| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 354797.2114 | 122334.417 | 232462.7944 | 429037.9678 | 87296.2189 | 341741.7489 |
| Total P&L (%) | 354.7972 | 122.3344 | 232.4628 | 429.038 | 87.2962 | 341.7417 |
| Avg Daily Profit (%) | 0.2202 | 0.0759 | 0.1443 | 0.1035 | 0.039 | 0.0923 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142699 | -85844 | -80113 | -2165136 | -1018375 | -1313842 |
| Profit Factor | 1.347 | 1.2388 | 1.4557 | 1.0474 | 1.0194 | 1.0753 |
| Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
| Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
| Losing Trades | 154 | 80 | 74 | 154 | 80 | 74 |
| Profitability (%) | 42.7509 | 40.2985 | 45.1852 | 42.7509 | 40.2985 | 45.1852 |
| Ratio Avg Win / Avg Loss | 1.8038 | 1.8352 | 1.7659 | 1.4026 | 1.5102 | 1.3044 |
| Largest Winning Trade | 70353 | 70353 | 44018 | 444296 | 444296 | 377056 |
| Largest Losing Trade | -25461 | -19045 | -25461 | -347258 | -228293 | -347258 |
| Avg Bars in Trades | 11 | 10 | 13 | 11 | 10 | 13 |
| Avg Bars in Winners | 17 | 14 | 20 | 17 | 14 | 20 |
| Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
| Bars Traded | 3170 | 1378 | 1792 | 3170 | 1378 | 1792 |
| Profit Streak | 16.4916 | 0 | 19.4916 | 16.4916 | 0 | 19.4916 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 313784 | -94430 | 18092 | -223798 | -342678 | -208762 |
{
"trading_pair": "ICP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3222,
"evaluation_days": 1611,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1621900800000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759880872970,
"expiration_time": 1764014112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 29,
"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": [
[
354797.2114102534,
122334.4170102654,
232462.7943999879,
429037.9678495207,
87296.2189009567,
341741.7489485652
],
[
354.797211,
122.334417,
232.462794,
429.037968,
87.296219,
341.741749
],
[
0.220234,
0.075937,
0.144297,
0.103461,
0.03896,
0.092256
],
[
10,
10,
10,
10,
10,
10
],
[
-142699,
-85844,
-80113,
-2165136,
-1018375,
-1313842
],
[
1.346981,
1.238771,
1.45565,
1.047406,
1.019356,
1.075269
],
[
269,
134,
135,
269,
134,
135
],
[
115,
54,
61,
115,
54,
61
],
[
154,
80,
74,
154,
80,
74
],
[
42.750929,
40.298507,
45.185185,
42.750929,
40.298507,
45.185185
],
[
1.803783,
1.835217,
1.765871,
1.402613,
1.510157,
1.304425
],
[
70353,
70353,
44018,
444296,
444296,
377056
],
[
-25461,
-19045,
-25461,
-347258,
-228293,
-347258
],
[
11,
10,
13,
11,
10,
13
],
[
17,
14,
20,
17,
14,
20
],
[
7,
7,
7,
7,
7,
7
],
[
3170,
1378,
1792,
3170,
1378,
1792
],
[
16.491585,
0,
19.491585,
16.491585,
0,
19.491585
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313784,
-94430,
18092,
-223798,
-342678,
-208762
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3222,
"evaluation_days": 1611,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1621900800000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759880872970,
"expiration_time": 1764014112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 29,
"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) |
|---|