Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375037.1013 | 129877.6823 | 245159.419 | 565303.4824 | -179626.0415 | 744929.5239 |
Total P&L (%) | 375.0371 | 129.8777 | 245.1594 | 565.3035 | -179.626 | 744.9295 |
Avg Daily Profit (%) | 0.2326 | 0.0805 | 0.152 | 0.1176 | 0 | 0.1324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120507 | -88095 | -102935 | -1344136 | -1209469 | -678011 |
Profit Factor | 1.3519 | 1.2243 | 1.5039 | 1.0835 | 0.9517 | 1.2441 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 127 | 58 | 69 | 127 | 58 | 69 |
Losing Trades | 173 | 92 | 81 | 173 | 92 | 81 |
Profitability (%) | 42.3333 | 38.6667 | 46 | 42.3333 | 38.6667 | 46 |
Ratio Avg Win / Avg Loss | 1.8416 | 1.9419 | 1.7655 | 1.4759 | 1.5096 | 1.4604 |
Largest Winning Trade | 56961 | 56961 | 39328 | 272593 | 272593 | 231337 |
Largest Losing Trade | -35007 | -35007 | -19357 | -299854 | -299854 | -299363 |
Avg Bars in Trades | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Winners | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 9545 | 5026 | 4519 | 9545 | 5026 | 4519 |
Profit Streak | 17.7217 | 17.7217 | 20.5551 | 17.7217 | 17.7217 | 20.5551 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326375 | -88303 | 319706 | -164676 | -581610 | -16858 |
{ "trading_pair": "ICP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9676, "evaluation_days": 1612.67, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621756800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760015957927, "expiration_time": 1764191232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 27, "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": [ [ 375037.101336906, 129877.6823126316, 245159.4190242746, 565303.4824452463, -179626.0414628905, 744929.5239081368 ], [ 375.037101, 129.877682, 245.159419, 565.303482, -179.626041, 744.929524 ], [ 0.232557, 0.080536, 0.152021, 0.117581, 0, 0.13242 ], [ 10, 10, 10, 10, 10, 10 ], [ -120507, -88095, -102935, -1344136, -1209469, -678011 ], [ 1.351944, 1.224266, 1.503935, 1.083465, 0.951727, 1.244086 ], [ 300, 150, 150, 300, 150, 150 ], [ 127, 58, 69, 127, 58, 69 ], [ 173, 92, 81, 173, 92, 81 ], [ 42.333333, 38.666667, 46, 42.333333, 38.666667, 46 ], [ 1.841625, 1.941939, 1.765489, 1.475901, 1.509636, 1.460449 ], [ 56961, 56961, 39328, 272593, 272593, 231337 ], [ -35007, -35007, -19357, -299854, -299854, -299363 ], [ 31, 33, 30, 31, 33, 30 ], [ 44, 47, 41, 44, 47, 41 ], [ 22, 24, 20, 22, 24, 20 ], [ 9545, 5026, 4519, 9545, 5026, 4519 ], [ 17.721735, 17.721735, 20.555068, 17.721735, 17.721735, 20.555069 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326375, -88303, 319706, -164676, -581610, -16858 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9676, "evaluation_days": 1612.67, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621756800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760015957927, "expiration_time": 1764191232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 27, "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) |
---|