| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 402968.8044 | 148084.2941 | 254884.5103 | 576437.7924 | 98252.5461 | 478185.2463 |
| Total P&L (%) | 402.9688 | 148.0843 | 254.8845 | 576.4378 | 98.2525 | 478.1852 |
| Avg Daily Profit (%) | 0.2503 | 0.092 | 0.1583 | 0.1188 | 0.0425 | 0.109 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -111037 | -91333 | -112750 | -851792 | -668719 | -655678 |
| Profit Factor | 1.3386 | 1.2263 | 1.4757 | 1.1061 | 1.0329 | 1.1953 |
| Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
| Winning Trades | 162 | 71 | 91 | 162 | 71 | 91 |
| Losing Trades | 170 | 95 | 75 | 170 | 95 | 75 |
| Profitability (%) | 48.7952 | 42.7711 | 54.8193 | 48.7952 | 42.7711 | 54.8193 |
| Ratio Avg Win / Avg Loss | 1.4047 | 1.6408 | 1.2162 | 1.1608 | 1.3821 | 0.9851 |
| Largest Winning Trade | 55727 | 55727 | 41120 | 206965 | 206965 | 195333 |
| Largest Losing Trade | -31620 | -28733 | -31620 | -411120 | -214301 | -411120 |
| Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
| Avg Bars in Winners | 35 | 40 | 31 | 35 | 40 | 31 |
| Avg Bars in Losers | 22 | 23 | 20 | 22 | 23 | 20 |
| Bars Traded | 9550 | 5136 | 4414 | 9550 | 5136 | 4414 |
| Profit Streak | 14.4936 | 14.4936 | 80.1602 | 14.4936 | 14.4936 | 80.1602 |
| Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395633 | -71343 | 401264 | -135159 | -322318 | -52106 |
{
"trading_pair": "ICP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9661,
"evaluation_days": 1610.17,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1621512000000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759809043187,
"expiration_time": 1763968752000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 58,
"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": [
[
402968.8044400054,
148084.2940914029,
254884.5103486031,
576437.7923968805,
98252.5461143607,
478185.2462825194
],
[
402.968804,
148.084294,
254.88451,
576.437792,
98.252546,
478.185246
],
[
0.250265,
0.091968,
0.158297,
0.118795,
0.042512,
0.109037
],
[
10,
10,
10,
10,
10,
10
],
[
-111037,
-91333,
-112750,
-851792,
-668719,
-655678
],
[
1.338581,
1.226315,
1.475671,
1.106131,
1.032944,
1.195261
],
[
332,
166,
166,
332,
166,
166
],
[
162,
71,
91,
162,
71,
91
],
[
170,
95,
75,
170,
95,
75
],
[
48.795181,
42.771084,
54.819277,
48.795181,
42.771084,
54.819277
],
[
1.404684,
1.640845,
1.216212,
1.160755,
1.382108,
0.985105
],
[
55727,
55727,
41120,
206965,
206965,
195333
],
[
-31620,
-28733,
-31620,
-411120,
-214301,
-411120
],
[
28,
30,
26,
28,
30,
26
],
[
35,
40,
31,
35,
40,
31
],
[
22,
23,
20,
22,
23,
20
],
[
9550,
5136,
4414,
9550,
5136,
4414
],
[
14.493555,
14.493555,
80.160222,
14.493555,
14.493555,
80.160222
],
[
2,
1,
6,
2,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395633,
-71343,
401264,
-135159,
-322318,
-52106
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9661,
"evaluation_days": 1610.17,
"actual_first_datapoint_time": 1620691200000,
"first_datapoint_time": 1621512000000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759809043187,
"expiration_time": 1763968752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 58,
"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) |
|---|