108 | 46 | 62 |
Losing Trades | 62 | 39 | 23 | 62 | 39 | 23 |
Profitability (%) | 63.5294 | 54.1176 | 72.9412 | 63.5294 | 54.1176 | 72.9412 |
Ratio Avg Win / Avg Loss | 0.6331 | 0.735 | 0.5542 | 0.5953 | 0.6852 | 0.5286 |
Largest Winning Trade | 9324 | 9324 | 6050 | 8807 | 8807 | 5593 |
Largest Losing Trade | -17491 | -16972 | -17491 | -19838 | -17183 | -19838 |
Avg Bars in Trades | 144 | 154 | 135 | 144 | 154 | 135 |
Avg Bars in Winners | 85 | 71 | 96 | 85 | 71 | 96 |
Avg Bars in Losers | 247 | 253 | 238 | 247 | 253 | 238 |
Bars Traded | 24644 | 13144 | 11499 | 24644 | 13144 | 11499 |
Profit Streak | 0 | 0 | 16.9686 | 0 | 0 | 16.9686 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167040 | -581966 | 315521 | -486432 | -581966 | -8715 |
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736376300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758939288866, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 1.76325 } } }
{ "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": [ [ 26749.2297653349, -21585.3155188448, 48334.5452841798, 10102.6987965086, -33024.8680045015, 43127.5668010101 ], [ 26.74923, -21.585316, 48.334545, 10.102699, -33.024868, 43.127567 ], [ 0.102716, -0.082887, 0.185602, 0.036964, -0.153806, 0.137782 ], [ 10, 10, 10, 10, 10, 10 ], [ -50981, -39697, -28018, -55120, -44235, -29335 ], [ 1.102869, 0.866922, 1.494059, 1.036924, 0.808145, 1.425014 ], [ 170, 85, 85, 170, 85, 85 ], [ 108, 46, 62, 108, 46, 62 ], [ 62, 39, 23, 62, 39, 23 ], [ 63.529412, 54.117647, 72.941176, 63.529412, 54.117647, 72.941176 ], [ 0.633129, 0.734999, 0.554248, 0.595271, 0.685166, 0.528634 ], [ 9324, 9324, 6050, 8807, 8807, 5593 ], [ -17491, -16972, -17491, -19838, -17183, -19838 ], [ 144, 154, 135, 144, 154, 135 ], [ 85, 71, 96, 85, 71, 96 ], [ 247, 253, 238, 247, 253, 238 ], [ 24644, 13144, 11499, 24644, 13144, 11499 ], [ 0, 0, 16.968621, 0, 0, 16.968621 ], [ 0, 0, 6, 0, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167040, -581966, 315521, -486432, -581966, -8715 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736376300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758939288866, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 1.76325 } } }
# | 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) |
---|