| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 265224.9012 | 77501.2572 | 187723.644 | 876697.4958 | 219314.3636 | 657383.1321 |
| Total P&L (%) | 265.2249 | 77.5013 | 187.7236 | 876.6975 | 219.3144 | 657.3831 |
| Avg Daily Profit (%) | 0.8423 | 0.2461 | 0.5961 | 0.7263 | 0.3694 | 0.645 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -46232 | -28263 | -23772 | -393916 | -217091 | -213529 |
| Profit Factor | 2.6915 | 2.2515 | 2.9787 | 1.9297 | 1.6226 | 2.113 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
| Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Profitability (%) | 51.8868 | 52.8302 | 50.9434 | 51.8868 | 52.8302 | 50.9434 |
| Ratio Avg Win / Avg Loss | 2.4957 | 2.0103 | 2.8684 | 1.7894 | 1.4487 | 2.0347 |
| Largest Winning Trade | 51741 | 19944 | 51741 | 333037 | 94125 | 333037 |
| Largest Losing Trade | -16399 | -6051 | -16399 | -147911 | -38127 | -147911 |
| Avg Bars in Trades | 137 | 62 | 213 | 137 | 62 | 213 |
| Avg Bars in Winners | 153 | 81 | 229 | 153 | 81 | 229 |
| Avg Bars in Losers | 120 | 41 | 196 | 120 | 41 | 196 |
| Bars Traded | 14601 | 3305 | 11296 | 14601 | 3305 | 11296 |
| Profit Streak | 9.294 | 18.4815 | 9.294 | 9.294 | 18.4815 | 9.294 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 660110 | -167136 | -163793 | 598207 | -168407 | -164629 |
{
"trading_pair": "ICP_USDT",
"interval": "30m",
"packets": 15115,
"actual_packets": 15115,
"evaluation_days": 314.9,
"actual_first_datapoint_time": 1732980600000,
"first_datapoint_time": 1733302800000,
"last_datapoint_time": 1760185800000,
"evaluation_time": 1760187803133,
"expiration_time": 1764103608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 174,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
265224.9012313012,
77501.2571955879,
187723.6440357132,
876697.4957688728,
219314.3636447525,
657383.1321241203
],
[
265.224901,
77.501257,
187.723644,
876.697496,
219.314364,
657.383132
],
[
0.842251,
0.246114,
0.596137,
0.726349,
0.369371,
0.645037
],
[
10,
10,
10,
10,
10,
10
],
[
-46232,
-28263,
-23772,
-393916,
-217091,
-213529
],
[
2.691488,
2.25148,
2.978704,
1.929748,
1.622551,
2.11297
],
[
106,
53,
53,
106,
53,
53
],
[
55,
28,
27,
55,
28,
27
],
[
51,
25,
26,
51,
25,
26
],
[
51.886792,
52.830189,
50.943396,
51.886792,
52.830189,
50.943396
],
[
2.495744,
2.01025,
2.868382,
1.789403,
1.448706,
2.034711
],
[
51741,
19944,
51741,
333037,
94125,
333037
],
[
-16399,
-6051,
-16399,
-147911,
-38127,
-147911
],
[
137,
62,
213,
137,
62,
213
],
[
153,
81,
229,
153,
81,
229
],
[
120,
41,
196,
120,
41,
196
],
[
14601,
3305,
11296,
14601,
3305,
11296
],
[
9.294018,
18.481518,
9.294018,
9.294018,
18.481518,
9.294018
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
660110,
-167136,
-163793,
598207,
-168407,
-164629
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "30m",
"packets": 15115,
"actual_packets": 15115,
"evaluation_days": 314.9,
"actual_first_datapoint_time": 1732980600000,
"first_datapoint_time": 1733302800000,
"last_datapoint_time": 1760185800000,
"evaluation_time": 1760187803133,
"expiration_time": 1764103608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 180,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 174,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|