| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 258311.2158 | 111244.5804 | 147066.6353 | 61638.368 | 16687.589 | 44950.7789 |
| Total P&L (%) | 258.3112 | 111.2446 | 147.0666 | 61.6384 | 16.6876 | 44.9508 |
| Avg Daily Profit (%) | 0.1611 | 0.0694 | 0.0917 | 0.03 | 0.0096 | 0.0232 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108973 | -141889 | -68520 | -126573 | -109049 | -75778 |
| Profit Factor | 1.2716 | 1.2458 | 1.295 | 1.0691 | 1.0391 | 1.0967 |
| Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
| Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
| Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
| Profitability (%) | 55.6054 | 53.5714 | 57.6577 | 55.6054 | 53.5714 | 57.6577 |
| Ratio Avg Win / Avg Loss | 1.0152 | 1.0797 | 0.951 | 0.8536 | 0.9005 | 0.8054 |
| Largest Winning Trade | 60659 | 60659 | 48347 | 46627 | 46627 | 43002 |
| Largest Losing Trade | -59149 | -27883 | -59149 | -50083 | -25945 | -50083 |
| Avg Bars in Trades | 41 | 26 | 56 | 41 | 26 | 56 |
| Avg Bars in Winners | 37 | 21 | 52 | 37 | 21 | 52 |
| Avg Bars in Losers | 46 | 32 | 62 | 46 | 32 | 62 |
| Bars Traded | 9264 | 2993 | 6271 | 9264 | 2993 | 6271 |
| Profit Streak | 0 | 0 | 75.1344 | 0 | 0 | 75.1344 |
| Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327347 | -100038 | -69840 | -297670 | -367783 | -277226 |
{
"trading_pair": "ICP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9618,
"evaluation_days": 1603,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1622476800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759187609667,
"expiration_time": 1763330976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 125,
"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": [
[
258311.2157551009,
111244.580406966,
147066.6353481349,
61638.3679584877,
16687.589019137,
44950.7789393507
],
[
258.311216,
111.24458,
147.066635,
61.638368,
16.687589,
44.950779
],
[
0.161142,
0.069398,
0.091745,
0.02996,
0.009628,
0.023161
],
[
10,
10,
10,
10,
10,
10
],
[
-108973,
-141889,
-68520,
-126573,
-109049,
-75778
],
[
1.271604,
1.24583,
1.294999,
1.069133,
1.039084,
1.096747
],
[
223,
112,
111,
223,
112,
111
],
[
124,
60,
64,
124,
60,
64
],
[
99,
52,
47,
99,
52,
47
],
[
55.605381,
53.571429,
57.657658,
55.605381,
53.571429,
57.657658
],
[
1.015232,
1.079719,
0.951015,
0.853582,
0.90054,
0.805424
],
[
60659,
60659,
48347,
46627,
46627,
43002
],
[
-59149,
-27883,
-59149,
-50083,
-25945,
-50083
],
[
41,
26,
56,
41,
26,
56
],
[
37,
21,
52,
37,
21,
52
],
[
46,
32,
62,
46,
32,
62
],
[
9264,
2993,
6271,
9264,
2993,
6271
],
[
0,
0,
75.134371,
0,
0,
75.134371
],
[
0,
0,
6,
0,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327347,
-100038,
-69840,
-297670,
-367783,
-277226
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9618,
"evaluation_days": 1603,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1622476800000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759187609667,
"expiration_time": 1763330976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 110,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 125,
"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) |
|---|