| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 71353.5386 | 2945.9904 | 68407.5482 | 79329.4006 | -1547.5936 | 80876.9942 |
| Total P&L (%) | 71.3535 | 2.946 | 68.4075 | 79.3294 | -1.5476 | 80.877 |
| Avg Daily Profit (%) | 0.274 | 0.0113 | 0.2627 | 0.2245 | -0.006 | 0.2278 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -44605 | -17719 | -34673 | -69822 | -28174 | -55332 |
| Profit Factor | 1.6777 | 1.0841 | 1.9735 | 1.4899 | 0.971 | 1.7443 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
| Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
| Profitability (%) | 60.4396 | 54.3478 | 66.6667 | 60.4396 | 54.3478 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.0981 | 0.9107 | 0.9868 | 0.9752 | 0.8156 | 0.8722 |
| Largest Winning Trade | 20166 | 4035 | 20166 | 28621 | 6435 | 28621 |
| Largest Losing Trade | -21139 | -5308 | -21139 | -37220 | -9208 | -37220 |
| Avg Bars in Trades | 261 | 30 | 496 | 261 | 30 | 496 |
| Avg Bars in Winners | 287 | 23 | 507 | 287 | 23 | 507 |
| Avg Bars in Losers | 221 | 38 | 475 | 221 | 38 | 475 |
| Bars Traded | 23759 | 1396 | 22363 | 23759 | 1396 | 22363 |
| Profit Streak | 0 | 0 | 19.1892 | 0 | 0 | 19.1892 |
| Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 378763 | -473638 | 411154 | 273920 | -581536 | 388332 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736778600000,
"first_datapoint_time": 1736886600000,
"last_datapoint_time": 1759277700000,
"evaluation_time": 1759278749140,
"expiration_time": 1765757700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 243,
"offset": 0,
"std": 3.69102
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 86,
"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": [
[
71353.5386125331,
2945.9904454745,
68407.5481670586,
79329.4006279863,
-1547.5935562156,
80876.994184202
],
[
71.353539,
2.94599,
68.407548,
79.329401,
-1.547594,
80.876994
],
[
0.273994,
0.011312,
0.262682,
0.224526,
-0.005989,
0.227833
],
[
10,
10,
10,
10,
10,
10
],
[
-44605,
-17719,
-34673,
-69822,
-28174,
-55332
],
[
1.6777,
1.084125,
1.973513,
1.489889,
0.970951,
1.744326
],
[
91,
46,
45,
91,
46,
45
],
[
55,
25,
30,
55,
25,
30
],
[
36,
21,
15,
36,
21,
15
],
[
60.43956,
54.347826,
66.666667,
60.43956,
54.347826,
66.666667
],
[
1.098131,
0.910665,
0.986757,
0.9752,
0.815599,
0.872163
],
[
20166,
4035,
20166,
28621,
6435,
28621
],
[
-21139,
-5308,
-21139,
-37220,
-9208,
-37220
],
[
261,
30,
496,
261,
30,
496
],
[
287,
23,
507,
287,
23,
507
],
[
221,
38,
475,
221,
38,
475
],
[
23759,
1396,
22363,
23759,
1396,
22363
],
[
0,
0,
19.189226,
0,
0,
19.189226
],
[
0,
0,
5,
0,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
378763,
-473638,
411154,
273920,
-581536,
388332
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736778600000,
"first_datapoint_time": 1736886600000,
"last_datapoint_time": 1759277700000,
"evaluation_time": 1759278749140,
"expiration_time": 1765757700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 243,
"offset": 0,
"std": 3.69102
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 86,
"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) |
|---|