Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214591.0482 | 162931.146 | 51659.9021 | 210912.3678 | 58584.9512 | 152327.4165 |
Total P&L (%) | 214.591 | 162.9311 | 51.6599 | 210.9124 | 58.585 | 152.3274 |
Avg Daily Profit (%) | 0.206 | 0.1564 | 0.0496 | 0.109 | 0.0443 | 0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67192 | -55442 | -108070 | -283788 | -246520 | -182560 |
Profit Factor | 1.2356 | 1.3662 | 1.1109 | 1.085 | 1.0465 | 1.1249 |
Total Trades | 494 | 247 | 247 | 494 | 247 | 247 |
Winning Trades | 214 | 103 | 111 | 214 | 103 | 111 |
Losing Trades | 280 | 144 | 136 | 280 | 144 | 136 |
Profitability (%) | 43.3198 | 41.7004 | 44.9393 | 43.3198 | 41.7004 | 44.9393 |
Ratio Avg Win / Avg Loss | 1.6167 | 1.91 | 1.3611 | 1.4197 | 1.463 | 1.3782 |
Largest Winning Trade | 60608 | 60608 | 29061 | 120090 | 66822 | 120090 |
Largest Losing Trade | -12944 | -10561 | -12944 | -57839 | -48611 | -57839 |
Avg Bars in Trades | 50 | 45 | 54 | 50 | 45 | 54 |
Avg Bars in Winners | 68 | 62 | 74 | 68 | 62 | 74 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 24845 | 11333 | 13512 | 24845 | 11333 | 13512 |
Profit Streak | 7.1493 | 7.566 | 7.1493 | 7.1493 | 7.566 | 7.1493 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360914 | 269916 | -226960 | -172982 | -305299 | -157988 |
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669914000000, "first_datapoint_time": 1670378400000, "last_datapoint_time": 1759914000000, "evaluation_time": 1759916099629, "expiration_time": 1766394000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 20, "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": [ [ 214591.0481629533, 162931.146013278, 51659.9021496754, 210912.3677802212, 58584.9512305656, 152327.4165496557 ], [ 214.591048, 162.931146, 51.659902, 210.912368, 58.584951, 152.327417 ], [ 0.206007, 0.156413, 0.049593, 0.108956, 0.044277, 0.088893 ], [ 10, 10, 10, 10, 10, 10 ], [ -67192, -55442, -108070, -283788, -246520, -182560 ], [ 1.235642, 1.366173, 1.110928, 1.085023, 1.046463, 1.124882 ], [ 494, 247, 247, 494, 247, 247 ], [ 214, 103, 111, 214, 103, 111 ], [ 280, 144, 136, 280, 144, 136 ], [ 43.319838, 41.700405, 44.939271, 43.319838, 41.700405, 44.939271 ], [ 1.616728, 1.90999, 1.361136, 1.419656, 1.463016, 1.378234 ], [ 60608, 60608, 29061, 120090, 66822, 120090 ], [ -12944, -10561, -12944, -57839, -48611, -57839 ], [ 50, 45, 54, 50, 45, 54 ], [ 68, 62, 74, 68, 62, 74 ], [ 36, 34, 38, 36, 34, 38 ], [ 24845, 11333, 13512, 24845, 11333, 13512 ], [ 7.149301, 7.565968, 7.149301, 7.149301, 7.565968, 7.149301 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 360914, 269916, -226960, -172982, -305299, -157988 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669914000000, "first_datapoint_time": 1670378400000, "last_datapoint_time": 1759914000000, "evaluation_time": 1759916099629, "expiration_time": 1766394000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 20, "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) |
---|