Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314025.2775 | 244678.9208 | 69346.3567 | 476181.7375 | 79453.2274 | 396728.5102 |
Total P&L (%) | 314.0253 | 244.6789 | 69.3464 | 476.1817 | 79.4532 | 396.7285 |
Avg Daily Profit (%) | 0.3015 | 0.2349 | 0.0666 | 0.1683 | 0.0562 | 0.154 |
Buy And Hold Return (%) | 12.8278 | 12.8278 | 12.8278 | 12.8278 | 12.8278 | 12.8278 |
Max Trade Drawdown | -74237 | -72095 | -9099 | -608683 | -656218 | -45740 |
Profit Factor | 1.8743 | 1.8616 | 1.9224 | 1.2613 | 1.051 | 2.5088 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 57.9439 | 56.6038 | 59.2593 | 57.9439 | 56.6038 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.3604 | 1.4272 | 1.3216 | 0.9155 | 0.8057 | 1.7248 |
Largest Winning Trade | 97230 | 97230 | 11379 | 245738 | 245738 | 89411 |
Largest Losing Trade | -50054 | -50054 | -8828 | -477095 | -477095 | -42026 |
Avg Bars in Trades | 215 | 405 | 28 | 215 | 405 | 28 |
Avg Bars in Winners | 154 | 280 | 36 | 154 | 280 | 36 |
Avg Bars in Losers | 299 | 568 | 18 | 299 | 568 | 18 |
Bars Traded | 23053 | 21490 | 1563 | 23053 | 21490 | 1563 |
Profit Streak | 46.2507 | 0 | 72.084 | 46.2507 | 0 | 72.084 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461053 | -168857 | -280173 | 266494 | -463817 | -165600 |
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669410000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758902459233, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 178, "offset": 0, "std": 2.26589 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "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": [ [ 314025.2775161915, 244678.9207773434, 69346.356738848, 476181.7375297344, 79453.2273538745, 396728.5101758598 ], [ 314.025278, 244.678921, 69.346357, 476.181738, 79.453227, 396.72851 ], [ 0.301478, 0.234902, 0.066575, 0.168269, 0.056154, 0.154001 ], [ 12.827763, 12.827763, 12.827763, 12.827763, 12.827763, 12.827763 ], [ -74237, -72095, -9099, -608683, -656218, -45740 ], [ 1.874313, 1.861585, 1.922393, 1.261305, 1.050952, 2.508758 ], [ 107, 53, 54, 107, 53, 54 ], [ 62, 30, 32, 62, 30, 32 ], [ 45, 23, 22, 45, 23, 22 ], [ 57.943925, 56.603774, 59.259259, 57.943925, 56.603774, 59.259259 ], [ 1.360389, 1.427215, 1.321645, 0.915463, 0.80573, 1.724771 ], [ 97230, 97230, 11379, 245738, 245738, 89411 ], [ -50054, -50054, -8828, -477095, -477095, -42026 ], [ 215, 405, 28, 215, 405, 28 ], [ 154, 280, 36, 154, 280, 36 ], [ 299, 568, 18, 299, 568, 18 ], [ 23053, 21490, 1563, 23053, 21490, 1563 ], [ 46.250685, 0, 72.084019, 46.250686, 0, 72.084019 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461053, -168857, -280173, 266494, -463817, -165600 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669410000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758902459233, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 178, "offset": 0, "std": 2.26589 } }, "second_band": { "type": "midpoint", "factors": { "length": 190, "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) |
---|