| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 56490.148 | -7830.0563 | 64320.2043 | 46767.7685 | -17288.9481 | 64056.7166 |
| Total P&L (%) | 56.4901 | -7.8301 | 64.3202 | 46.7678 | -17.2889 | 64.0567 |
| Avg Daily Profit (%) | 0.2169 | -0.0301 | 0.247 | 0.1474 | -0.0729 | 0.1903 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48784 | -30064 | -39579 | -71864 | -41358 | -57986 |
| Profit Factor | 1.2276 | 0.9265 | 1.454 | 1.1441 | 0.8742 | 1.3423 |
| Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
| Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
| Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
| Profitability (%) | 57.6419 | 56.5217 | 58.7719 | 57.6419 | 56.5217 | 58.7719 |
| Ratio Avg Win / Avg Loss | 0.9021 | 0.7127 | 1.02 | 0.8407 | 0.6725 | 0.9416 |
| Largest Winning Trade | 11405 | 6132 | 11405 | 14205 | 7959 | 14205 |
| Largest Losing Trade | -22772 | -16404 | -22772 | -36241 | -22519 | -36241 |
| Avg Bars in Trades | 106 | 40 | 173 | 106 | 40 | 173 |
| Avg Bars in Winners | 76 | 29 | 122 | 76 | 29 | 122 |
| Avg Bars in Losers | 147 | 53 | 247 | 147 | 53 | 247 |
| Bars Traded | 24410 | 4611 | 19799 | 24410 | 4611 | 19799 |
| Profit Streak | 7.6926 | 7.6926 | 14.5363 | 7.6926 | 7.6926 | 14.5363 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 243770 | -580899 | 349609 | -59629 | -580899 | 246948 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737066600000,
"first_datapoint_time": 1737274500000,
"last_datapoint_time": 1759565700000,
"evaluation_time": 1759566137411,
"expiration_time": 1766045700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 232,
"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": [
[
56490.1480192009,
-7830.0562656609,
64320.2042848618,
46767.7684810897,
-17288.9480790878,
64056.7165601776
],
[
56.490148,
-7.830056,
64.320204,
46.767768,
-17.288948,
64.056717
],
[
0.216919,
-0.030067,
0.246986,
0.14744,
-0.072862,
0.190274
],
[
10,
10,
10,
10,
10,
10
],
[
-48784,
-30064,
-39579,
-71864,
-41358,
-57986
],
[
1.227625,
0.926475,
1.453993,
1.144067,
0.874237,
1.342269
],
[
229,
115,
114,
229,
115,
114
],
[
132,
65,
67,
132,
65,
67
],
[
97,
50,
47,
97,
50,
47
],
[
57.641921,
56.521739,
58.77193,
57.641921,
56.521739,
58.77193
],
[
0.902119,
0.712673,
1.019965,
0.840716,
0.67249,
0.941592
],
[
11405,
6132,
11405,
14205,
7959,
14205
],
[
-22772,
-16404,
-22772,
-36241,
-22519,
-36241
],
[
106,
40,
173,
106,
40,
173
],
[
76,
29,
122,
76,
29,
122
],
[
147,
53,
247,
147,
53,
247
],
[
24410,
4611,
19799,
24410,
4611,
19799
],
[
7.692562,
7.692563,
14.536313,
7.692563,
7.692563,
14.536313
],
[
2,
1,
4,
2,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
243770,
-580899,
349609,
-59629,
-580899,
246948
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737066600000,
"first_datapoint_time": 1737274500000,
"last_datapoint_time": 1759565700000,
"evaluation_time": 1759566137411,
"expiration_time": 1766045700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 40,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 232,
"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) |
|---|