Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94192.4689 | 14750.6742 | 79441.7947 | 50486.7759 | 8061.9655 | 42424.8103 |
Total P&L (%) | 94.1925 | 14.7507 | 79.4418 | 50.4868 | 8.062 | 42.4248 |
Avg Daily Profit (%) | 0.1809 | 0.0283 | 0.1525 | 0.0785 | 0.0149 | 0.0679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61588 | -33548 | -65562 | -107837 | -48020 | -114159 |
Profit Factor | 1.2543 | 1.1079 | 1.3399 | 1.1037 | 1.048 | 1.1331 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 53.6723 | 49.4382 | 57.9545 | 53.6723 | 49.4382 | 57.9545 |
Ratio Avg Win / Avg Loss | 1.0827 | 1.1331 | 0.9721 | 0.9527 | 1.0718 | 0.822 |
Largest Winning Trade | 24271 | 16027 | 24271 | 21340 | 11952 | 21340 |
Largest Losing Trade | -42088 | -8667 | -42088 | -71815 | -13487 | -71815 |
Avg Bars in Trades | 137 | 46 | 230 | 137 | 46 | 230 |
Avg Bars in Winners | 113 | 47 | 170 | 113 | 47 | 170 |
Avg Bars in Losers | 165 | 44 | 312 | 165 | 44 | 312 |
Bars Traded | 24362 | 4094 | 20269 | 24362 | 4094 | 20269 |
Profit Streak | 10.0398 | 10.0606 | 0 | 10.0398 | 10.0606 | 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 | 315317 | -275295 | 216718 | -196055 | -506903 | -179941 |
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714730400000, "first_datapoint_time": 1715139000000, "last_datapoint_time": 1759728600000, "evaluation_time": 1759730238753, "expiration_time": 1766208600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 228, "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": [ [ 94192.46885252, 14750.6741542132, 79441.7946983068, 50486.7758633759, 8061.9655445397, 42424.8103188364 ], [ 94.192469, 14.750674, 79.441795, 50.486776, 8.061966, 42.42481 ], [ 0.180851, 0.028321, 0.152529, 0.078503, 0.014888, 0.067923 ], [ 10, 10, 10, 10, 10, 10 ], [ -61588, -33548, -65562, -107837, -48020, -114159 ], [ 1.254298, 1.107907, 1.339925, 1.103707, 1.047999, 1.133053 ], [ 177, 89, 88, 177, 89, 88 ], [ 95, 44, 51, 95, 44, 51 ], [ 82, 45, 37, 82, 45, 37 ], [ 53.672316, 49.438202, 57.954545, 53.672316, 49.438202, 57.954545 ], [ 1.082657, 1.133086, 0.972102, 0.952674, 1.071817, 0.822019 ], [ 24271, 16027, 24271, 21340, 11952, 21340 ], [ -42088, -8667, -42088, -71815, -13487, -71815 ], [ 137, 46, 230, 137, 46, 230 ], [ 113, 47, 170, 113, 47, 170 ], [ 165, 44, 312, 165, 44, 312 ], [ 24362, 4094, 20269, 24362, 4094, 20269 ], [ 10.0398, 10.060634, 0, 10.0398, 10.060634, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315317, -275295, 216718, -196055, -506903, -179941 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714730400000, "first_datapoint_time": 1715139000000, "last_datapoint_time": 1759728600000, "evaluation_time": 1759730238753, "expiration_time": 1766208600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 228, "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) |
---|