| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 435149.3512 | 181290.4528 | 253858.8984 | 968986.4683 | 311381.5489 | 657604.9194 |
| Total P&L (%) | 435.1494 | 181.2905 | 253.8589 | 968.9865 | 311.3815 | 657.6049 |
| Avg Daily Profit (%) | 0.2691 | 0.1121 | 0.157 | 0.1466 | 0.0875 | 0.1253 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107404 | -102233 | -61442 | -429650 | -329686 | -269597 |
| Profit Factor | 1.8313 | 1.6762 | 1.9941 | 1.6232 | 1.4132 | 1.8208 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
| Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
| Profitability (%) | 60.5769 | 53.8462 | 67.3077 | 60.5769 | 53.8462 | 67.3077 |
| Ratio Avg Win / Avg Loss | 1.1918 | 1.4368 | 0.9686 | 1.0564 | 1.2113 | 0.8844 |
| Largest Winning Trade | 100965 | 100965 | 55300 | 200490 | 154718 | 200490 |
| Largest Losing Trade | -57680 | -39553 | -57680 | -177054 | -119069 | -177054 |
| Avg Bars in Trades | 87 | 65 | 109 | 87 | 65 | 109 |
| Avg Bars in Winners | 80 | 64 | 93 | 80 | 64 | 93 |
| Avg Bars in Losers | 98 | 66 | 143 | 98 | 66 | 143 |
| Bars Traded | 9100 | 3397 | 5703 | 9100 | 3397 | 5703 |
| Profit Streak | 38.1532 | 38.1532 | 82.6532 | 38.1532 | 38.1532 | 82.6532 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 491578 | -220266 | -168135 | 293811 | -254367 | -201033 |
{
"trading_pair": "ICP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9702,
"evaluation_days": 1617,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1623830400000,
"last_datapoint_time": 1760385600000,
"evaluation_time": 1760398837333,
"expiration_time": 1764576864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 219,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 83,
"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": [
[
435149.3511974277,
181290.4528151305,
253858.8983822973,
968986.4682884447,
311381.5488921139,
657604.9193963306
],
[
435.149351,
181.290453,
253.858898,
968.986468,
311.381549,
657.604919
],
[
0.269109,
0.112115,
0.156994,
0.146632,
0.087506,
0.12531
],
[
10,
10,
10,
10,
10,
10
],
[
-107404,
-102233,
-61442,
-429650,
-329686,
-269597
],
[
1.831303,
1.676234,
1.994098,
1.623246,
1.413233,
1.820757
],
[
104,
52,
52,
104,
52,
52
],
[
63,
28,
35,
63,
28,
35
],
[
41,
24,
17,
41,
24,
17
],
[
60.576923,
53.846154,
67.307692,
60.576923,
53.846154,
67.307692
],
[
1.191801,
1.436772,
0.968562,
1.056398,
1.211343,
0.884368
],
[
100965,
100965,
55300,
200490,
154718,
200490
],
[
-57680,
-39553,
-57680,
-177054,
-119069,
-177054
],
[
87,
65,
109,
87,
65,
109
],
[
80,
64,
93,
80,
64,
93
],
[
98,
66,
143,
98,
66,
143
],
[
9100,
3397,
5703,
9100,
3397,
5703
],
[
38.15321,
38.15321,
82.65321,
38.15321,
38.15321,
82.65321
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
491578,
-220266,
-168135,
293811,
-254367,
-201033
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9702,
"evaluation_days": 1617,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1623830400000,
"last_datapoint_time": 1760385600000,
"evaluation_time": 1760398837333,
"expiration_time": 1764576864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 219,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 83,
"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) |
|---|