Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192156.2388 | 150282.9529 | 41873.2859 | 191931.204 | 76533.4994 | 115397.7047 |
Total P&L (%) | 192.1562 | 150.283 | 41.8733 | 191.9312 | 76.5335 | 115.3977 |
Avg Daily Profit (%) | 0.1845 | 0.1443 | 0.0402 | 0.1029 | 0.0546 | 0.0737 |
Buy And Hold Return (%) | 18.0156 | 18.0156 | 18.0156 | 18.0156 | 18.0156 | 18.0156 |
Max Trade Drawdown | -79427 | -74823 | -47798 | -352704 | -303442 | -140706 |
Profit Factor | 1.5031 | 1.6748 | 1.2629 | 1.1917 | 1.1165 | 1.335 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 63.8655 | 66.1017 | 61.6667 | 63.8655 | 66.1017 | 61.6667 |
Ratio Avg Win / Avg Loss | 0.8504 | 0.8589 | 0.7851 | 0.6742 | 0.5726 | 0.8298 |
Largest Winning Trade | 47525 | 47525 | 12460 | 127728 | 127728 | 49664 |
Largest Losing Trade | -44185 | -44185 | -30327 | -170969 | -170969 | -88799 |
Avg Bars in Trades | 198 | 330 | 68 | 198 | 330 | 68 |
Avg Bars in Winners | 127 | 188 | 62 | 127 | 188 | 62 |
Avg Bars in Losers | 324 | 605 | 79 | 324 | 605 | 79 |
Bars Traded | 23617 | 19481 | 4136 | 23617 | 19481 | 4136 |
Profit Streak | 66.0848 | 66.0848 | 66.9598 | 66.0848 | 66.0848 | 66.9598 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383159 | -174075 | -312440 | -63432 | -390077 | -263012 |
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669129200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758859323858, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 174, "offset": 0, "std": 1.33995 } }, "second_band": { "type": "rma", "factors": { "length": 112, "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": [ [ 192156.2388091126, 150282.9528854411, 41873.2859236714, 191931.2040345506, 76533.4993543075, 115397.7046802431 ], [ 192.156239, 150.282953, 41.873286, 191.931204, 76.533499, 115.397705 ], [ 0.184478, 0.144278, 0.0402, 0.102907, 0.054578, 0.073693 ], [ 18.015596, 18.015596, 18.015596, 18.015596, 18.015596, 18.015596 ], [ -79427, -74823, -47798, -352704, -303442, -140706 ], [ 1.503058, 1.674804, 1.262907, 1.191692, 1.116535, 1.334964 ], [ 119, 59, 60, 119, 59, 60 ], [ 76, 39, 37, 76, 39, 37 ], [ 43, 20, 23, 43, 20, 23 ], [ 63.865546, 66.101695, 61.666667, 63.865546, 66.101695, 61.666667 ], [ 0.850414, 0.858874, 0.78505, 0.674247, 0.572582, 0.829842 ], [ 47525, 47525, 12460, 127728, 127728, 49664 ], [ -44185, -44185, -30327, -170969, -170969, -88799 ], [ 198, 330, 68, 198, 330, 68 ], [ 127, 188, 62, 127, 188, 62 ], [ 324, 605, 79, 324, 605, 79 ], [ 23617, 19481, 4136, 23617, 19481, 4136 ], [ 66.084767, 66.084767, 66.959767, 66.084767, 66.084767, 66.959767 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 383159, -174075, -312440, -63432, -390077, -263012 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669129200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758859323858, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 174, "offset": 0, "std": 1.33995 } }, "second_band": { "type": "rma", "factors": { "length": 112, "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) |
---|