| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 340597.507 | 157793.8551 | 182803.6519 | 254397.6164 | 48616.9571 | 205780.6594 |
| Total P&L (%) | 340.5975 | 157.7939 | 182.8037 | 254.3976 | 48.617 | 205.7807 |
| Avg Daily Profit (%) | 0.2129 | 0.0986 | 0.1143 | 0.0791 | 0.0248 | 0.0699 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89909 | -109668 | -36549 | -181436 | -203463 | -87325 |
| Profit Factor | 1.7698 | 1.6145 | 1.9847 | 1.3475 | 1.1088 | 1.7218 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
| Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
| Profitability (%) | 53.4653 | 45.098 | 62 | 53.4653 | 45.098 | 62 |
| Ratio Avg Win / Avg Loss | 1.5404 | 1.9655 | 1.2164 | 1.1728 | 1.3498 | 1.0553 |
| Largest Winning Trade | 257928 | 257928 | 50485 | 148382 | 148382 | 54569 |
| Largest Losing Trade | -32091 | -32091 | -20935 | -82895 | -82895 | -62633 |
| Avg Bars in Trades | 44 | 36 | 53 | 44 | 36 | 53 |
| Avg Bars in Winners | 46 | 32 | 56 | 46 | 32 | 56 |
| Avg Bars in Losers | 43 | 39 | 48 | 43 | 39 | 48 |
| Bars Traded | 4517 | 1836 | 2681 | 4517 | 1836 | 2681 |
| Profit Streak | 29.1691 | 29.1691 | 69.8358 | 29.1691 | 29.1691 | 69.8358 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 461198 | -239676 | -214931 | -85229 | -443563 | -274600 |
{
"trading_pair": "ICP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4800,
"evaluation_days": 1600,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1624838400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758917009424,
"expiration_time": 1763049600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 144,
"na": 0.2,
"nb": 0.2998,
"nc": 0.1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 80,
"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": [
[
340597.5069683999,
157793.8550556379,
182803.651912762,
254397.6164421761,
48616.9570805457,
205780.6593616305
],
[
340.597507,
157.793855,
182.803652,
254.397616,
48.616957,
205.780659
],
[
0.212873,
0.098621,
0.114252,
0.079109,
0.024766,
0.069881
],
[
10,
10,
10,
10,
10,
10
],
[
-89909,
-109668,
-36549,
-181436,
-203463,
-87325
],
[
1.769836,
1.614503,
1.984691,
1.347466,
1.108751,
1.721779
],
[
101,
51,
50,
101,
51,
50
],
[
54,
23,
31,
54,
23,
31
],
[
47,
28,
19,
47,
28,
19
],
[
53.465347,
45.098039,
62,
53.465347,
45.098039,
62
],
[
1.540413,
1.965482,
1.216424,
1.172794,
1.349783,
1.055284
],
[
257928,
257928,
50485,
148382,
148382,
54569
],
[
-32091,
-32091,
-20935,
-82895,
-82895,
-62633
],
[
44,
36,
53,
44,
36,
53
],
[
46,
32,
56,
46,
32,
56
],
[
43,
39,
48,
43,
39,
48
],
[
4517,
1836,
2681,
4517,
1836,
2681
],
[
29.16909,
29.16909,
69.835757,
29.169091,
29.169091,
69.835757
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461198,
-239676,
-214931,
-85229,
-443563,
-274600
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4800,
"evaluation_days": 1600,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1624838400000,
"last_datapoint_time": 1758902400000,
"evaluation_time": 1758917009424,
"expiration_time": 1763049600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 144,
"na": 0.2,
"nb": 0.2998,
"nc": 0.1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 80,
"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) |
|---|