| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 33381.7751 | -4357.7173 | 37739.4924 | 33385.5314 | -4488.8152 | 37874.3466 |
| Total P&L (%) | 33.3818 | -4.3577 | 37.7395 | 33.3855 | -4.4888 | 37.8743 |
| Avg Daily Profit (%) | 0.3845 | -0.0502 | 0.4347 | 0.3324 | -0.0529 | 0.3707 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -10774 | -6361 | -11036 | -11480 | -6958 | -11721 |
| Profit Factor | 1.7098 | 0.5763 | 2.0272 | 1.6388 | 0.5993 | 1.9224 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
| Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
| Profitability (%) | 38.9831 | 30 | 48.2759 | 38.9831 | 30 | 48.2759 |
| Ratio Avg Win / Avg Loss | 2.6763 | 1.3447 | 2.172 | 2.5651 | 1.3983 | 2.0597 |
| Largest Winning Trade | 23543 | 1430 | 23543 | 26284 | 1972 | 26284 |
| Largest Losing Trade | -5921 | -1643 | -5921 | -6344 | -1849 | -6344 |
| Avg Bars in Trades | 383 | 6 | 773 | 383 | 6 | 773 |
| Avg Bars in Winners | 715 | 12 | 1166 | 715 | 12 | 1166 |
| Avg Bars in Losers | 171 | 3 | 406 | 171 | 3 | 406 |
| Bars Traded | 22616 | 189 | 22427 | 22616 | 189 | 22427 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -176380 | -588049 | 301845 | -176962 | -588049 | 275282 |
{
"trading_pair": "ICP_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752868500000,
"first_datapoint_time": 1752918600000,
"last_datapoint_time": 1760368200000,
"evaluation_time": 1760368547825,
"expiration_time": 1766848200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 211,
"offset": 0,
"std": 2.88572
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 168,
"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": [
[
33381.7750880595,
-4357.7173365082,
37739.4924245677,
33385.5314153453,
-4488.8151743705,
37874.3465897159
],
[
33.381775,
-4.357717,
37.739492,
33.385531,
-4.488815,
37.874347
],
[
0.384538,
-0.050198,
0.434737,
0.332395,
-0.052891,
0.370657
],
[
10,
10,
10,
10,
10,
10
],
[
-10774,
-6361,
-11036,
-11480,
-6958,
-11721
],
[
1.709845,
0.576314,
2.02716,
1.638807,
0.599263,
1.922395
],
[
59,
30,
29,
59,
30,
29
],
[
23,
9,
14,
23,
9,
14
],
[
36,
21,
15,
36,
21,
15
],
[
38.983051,
30,
48.275862,
38.983051,
30,
48.275862
],
[
2.676279,
1.344732,
2.171957,
2.56509,
1.398279,
2.059708
],
[
23543,
1430,
23543,
26284,
1972,
26284
],
[
-5921,
-1643,
-5921,
-6344,
-1849,
-6344
],
[
383,
6,
773,
383,
6,
773
],
[
715,
12,
1166,
715,
12,
1166
],
[
171,
3,
406,
171,
3,
406
],
[
22616,
189,
22427,
22616,
189,
22427
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-176380,
-588049,
301845,
-176962,
-588049,
275282
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752868500000,
"first_datapoint_time": 1752918600000,
"last_datapoint_time": 1760368200000,
"evaluation_time": 1760368547825,
"expiration_time": 1766848200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 211,
"offset": 0,
"std": 2.88572
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 168,
"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) |
|---|