| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 332375.8596 | 133867.539 | 198508.3205 | 342406.6693 | 46695.13 | 295711.5393 |
| Total P&L (%) | 332.3759 | 133.8675 | 198.5083 | 342.4067 | 46.6951 | 295.7115 |
| Avg Daily Profit (%) | 0.2061 | 0.083 | 0.1231 | 0.0922 | 0.0238 | 0.0853 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79824 | -59421 | -82065 | -439096 | -349111 | -285590 |
| Profit Factor | 1.3736 | 1.3051 | 1.4402 | 1.1174 | 1.0296 | 1.2206 |
| Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
| Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
| Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
| Profitability (%) | 44.6512 | 41.6667 | 47.6636 | 44.6512 | 41.6667 | 47.6636 |
| Ratio Avg Win / Avg Loss | 1.7026 | 1.8271 | 1.5814 | 1.3851 | 1.4415 | 1.3403 |
| Largest Winning Trade | 66454 | 66454 | 39789 | 213171 | 213171 | 119663 |
| Largest Losing Trade | -32183 | -20720 | -32183 | -137703 | -120912 | -137703 |
| Avg Bars in Trades | 14 | 11 | 16 | 14 | 11 | 16 |
| Avg Bars in Winners | 16 | 12 | 20 | 16 | 12 | 20 |
| Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
| Bars Traded | 3016 | 1237 | 1779 | 3016 | 1237 | 1779 |
| Profit Streak | 18.2485 | 18.2485 | 21.2485 | 18.2485 | 18.2485 | 21.2485 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349433 | -83589 | -27012 | -160825 | -353364 | -79805 |
{
"trading_pair": "ICP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3226,
"evaluation_days": 1613,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1623974400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760032669374,
"expiration_time": 1764192096000,
"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": 77,
"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": [
[
332375.8595615572,
133867.5390470058,
198508.3205145514,
342406.6692881545,
46695.1299932093,
295711.5392949449
],
[
332.37586,
133.867539,
198.508321,
342.406669,
46.69513,
295.711539
],
[
0.206061,
0.082993,
0.123068,
0.092235,
0.023759,
0.085313
],
[
10,
10,
10,
10,
10,
10
],
[
-79824,
-59421,
-82065,
-439096,
-349111,
-285590
],
[
1.373561,
1.305064,
1.440218,
1.117399,
1.029622,
1.220643
],
[
215,
108,
107,
215,
108,
107
],
[
96,
45,
51,
96,
45,
51
],
[
119,
63,
56,
119,
63,
56
],
[
44.651163,
41.666667,
47.663551,
44.651163,
41.666667,
47.663551
],
[
1.702643,
1.827089,
1.581416,
1.385109,
1.441471,
1.340314
],
[
66454,
66454,
39789,
213171,
213171,
119663
],
[
-32183,
-20720,
-32183,
-137703,
-120912,
-137703
],
[
14,
11,
16,
14,
11,
16
],
[
16,
12,
20,
16,
12,
20
],
[
11,
10,
13,
11,
10,
13
],
[
3016,
1237,
1779,
3016,
1237,
1779
],
[
18.248488,
18.248488,
21.248488,
18.248488,
18.248488,
21.248488
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349433,
-83589,
-27012,
-160825,
-353364,
-79805
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3226,
"evaluation_days": 1613,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1623974400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760032669374,
"expiration_time": 1764192096000,
"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": 77,
"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) |
|---|