| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 262804.6643 | 161572.9988 | 101231.6655 | 8646.358 | 10780.9607 | -2134.6027 |
| Total P&L (%) | 262.8047 | 161.573 | 101.2317 | 8.6464 | 10.781 | -2.1346 |
| Avg Daily Profit (%) | 0.1643 | 0.101 | 0.0633 | 0.0052 | 0.0064 | -0.0013 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97632 | -114739 | -72681 | -121072 | -91147 | -94224 |
| Profit Factor | 1.5403 | 1.6369 | 1.435 | 1.0179 | 1.0424 | 0.9906 |
| Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
| Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 44.9541 | 43.6364 | 46.2963 | 44.9541 | 43.6364 | 46.2963 |
| Ratio Avg Win / Avg Loss | 1.8861 | 2.1143 | 1.6646 | 1.2464 | 1.3464 | 1.1491 |
| Largest Winning Trade | 281601 | 281601 | 53456 | 139233 | 139233 | 36138 |
| Largest Losing Trade | -47979 | -34426 | -47979 | -55005 | -54174 | -55005 |
| Avg Bars in Trades | 41 | 34 | 48 | 41 | 34 | 48 |
| Avg Bars in Winners | 60 | 40 | 80 | 60 | 40 | 80 |
| Avg Bars in Losers | 25 | 30 | 20 | 25 | 30 | 20 |
| Bars Traded | 4511 | 1901 | 2610 | 4511 | 1901 | 2610 |
| Profit Streak | 33.37 | 33.37 | 33.7033 | 33.37 | 33.37 | 33.7033 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334855 | -237023 | -287363 | -553161 | -681669 | -760065 |
{
"trading_pair": "ICP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4799,
"evaluation_days": 1599.67,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1624118400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758905564416,
"expiration_time": 1763019936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 8,
"offset": 119,
"poles": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 36,
"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": [
[
262804.6642660968,
161572.9987860547,
101231.6654800421,
8646.3580030345,
10780.9607322177,
-2134.6027291832
],
[
262.804664,
161.572999,
101.231665,
8.646358,
10.780961,
-2.134603
],
[
0.164287,
0.101004,
0.063283,
0.005184,
0.006401,
-0.001349
],
[
10,
10,
10,
10,
10,
10
],
[
-97632,
-114739,
-72681,
-121072,
-91147,
-94224
],
[
1.540295,
1.636898,
1.43499,
1.017923,
1.042363,
0.990635
],
[
109,
55,
54,
109,
55,
54
],
[
49,
24,
25,
49,
24,
25
],
[
60,
31,
29,
60,
31,
29
],
[
44.954128,
43.636364,
46.296296,
44.954128,
43.636364,
46.296296
],
[
1.886076,
2.114327,
1.664588,
1.246436,
1.346386,
1.149137
],
[
281601,
281601,
53456,
139233,
139233,
36138
],
[
-47979,
-34426,
-47979,
-55005,
-54174,
-55005
],
[
41,
34,
48,
41,
34,
48
],
[
60,
40,
80,
60,
40,
80
],
[
25,
30,
20,
25,
30,
20
],
[
4511,
1901,
2610,
4511,
1901,
2610
],
[
33.369958,
33.369958,
33.703292,
33.369958,
33.369959,
33.703292
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334855,
-237023,
-287363,
-553161,
-681669,
-760065
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4799,
"evaluation_days": 1599.67,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1624118400000,
"last_datapoint_time": 1758873600000,
"evaluation_time": 1758905564416,
"expiration_time": 1763019936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 8,
"offset": 119,
"poles": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 36,
"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) |
|---|