Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33092.6992 | 1873.7448 | 31218.9543 | 37120.0596 | 1699.3845 | 35420.6751 |
Total P&L (%) | 33.0927 | 1.8737 | 31.219 | 37.1201 | 1.6994 | 35.4207 |
Avg Daily Profit (%) | 0.6354 | 0.036 | 0.5994 | 0.608 | 0.0324 | 0.5839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -6179 | -5977 | -5293 | -6732 | -7972 | -6651 |
Profit Factor | 1.8019 | 1.1002 | 2.3839 | 1.7586 | 1.0752 | 2.3453 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 50.4854 | 50 | 50.9804 | 50.4854 | 50 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.7672 | 1.1002 | 2.2922 | 1.7248 | 1.0752 | 2.2551 |
Largest Winning Trade | 9013 | 2198 | 9013 | 11342 | 2916 | 11342 |
Largest Losing Trade | -4779 | -2575 | -4779 | -5002 | -3024 | -5002 |
Avg Bars in Trades | 216 | 64 | 371 | 216 | 64 | 371 |
Avg Bars in Winners | 216 | 54 | 378 | 216 | 54 | 378 |
Avg Bars in Losers | 216 | 74 | 363 | 216 | 74 | 363 |
Bars Traded | 22285 | 3354 | 18931 | 22285 | 3354 | 18931 |
Profit Streak | 11.333 | 11.3392 | 0 | 11.333 | 11.3392 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400222 | -601897 | -169133 | 391663 | -634183 | -169245 |
{ "trading_pair": "ICP_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754589060000, "last_datapoint_time": 1759047480000, "evaluation_time": 1759823249700, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 231, "offset": 0, "a": 0.37086 } } }
{ "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": [ [ 33092.6991588539, 1873.74481869, 31218.9543401639, 37120.0595526199, 1699.3844892682, 35420.6750633517 ], [ 33.092699, 1.873745, 31.218954, 37.12006, 1.699384, 35.420675 ], [ 0.63542, 0.035978, 0.599442, 0.607998, 0.032361, 0.58391 ], [ 10, 10, 10, 10, 10, 10 ], [ -6179, -5977, -5293, -6732, -7972, -6651 ], [ 1.8019, 1.10015, 2.383909, 1.758613, 1.075183, 2.345348 ], [ 103, 52, 51, 103, 52, 51 ], [ 52, 26, 26, 52, 26, 26 ], [ 51, 26, 25, 51, 26, 25 ], [ 50.485437, 50, 50.980392, 50.485437, 50, 50.980392 ], [ 1.767248, 1.10015, 2.29222, 1.724793, 1.075183, 2.255143 ], [ 9013, 2198, 9013, 11342, 2916, 11342 ], [ -4779, -2575, -4779, -5002, -3024, -5002 ], [ 216, 64, 371, 216, 64, 371 ], [ 216, 54, 378, 216, 54, 378 ], [ 216, 74, 363, 216, 74, 363 ], [ 22285, 3354, 18931, 22285, 3354, 18931 ], [ 11.332983, 11.339233, 0, 11.332983, 11.339233, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400222, -601897, -169133, 391663, -634183, -169245 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754589060000, "last_datapoint_time": 1759047480000, "evaluation_time": 1759823249700, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 231, "offset": 0, "a": 0.37086 } } }
# | 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) |
---|