| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 55110.6355 | -6911.5462 | 62022.1817 | 45245.4255 | -19730.2331 | 64975.6586 |
| Total P&L (%) | 55.1106 | -6.9115 | 62.0222 | 45.2454 | -19.7302 | 64.9757 |
| Avg Daily Profit (%) | 0.2116 | -0.0265 | 0.2382 | 0.1434 | -0.0844 | 0.1924 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -39291 | -31179 | -23540 | -52005 | -38400 | -31155 |
| Profit Factor | 1.2086 | 0.9566 | 1.591 | 1.1368 | 0.9012 | 1.4959 |
| Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
| Winning Trades | 124 | 56 | 68 | 124 | 56 | 68 |
| Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
| Profitability (%) | 63.5897 | 57.732 | 69.3878 | 63.5897 | 57.732 | 69.3878 |
| Ratio Avg Win / Avg Loss | 0.692 | 0.7004 | 0.7019 | 0.6509 | 0.6598 | 0.66 |
| Largest Winning Trade | 7960 | 7949 | 7960 | 10487 | 10487 | 8916 |
| Largest Losing Trade | -17060 | -17060 | -15978 | -21714 | -17480 | -21714 |
| Avg Bars in Trades | 126 | 134 | 117 | 126 | 134 | 117 |
| Avg Bars in Winners | 82 | 72 | 90 | 82 | 72 | 90 |
| Avg Bars in Losers | 202 | 219 | 178 | 202 | 219 | 178 |
| Bars Traded | 24612 | 13083 | 11528 | 24612 | 13083 | 11528 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 215036 | -581466 | 313684 | -73619 | -581466 | 285779 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736420400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758929227341,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 213,
"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": [
[
55110.6355427919,
-6911.546196867,
62022.1817396588,
45245.4255364087,
-19730.2330618418,
64975.6585982505
],
[
55.110636,
-6.911546,
62.022182,
45.245426,
-19.730233,
64.975659
],
[
0.211622,
-0.02654,
0.238162,
0.143431,
-0.084358,
0.192423
],
[
10,
10,
10,
10,
10,
10
],
[
-39291,
-31179,
-23540,
-52005,
-38400,
-31155
],
[
1.208551,
0.956615,
1.590979,
1.136826,
0.901175,
1.495887
],
[
195,
97,
98,
195,
97,
98
],
[
124,
56,
68,
124,
56,
68
],
[
71,
41,
30,
71,
41,
30
],
[
63.589744,
57.731959,
69.387755,
63.589744,
57.731959,
69.387755
],
[
0.691993,
0.700379,
0.701903,
0.650925,
0.659789,
0.65995
],
[
7960,
7949,
7960,
10487,
10487,
8916
],
[
-17060,
-17060,
-15978,
-21714,
-17480,
-21714
],
[
126,
134,
117,
126,
134,
117
],
[
82,
72,
90,
82,
72,
90
],
[
202,
219,
178,
202,
219,
178
],
[
24612,
13083,
11528,
24612,
13083,
11528
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
215036,
-581466,
313684,
-73619,
-581466,
285779
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736420400000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758929227341,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 213,
"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) |
|---|