Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322639.1164 | 221972.3931 | 100666.7234 | -4367.154 | -104049.4634 | 99682.3094 |
Total P&L (%) | 322.6391 | 221.9724 | 100.6667 | -4.3672 | -104.0495 | 99.6823 |
Avg Daily Profit (%) | 0.2019 | 0.1389 | 0.063 | -0.0028 | 0 | 0.0433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187493 | -194135 | -49807 | -229602 | -211966 | -30650 |
Profit Factor | 1.6153 | 1.6122 | 1.6221 | 0.9922 | 0.7544 | 1.7247 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 50 | 18 | 32 | 50 | 18 | 32 |
Losing Trades | 56 | 35 | 21 | 56 | 35 | 21 |
Profitability (%) | 47.1698 | 33.9623 | 60.3774 | 47.1698 | 33.9623 | 60.3774 |
Ratio Avg Win / Avg Loss | 1.8091 | 3.1348 | 1.0645 | 1.1113 | 1.4669 | 1.1319 |
Largest Winning Trade | 357506 | 357506 | 50576 | 86242 | 86242 | 27182 |
Largest Losing Trade | -38078 | -38078 | -33024 | -95597 | -95597 | -30650 |
Avg Bars in Trades | 87 | 121 | 54 | 87 | 121 | 54 |
Avg Bars in Winners | 93 | 167 | 51 | 93 | 167 | 51 |
Avg Bars in Losers | 82 | 97 | 58 | 82 | 97 | 58 |
Bars Traded | 9319 | 6426 | 2893 | 9319 | 6426 | 2893 |
Profit Streak | 3.334 | 3.334 | 32.6673 | 3.334 | 3.334 | 32.6673 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341917 | -191910 | -284094 | -580309 | -766514 | -310180 |
{ "trading_pair": "ICP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9586, "evaluation_days": 1597.67, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1624233600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758888056016, "expiration_time": 1762856352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 21, "offset": 193 } }, "second_band": { "type": "vwma", "factors": { "length": 247, "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": [ [ 322639.1164450605, 221972.3930731589, 100666.7233719017, -4367.1540301641, -104049.4634213676, 99682.3093912036 ], [ 322.639116, 221.972393, 100.666723, -4.367154, -104.049463, 99.682309 ], [ 0.201944, 0.138935, 0.063008, -0.002795, 0, 0.043295 ], [ 10, 10, 10, 10, 10, 10 ], [ -187493, -194135, -49807, -229602, -211966, -30650 ], [ 1.615257, 1.612198, 1.622111, 0.992219, 0.754416, 1.724726 ], [ 106, 53, 53, 106, 53, 53 ], [ 50, 18, 32, 50, 18, 32 ], [ 56, 35, 21, 56, 35, 21 ], [ 47.169811, 33.962264, 60.377358, 47.169811, 33.962264, 60.377358 ], [ 1.809088, 3.13483, 1.06451, 1.111285, 1.46692, 1.131851 ], [ 357506, 357506, 50576, 86242, 86242, 27182 ], [ -38078, -38078, -33024, -95597, -95597, -30650 ], [ 87, 121, 54, 87, 121, 54 ], [ 93, 167, 51, 93, 167, 51 ], [ 82, 97, 58, 82, 97, 58 ], [ 9319, 6426, 2893, 9319, 6426, 2893 ], [ 3.333982, 3.333982, 32.667315, 3.333982, 3.333982, 32.667315 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341917, -191910, -284094, -580309, -766514, -310180 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9586, "evaluation_days": 1597.67, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1624233600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758888056016, "expiration_time": 1762856352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 21, "offset": 193 } }, "second_band": { "type": "vwma", "factors": { "length": 247, "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) |
---|