| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 23688.504 | -17355.0621 | 41043.5661 | 21027.4176 | -17850.8453 | 38878.2629 |
| Total P&L (%) | 23.6885 | -17.3551 | 41.0436 | 21.0274 | -17.8508 | 38.8783 |
| Avg Daily Profit (%) | 0.2729 | -0.1999 | 0.4728 | 0.2201 | -0.2263 | 0.379 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -15659 | -16885 | -10455 | -16771 | -17381 | -11093 |
| Profit Factor | 1.3794 | 0.1985 | 2.0065 | 1.3244 | 0.1982 | 1.9136 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 37 | 11 | 26 | 37 | 11 | 26 |
| Losing Trades | 54 | 35 | 19 | 54 | 35 | 19 |
| Profitability (%) | 40.6593 | 23.913 | 57.7778 | 40.6593 | 23.913 | 57.7778 |
| Ratio Avg Win / Avg Loss | 2.0132 | 0.6315 | 1.4663 | 1.9329 | 0.6306 | 1.3984 |
| Largest Winning Trade | 23262 | 1215 | 23262 | 22930 | 1289 | 22930 |
| Largest Losing Trade | -10408 | -2961 | -10408 | -11048 | -3209 | -11048 |
| Avg Bars in Trades | 258 | 39 | 482 | 258 | 39 | 482 |
| Avg Bars in Winners | 302 | 7 | 427 | 302 | 7 | 427 |
| Avg Bars in Losers | 228 | 49 | 558 | 228 | 49 | 558 |
| Bars Traded | 23534 | 1812 | 21722 | 23534 | 1812 | 21722 |
| Profit Streak | 0 | 0 | 4.7067 | 0 | 0 | 4.7067 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 5694 | -616978 | 395594 | -2403 | -616978 | 353363 |
{
"trading_pair": "ICP_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752867600000,
"first_datapoint_time": 1752886200000,
"last_datapoint_time": 1760367300000,
"evaluation_time": 1760367755646,
"expiration_time": 1766847300000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 63,
"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": [
[
23688.5040029144,
-17355.0620761702,
41043.5660790846,
21027.4175796945,
-17850.8452995692,
38878.2628792637
],
[
23.688504,
-17.355062,
41.043566,
21.027418,
-17.850845,
38.878263
],
[
0.272878,
-0.19992,
0.472798,
0.220086,
-0.226254,
0.379046
],
[
10,
10,
10,
10,
10,
10
],
[
-15659,
-16885,
-10455,
-16771,
-17381,
-11093
],
[
1.379435,
0.198475,
2.006501,
1.324398,
0.198196,
1.913567
],
[
91,
46,
45,
91,
46,
45
],
[
37,
11,
26,
37,
11,
26
],
[
54,
35,
19,
54,
35,
19
],
[
40.659341,
23.913043,
57.777778,
40.659341,
23.913043,
57.777778
],
[
2.013229,
0.631513,
1.466289,
1.932904,
0.630623,
1.398376
],
[
23262,
1215,
23262,
22930,
1289,
22930
],
[
-10408,
-2961,
-10408,
-11048,
-3209,
-11048
],
[
258,
39,
482,
258,
39,
482
],
[
302,
7,
427,
302,
7,
427
],
[
228,
49,
558,
228,
49,
558
],
[
23534,
1812,
21722,
23534,
1812,
21722
],
[
0,
0,
4.706662,
0,
0,
4.706663
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
5694,
-616978,
395594,
-2403,
-616978,
353363
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752867600000,
"first_datapoint_time": 1752886200000,
"last_datapoint_time": 1760367300000,
"evaluation_time": 1760367755646,
"expiration_time": 1766847300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 63,
"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) |
|---|