Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92070.0804 | 11619.547 | 80450.5334 | 28479.3348 | 5464.2612 | 23015.0736 |
Total P&L (%) | 92.0701 | 11.6195 | 80.4505 | 28.4793 | 5.4643 | 23.0151 |
Avg Daily Profit (%) | 0.1768 | 0.0223 | 0.1545 | 0.0481 | 0.0102 | 0.0398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67576 | -21430 | -70158 | -100541 | -29149 | -105285 |
Profit Factor | 1.2542 | 1.0815 | 1.3665 | 1.0749 | 1.0412 | 1.093 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 178 | 81 | 97 | 178 | 81 | 97 |
Losing Trades | 75 | 46 | 29 | 75 | 46 | 29 |
Profitability (%) | 70.3557 | 63.7795 | 76.9841 | 70.3557 | 63.7795 | 76.9841 |
Ratio Avg Win / Avg Loss | 0.5285 | 0.6142 | 0.4086 | 0.4529 | 0.5913 | 0.3268 |
Largest Winning Trade | 10537 | 7300 | 10537 | 9807 | 6812 | 9807 |
Largest Losing Trade | -64125 | -18958 | -64125 | -84234 | -12777 | -84234 |
Avg Bars in Trades | 96 | 50 | 142 | 96 | 50 | 142 |
Avg Bars in Winners | 61 | 30 | 87 | 61 | 30 | 87 |
Avg Bars in Losers | 178 | 84 | 327 | 178 | 84 | 327 |
Bars Traded | 24415 | 6407 | 18008 | 24415 | 6407 | 18008 |
Profit Streak | 3.2097 | 3.2097 | 38.5222 | 3.2097 | 3.2097 | 38.5222 |
Trades During Streak | 2 | 1 | 10 | 2 | 1 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304573 | -410988 | 386257 | -268766 | -521829 | -259831 |
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714201200000, "first_datapoint_time": 1714595400000, "last_datapoint_time": 1759199400000, "evaluation_time": 1759201321498, "expiration_time": 1765679400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 220, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 92070.0804069687, 11619.5470055598, 80450.5334014088, 28479.3348169055, 5464.2612315634, 23015.0735853421 ], [ 92.07008, 11.619547, 80.450533, 28.479335, 5.464261, 23.015074 ], [ 0.176776, 0.02231, 0.154466, 0.048127, 0.010215, 0.039778 ], [ 10, 10, 10, 10, 10, 10 ], [ -67576, -21430, -70158, -100541, -29149, -105285 ], [ 1.254246, 1.081461, 1.366533, 1.074919, 1.041162, 1.093033 ], [ 253, 127, 126, 253, 127, 126 ], [ 178, 81, 97, 178, 81, 97 ], [ 75, 46, 29, 75, 46, 29 ], [ 70.355731, 63.779528, 76.984127, 70.355731, 63.779528, 76.984127 ], [ 0.528474, 0.614163, 0.408551, 0.452915, 0.591277, 0.326783 ], [ 10537, 7300, 10537, 9807, 6812, 9807 ], [ -64125, -18958, -64125, -84234, -12777, -84234 ], [ 96, 50, 142, 96, 50, 142 ], [ 61, 30, 87, 61, 30, 87 ], [ 178, 84, 327, 178, 84, 327 ], [ 24415, 6407, 18008, 24415, 6407, 18008 ], [ 3.209739, 3.209739, 38.522239, 3.20974, 3.20974, 38.52224 ], [ 2, 1, 10, 2, 1, 10 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304573, -410988, 386257, -268766, -521829, -259831 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714201200000, "first_datapoint_time": 1714595400000, "last_datapoint_time": 1759199400000, "evaluation_time": 1759201321498, "expiration_time": 1765679400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 220, "offset": 0, "scalar": 3 } } }
# | 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) |
---|