| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 270256.1576 | 188982.8018 | 81273.3558 | -63939.0708 | 295742.7384 | -359681.8091 |
| Total P&L (%) | 270.2562 | 188.9828 | 81.2734 | -63.9391 | 295.7427 | -359.6818 |
| Avg Daily Profit (%) | 0.1686 | 0.1179 | 0.0507 | -0.0636 | 0.0859 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -260250 | -149243 | -134049 | -1059057 | -444920 | -619416 |
| Profit Factor | 1.3979 | 1.5327 | 1.2505 | 0.9616 | 1.3905 | 0.603 |
| Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
| Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
| Profitability (%) | 46.0177 | 38.5965 | 53.5714 | 46.0177 | 38.5965 | 53.5714 |
| Ratio Avg Win / Avg Loss | 1.6398 | 2.4384 | 1.0838 | 1.128 | 2.2122 | 0.5226 |
| Largest Winning Trade | 340199 | 340199 | 44242 | 793642 | 793642 | 60040 |
| Largest Losing Trade | -64949 | -32385 | -64949 | -523242 | -281359 | -523242 |
| Avg Bars in Trades | 54 | 58 | 50 | 54 | 58 | 50 |
| Avg Bars in Winners | 64 | 68 | 61 | 64 | 68 | 61 |
| Avg Bars in Losers | 45 | 52 | 37 | 45 | 52 | 37 |
| Bars Traded | 6167 | 3336 | 2831 | 6167 | 3336 | 2831 |
| Profit Streak | 7.2606 | 7.2606 | 83.0106 | 7.2606 | 7.2606 | 83.0106 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325615 | -217059 | -304043 | -579212 | -260659 | -759408 |
{
"trading_pair": "ICP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6411,
"evaluation_days": 1602.75,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1625572800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759169717266,
"expiration_time": 1763301528000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 45,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
270256.1575816692,
188982.8017512677,
81273.3558304012,
-63939.0707635955,
295742.7383638818,
-359681.8091274771
],
[
270.256158,
188.982802,
81.273356,
-63.939071,
295.742738,
-359.681809
],
[
0.16862,
0.117912,
0.050709,
-0.063618,
0.085864,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-260250,
-149243,
-134049,
-1059057,
-444920,
-619416
],
[
1.39788,
1.532687,
1.250482,
0.961559,
1.390527,
0.603006
],
[
113,
57,
56,
113,
57,
56
],
[
52,
22,
30,
52,
22,
30
],
[
61,
35,
26,
61,
35,
26
],
[
46.017699,
38.596491,
53.571429,
46.017699,
38.596491,
53.571429
],
[
1.63982,
2.438366,
1.083751,
1.127983,
2.212202,
0.522605
],
[
340199,
340199,
44242,
793642,
793642,
60040
],
[
-64949,
-32385,
-64949,
-523242,
-281359,
-523242
],
[
54,
58,
50,
54,
58,
50
],
[
64,
68,
61,
64,
68,
61
],
[
45,
52,
37,
45,
52,
37
],
[
6167,
3336,
2831,
6167,
3336,
2831
],
[
7.260616,
7.260616,
83.010616,
7.260616,
7.260616,
83.010616
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325615,
-217059,
-304043,
-579212,
-260659,
-759408
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6411,
"evaluation_days": 1602.75,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1625572800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759169717266,
"expiration_time": 1763301528000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 45,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|