Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116390.343 | 22845.0161 | 93545.3269 | 118882.4043 | 20898.1511 | 97984.2531 |
Total P&L (%) | 116.3903 | 22.845 | 93.5453 | 118.8824 | 20.8982 | 97.9843 |
Avg Daily Profit (%) | 0.2235 | 0.0439 | 0.1796 | 0.1505 | 0.0364 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45515 | -37112 | -45515 | -60765 | -37936 | -60765 |
Profit Factor | 1.5278 | 1.2152 | 1.8178 | 1.4373 | 1.1656 | 1.6729 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 73.7374 | 72 | 75.5102 | 73.7374 | 72 | 75.5102 |
Ratio Avg Win / Avg Loss | 0.5441 | 0.4726 | 0.5896 | 0.5119 | 0.4533 | 0.5426 |
Largest Winning Trade | 17283 | 17283 | 14339 | 16314 | 13085 | 16314 |
Largest Losing Trade | -45515 | -25271 | -45515 | -60765 | -28858 | -60765 |
Avg Bars in Trades | 244 | 155 | 335 | 244 | 155 | 335 |
Avg Bars in Winners | 159 | 90 | 226 | 159 | 90 | 226 |
Avg Bars in Losers | 482 | 322 | 669 | 482 | 322 | 669 |
Bars Traded | 24179 | 7762 | 16417 | 24179 | 7762 | 16417 |
Profit Streak | 0.2808 | 11.0516 | 0 | 0.2808 | 11.0516 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 252663 | -318547 | 394272 | 210316 | -367694 | -14612 |
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715083200000, "first_datapoint_time": 1715302800000, "last_datapoint_time": 1760081400000, "evaluation_time": 1760082257866, "expiration_time": 1766561400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 123, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 108, "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": [ [ 116390.3429633286, 22845.0160923182, 93545.3268710103, 118882.4042665513, 20898.1511413384, 97984.2531252129 ], [ 116.390343, 22.845016, 93.545327, 118.882404, 20.898151, 97.984253 ], [ 0.223471, 0.043863, 0.179608, 0.15052, 0.036444, 0.131226 ], [ 10, 10, 10, 10, 10, 10 ], [ -45515, -37112, -45515, -60765, -37936, -60765 ], [ 1.527798, 1.215242, 1.817817, 1.437339, 1.165578, 1.672887 ], [ 99, 50, 49, 99, 50, 49 ], [ 73, 36, 37, 73, 36, 37 ], [ 26, 14, 12, 26, 14, 12 ], [ 73.737374, 72, 75.510204, 73.737374, 72, 75.510204 ], [ 0.544147, 0.472594, 0.589562, 0.511929, 0.45328, 0.542558 ], [ 17283, 17283, 14339, 16314, 13085, 16314 ], [ -45515, -25271, -45515, -60765, -28858, -60765 ], [ 244, 155, 335, 244, 155, 335 ], [ 159, 90, 226, 159, 90, 226 ], [ 482, 322, 669, 482, 322, 669 ], [ 24179, 7762, 16417, 24179, 7762, 16417 ], [ 0.280762, 11.051596, 0, 0.280762, 11.051596, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 252663, -318547, 394272, 210316, -367694, -14612 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715083200000, "first_datapoint_time": 1715302800000, "last_datapoint_time": 1760081400000, "evaluation_time": 1760082257866, "expiration_time": 1766561400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 123, "offset": 0, "scalar": 1 } }, "second_band": { "type": "rma", "factors": { "length": 108, "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) |
---|