Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348162.149 | 189522.6399 | 158639.5091 | 210383.0101 | -1213.0361 | 211596.0462 |
Total P&L (%) | 348.1621 | 189.5226 | 158.6395 | 210.383 | -1.213 | 211.596 |
Avg Daily Profit (%) | 0.2155 | 0.1173 | 0.0982 | 0.0701 | -0.0008 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110489 | -150755 | -72596 | -154519 | -159599 | -82986 |
Profit Factor | 1.8041 | 1.7265 | 1.9217 | 1.3234 | 0.997 | 1.8422 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 65 | 25 | 40 | 65 | 25 | 40 |
Losing Trades | 80 | 48 | 32 | 80 | 48 | 32 |
Profitability (%) | 44.8276 | 34.2466 | 55.5556 | 44.8276 | 34.2466 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.2204 | 3.3149 | 1.5374 | 1.6288 | 1.9142 | 1.4738 |
Largest Winning Trade | 259825 | 259825 | 48225 | 120177 | 120177 | 100175 |
Largest Losing Trade | -48013 | -28829 | -48013 | -55278 | -55278 | -47676 |
Avg Bars in Trades | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Winners | 62 | 50 | 69 | 62 | 50 | 69 |
Avg Bars in Losers | 24 | 30 | 15 | 24 | 30 | 15 |
Bars Traded | 6014 | 2730 | 3284 | 6014 | 2730 | 3284 |
Profit Streak | 0 | 0 | 46.4818 | 0 | 0 | 46.4818 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343720 | -111222 | -136148 | -99597 | -656084 | -174502 |
{ "trading_pair": "ICP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6463, "evaluation_days": 1615.75, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1624428000000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760290423897, "expiration_time": 1764458424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 173 } }, "second_band": { "type": "vwma", "factors": { "length": 116, "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": [ [ 348162.1489829166, 189522.6399265162, 158639.5090564006, 210383.0101433119, -1213.0360738373, 211596.0462171492 ], [ 348.162149, 189.52264, 158.639509, 210.38301, -1.213036, 211.596046 ], [ 0.21548, 0.117297, 0.098183, 0.070124, -0.000755, 0.070366 ], [ 10, 10, 10, 10, 10, 10 ], [ -110489, -150755, -72596, -154519, -159599, -82986 ], [ 1.804113, 1.726523, 1.921712, 1.323361, 0.996963, 1.842218 ], [ 145, 73, 72, 145, 73, 72 ], [ 65, 25, 40, 65, 25, 40 ], [ 80, 48, 32, 80, 48, 32 ], [ 44.827586, 34.246575, 55.555556, 44.827586, 34.246575, 55.555556 ], [ 2.220447, 3.314924, 1.537369, 1.628753, 1.914168, 1.473774 ], [ 259825, 259825, 48225, 120177, 120177, 100175 ], [ -48013, -28829, -48013, -55278, -55278, -47676 ], [ 41, 37, 45, 41, 37, 45 ], [ 62, 50, 69, 62, 50, 69 ], [ 24, 30, 15, 24, 30, 15 ], [ 6014, 2730, 3284, 6014, 2730, 3284 ], [ 0, 0, 46.481758, 0, 0, 46.481758 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343720, -111222, -136148, -99597, -656084, -174502 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6463, "evaluation_days": 1615.75, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1624428000000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760290423897, "expiration_time": 1764458424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 173 } }, "second_band": { "type": "vwma", "factors": { "length": 116, "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) |
---|