| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 52871.5794 | -15268.4004 | 68139.9798 | 49657.121 | -21673.1958 | 71330.3168 |
| Total P&L (%) | 52.8716 | -15.2684 | 68.14 | 49.6571 | -21.6732 | 71.3303 |
| Avg Daily Profit (%) | 0.203 | -0.0586 | 0.2617 | 0.1549 | -0.0938 | 0.207 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -51063 | -20990 | -37219 | -90623 | -32949 | -69866 |
| Profit Factor | 1.4204 | 0.6667 | 1.8523 | 1.2343 | 0.6873 | 1.5002 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
| Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
| Profitability (%) | 45.5696 | 32.5 | 58.9744 | 45.5696 | 32.5 | 58.9744 |
| Ratio Avg Win / Avg Loss | 1.6966 | 1.3848 | 1.2885 | 1.4743 | 1.4276 | 1.0436 |
| Largest Winning Trade | 17013 | 10860 | 17013 | 22918 | 13196 | 22918 |
| Largest Losing Trade | -18679 | -5668 | -18679 | -33031 | -8150 | -33031 |
| Avg Bars in Trades | 303 | 33 | 580 | 303 | 33 | 580 |
| Avg Bars in Winners | 354 | 41 | 531 | 354 | 41 | 531 |
| Avg Bars in Losers | 260 | 29 | 651 | 260 | 29 | 651 |
| Bars Traded | 23970 | 1331 | 22639 | 23970 | 1331 | 22639 |
| Profit Streak | 0 | 0 | 42.8225 | 0 | 0 | 42.8225 |
| Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -25960 | -587284 | 423273 | -28841 | -587284 | 371422 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737095400000,
"first_datapoint_time": 1737261900000,
"last_datapoint_time": 1759594500000,
"evaluation_time": 1759595364629,
"expiration_time": 1766074500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 78,
"offset": 30
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 186,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
52871.5794211717,
-15268.4004176766,
68139.9798388483,
49657.1209833145,
-21673.1957767951,
71330.3167601097
],
[
52.871579,
-15.2684,
68.13998,
49.657121,
-21.673196,
71.330317
],
[
0.203024,
-0.05863,
0.261654,
0.154938,
-0.093758,
0.206966
],
[
10,
10,
10,
10,
10,
10
],
[
-51063,
-20990,
-37219,
-90623,
-32949,
-69866
],
[
1.420403,
0.666735,
1.852288,
1.234309,
0.687342,
1.500175
],
[
79,
40,
39,
79,
40,
39
],
[
36,
13,
23,
36,
13,
23
],
[
43,
27,
16,
43,
27,
16
],
[
45.56962,
32.5,
58.974359,
45.56962,
32.5,
58.974359
],
[
1.696592,
1.384758,
1.288548,
1.474314,
1.427557,
1.0436
],
[
17013,
10860,
17013,
22918,
13196,
22918
],
[
-18679,
-5668,
-18679,
-33031,
-8150,
-33031
],
[
303,
33,
580,
303,
33,
580
],
[
354,
41,
531,
354,
41,
531
],
[
260,
29,
651,
260,
29,
651
],
[
23970,
1331,
22639,
23970,
1331,
22639
],
[
0,
0,
42.822507,
0,
0,
42.822507
],
[
0,
0,
5,
0,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-25960,
-587284,
423273,
-28841,
-587284,
371422
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737095400000,
"first_datapoint_time": 1737261900000,
"last_datapoint_time": 1759594500000,
"evaluation_time": 1759595364629,
"expiration_time": 1766074500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 78,
"offset": 30
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 186,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|