Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420885.7215 | 164476.5724 | 256409.1491 | 1072875.5282 | 144379.376 | 928496.1523 |
Total P&L (%) | 420.8857 | 164.4766 | 256.4091 | 1072.8755 | 144.3794 | 928.4962 |
Avg Daily Profit (%) | 0.2627 | 0.1027 | 0.1601 | 0.1538 | 0.0558 | 0.1456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82809 | -55189 | -86338 | -1037178 | -494602 | -543567 |
Profit Factor | 1.5221 | 1.404 | 1.6425 | 1.1767 | 1.0459 | 1.3169 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 102 | 46 | 56 | 102 | 46 | 56 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 48.5714 | 43.8095 | 53.3333 | 48.5714 | 43.8095 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6116 | 1.8008 | 1.4372 | 1.2459 | 1.3415 | 1.1523 |
Largest Winning Trade | 66454 | 66454 | 41722 | 364910 | 364910 | 328284 |
Largest Losing Trade | -38227 | -19045 | -38227 | -318266 | -168099 | -318266 |
Avg Bars in Trades | 14 | 11 | 16 | 14 | 11 | 16 |
Avg Bars in Winners | 16 | 12 | 19 | 16 | 12 | 19 |
Avg Bars in Losers | 12 | 10 | 13 | 12 | 10 | 13 |
Bars Traded | 3000 | 1221 | 1779 | 3000 | 1221 | 1779 |
Profit Streak | 7.4488 | 0 | 10.4488 | 7.4488 | 0 | 10.4488 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439572 | -56486 | 373219 | -17045 | -290814 | 108308 |
{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3204, "evaluation_days": 1602, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1624320000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759099575696, "expiration_time": 1763213184000, "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": "zlma", "factors": { "length": 85, "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": [ [ 420885.7215079361, 164476.5724202397, 256409.1490876964, 1072875.5282151778, 144379.3759569621, 928496.1522582177 ], [ 420.885722, 164.476572, 256.409149, 1072.875528, 144.379376, 928.496152 ], [ 0.262725, 0.10267, 0.160056, 0.153804, 0.055793, 0.145592 ], [ 10, 10, 10, 10, 10, 10 ], [ -82809, -55189, -86338, -1037178, -494602, -543567 ], [ 1.522091, 1.404049, 1.642496, 1.176671, 1.045939, 1.316906 ], [ 210, 105, 105, 210, 105, 105 ], [ 102, 46, 56, 102, 46, 56 ], [ 108, 59, 49, 108, 59, 49 ], [ 48.571429, 43.809524, 53.333333, 48.571429, 43.809524, 53.333333 ], [ 1.611626, 1.800846, 1.437184, 1.245887, 1.34153, 1.152293 ], [ 66454, 66454, 41722, 364910, 364910, 328284 ], [ -38227, -19045, -38227, -318266, -168099, -318266 ], [ 14, 11, 16, 14, 11, 16 ], [ 16, 12, 19, 16, 12, 19 ], [ 12, 10, 13, 12, 10, 13 ], [ 3000, 1221, 1779, 3000, 1221, 1779 ], [ 7.448793, 0, 10.448793, 7.448793, 0, 10.448793 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 439572, -56486, 373219, -17045, -290814, 108308 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3204, "evaluation_days": 1602, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1624320000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759099575696, "expiration_time": 1763213184000, "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": "zlma", "factors": { "length": 85, "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) |
---|