| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 41964.4887 | -17616.2554 | 59580.7441 | 36224.7355 | -26932.5941 | 63157.3296 |
| Total P&L (%) | 41.9645 | -17.6163 | 59.5807 | 36.2247 | -26.9326 | 63.1573 |
| Avg Daily Profit (%) | 0.1611 | -0.0676 | 0.2288 | 0.1188 | -0.1204 | 0.1882 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36901 | -32675 | -25211 | -45529 | -39443 | -28856 |
| Profit Factor | 1.2198 | 0.8108 | 1.6088 | 1.1652 | 0.7523 | 1.5715 |
| Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
| Winning Trades | 136 | 59 | 77 | 136 | 59 | 77 |
| Losing Trades | 73 | 46 | 27 | 73 | 46 | 27 |
| Profitability (%) | 65.0718 | 56.1905 | 74.0385 | 65.0718 | 56.1905 | 74.0385 |
| Ratio Avg Win / Avg Loss | 0.6547 | 0.6321 | 0.5641 | 0.6255 | 0.5865 | 0.551 |
| Largest Winning Trade | 6219 | 4595 | 6219 | 6046 | 5361 | 6046 |
| Largest Losing Trade | -17994 | -14557 | -17994 | -20663 | -16612 | -20663 |
| Avg Bars in Trades | 116 | 48 | 184 | 116 | 48 | 184 |
| Avg Bars in Winners | 75 | 26 | 112 | 75 | 26 | 112 |
| Avg Bars in Losers | 193 | 76 | 391 | 193 | 76 | 391 |
| Bars Traded | 24304 | 5091 | 19213 | 24304 | 5091 | 19213 |
| Profit Streak | 8.6506 | 8.6506 | 15.4006 | 8.6506 | 8.6506 | 15.4006 |
| Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 213889 | -580697 | 387062 | -74669 | -580975 | 376263 |
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737150300000,
"first_datapoint_time": 1737372600000,
"last_datapoint_time": 1759649400000,
"evaluation_time": 1759649815436,
"expiration_time": 1766129400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 248,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
41964.4887494836,
-17616.2553850432,
59580.7441345268,
36224.7354851331,
-26932.5940760374,
63157.3295611706
],
[
41.964489,
-17.616255,
59.580744,
36.224735,
-26.932594,
63.15733
],
[
0.161142,
-0.067646,
0.228787,
0.118777,
-0.12042,
0.18816
],
[
10,
10,
10,
10,
10,
10
],
[
-36901,
-32675,
-25211,
-45529,
-39443,
-28856
],
[
1.219758,
0.810758,
1.608777,
1.165224,
0.752305,
1.571488
],
[
209,
105,
104,
209,
105,
104
],
[
136,
59,
77,
136,
59,
77
],
[
73,
46,
27,
73,
46,
27
],
[
65.07177,
56.190476,
74.038462,
65.07177,
56.190476,
74.038462
],
[
0.654723,
0.632116,
0.564116,
0.625451,
0.586543,
0.551041
],
[
6219,
4595,
6219,
6046,
5361,
6046
],
[
-17994,
-14557,
-17994,
-20663,
-16612,
-20663
],
[
116,
48,
184,
116,
48,
184
],
[
75,
26,
112,
75,
26,
112
],
[
193,
76,
391,
193,
76,
391
],
[
24304,
5091,
19213,
24304,
5091,
19213
],
[
8.650641,
8.650641,
15.400641,
8.650642,
8.650642,
15.400642
],
[
2,
1,
5,
2,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
213889,
-580697,
387062,
-74669,
-580975,
376263
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737150300000,
"first_datapoint_time": 1737372600000,
"last_datapoint_time": 1759649400000,
"evaluation_time": 1759649815436,
"expiration_time": 1766129400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 20,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 248,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|