| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 13328.3735 | -29810.7753 | 43139.1488 | 2733.2693 | -32452.0296 | 35185.2988 |
| Total P&L (%) | 13.3284 | -29.8108 | 43.1391 | 2.7333 | -32.452 | 35.1853 |
| Avg Daily Profit (%) | 0.0512 | -0.1145 | 0.1657 | 0.0104 | -0.1505 | 0.1158 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -43018 | -38828 | -15003 | -40088 | -34686 | -11259 |
| Profit Factor | 1.1058 | 0.6612 | 2.1353 | 1.0253 | 0.5818 | 2.1591 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
| Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
| Profitability (%) | 67.2131 | 56.6667 | 77.4194 | 67.2131 | 56.6667 | 77.4194 |
| Ratio Avg Win / Avg Loss | 0.5394 | 0.5057 | 0.6228 | 0.5002 | 0.4449 | 0.6297 |
| Largest Winning Trade | 8325 | 8325 | 8215 | 7058 | 5794 | 7058 |
| Largest Losing Trade | -17587 | -17587 | -15003 | -16303 | -16303 | -11259 |
| Avg Bars in Trades | 389 | 458 | 321 | 389 | 458 | 321 |
| Avg Bars in Winners | 240 | 246 | 236 | 240 | 246 | 236 |
| Avg Bars in Losers | 694 | 736 | 616 | 694 | 736 | 616 |
| Bars Traded | 23736 | 13759 | 9977 | 23736 | 13759 | 9977 |
| Profit Streak | 10.3219 | 0 | 13.874 | 10.3219 | 0 | 13.874 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -457137 | -581356 | 337847 | -703627 | -581356 | -36967 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736577900000,
"first_datapoint_time": 1736775000000,
"last_datapoint_time": 1759077000000,
"evaluation_time": 1759077810982,
"expiration_time": 1765557000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 215,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 220,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
13328.373456609,
-29810.7753020176,
43139.1487586265,
2733.2692567576,
-32452.0295521935,
35185.2988089512
],
[
13.328373,
-29.810775,
43.139149,
2.733269,
-32.45203,
35.185299
],
[
0.05118,
-0.114472,
0.165652,
0.010355,
-0.15054,
0.115832
],
[
10,
10,
10,
10,
10,
10
],
[
-43018,
-38828,
-15003,
-40088,
-34686,
-11259
],
[
1.105781,
0.661242,
2.135259,
1.02532,
0.581754,
2.159074
],
[
61,
30,
31,
61,
30,
31
],
[
41,
17,
24,
41,
17,
24
],
[
20,
13,
7,
20,
13,
7
],
[
67.213115,
56.666667,
77.419355,
67.213115,
56.666667,
77.419355
],
[
0.539405,
0.505656,
0.622784,
0.500156,
0.444871,
0.62973
],
[
8325,
8325,
8215,
7058,
5794,
7058
],
[
-17587,
-17587,
-15003,
-16303,
-16303,
-11259
],
[
389,
458,
321,
389,
458,
321
],
[
240,
246,
236,
240,
246,
236
],
[
694,
736,
616,
694,
736,
616
],
[
23736,
13759,
9977,
23736,
13759,
9977
],
[
10.321886,
0,
13.87397,
10.321886,
0,
13.87397
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-457137,
-581356,
337847,
-703627,
-581356,
-36967
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736577900000,
"first_datapoint_time": 1736775000000,
"last_datapoint_time": 1759077000000,
"evaluation_time": 1759077810982,
"expiration_time": 1765557000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 215,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 220,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|