Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179054.1736 | 146070.6261 | 32983.5475 | 106872.848 | -5374.8244 | 112247.6724 |
Total P&L (%) | 179.0542 | 146.0706 | 32.9835 | 106.8728 | -5.3748 | 112.2477 |
Avg Daily Profit (%) | 0.1719 | 0.1402 | 0.0317 | 0.0698 | -0.0053 | 0.0723 |
Buy And Hold Return (%) | 13.0911 | 13.0911 | 13.0911 | 13.0911 | 13.0911 | 13.0911 |
Max Trade Drawdown | -70103 | -93176 | -12147 | -341452 | -409652 | -26668 |
Profit Factor | 1.4818 | 1.4609 | 1.603 | 1.1117 | 0.9937 | 2.034 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 50.3311 | 45.3333 | 55.2632 | 50.3311 | 45.3333 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.4623 | 1.7616 | 1.2976 | 1.0971 | 1.1982 | 1.6466 |
Largest Winning Trade | 113213 | 113213 | 13404 | 146882 | 146882 | 44560 |
Largest Losing Trade | -34301 | -34301 | -7779 | -142922 | -142922 | -15233 |
Avg Bars in Trades | 164 | 312 | 17 | 164 | 312 | 17 |
Avg Bars in Winners | 193 | 412 | 15 | 193 | 412 | 15 |
Avg Bars in Losers | 134 | 230 | 19 | 134 | 230 | 19 |
Bars Traded | 24784 | 23469 | 1315 | 24784 | 23469 | 1315 |
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 | 338752 | -62431 | -200423 | -196551 | -637884 | -140795 |
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669384800000, "first_datapoint_time": 1669446000000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759387655446, "expiration_time": 1765864800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 179054.1735980835, 146070.626077109, 32983.5475209746, 106872.8480171024, -5374.8243752872, 112247.6723923898 ], [ 179.054174, 146.070626, 32.983548, 106.872848, -5.374824, 112.247672 ], [ 0.171891, 0.140227, 0.031664, 0.06981, -0.005304, 0.072274 ], [ 13.09109, 13.09109, 13.09109, 13.09109, 13.09109, 13.09109 ], [ -70103, -93176, -12147, -341452, -409652, -26668 ], [ 1.481779, 1.460863, 1.602964, 1.111698, 0.993664, 2.034037 ], [ 151, 75, 76, 151, 75, 76 ], [ 76, 34, 42, 76, 34, 42 ], [ 75, 41, 34, 75, 41, 34 ], [ 50.331126, 45.333333, 55.263158, 50.331126, 45.333333, 55.263158 ], [ 1.462281, 1.761629, 1.297637, 1.09707, 1.198241, 1.646601 ], [ 113213, 113213, 13404, 146882, 146882, 44560 ], [ -34301, -34301, -7779, -142922, -142922, -15233 ], [ 164, 312, 17, 164, 312, 17 ], [ 193, 412, 15, 193, 412, 15 ], [ 134, 230, 19, 134, 230, 19 ], [ 24784, 23469, 1315, 24784, 23469, 1315 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338752, -62431, -200423, -196551, -637884, -140795 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669384800000, "first_datapoint_time": 1669446000000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759387655446, "expiration_time": 1765864800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|