| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 188789.6554 | 146126.546 | 42663.1094 | 151829.4243 | 49721.3107 | 102108.1135 |
| Total P&L (%) | 188.7897 | 146.1265 | 42.6631 | 151.8294 | 49.7213 | 102.1081 |
| Avg Daily Profit (%) | 0.1812 | 0.1403 | 0.041 | 0.0887 | 0.0388 | 0.0676 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88413 | -81908 | -82752 | -414930 | -340087 | -190259 |
| Profit Factor | 1.2788 | 1.4398 | 1.1237 | 1.0798 | 1.0509 | 1.1105 |
| Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
| Winning Trades | 146 | 66 | 80 | 146 | 66 | 80 |
| Losing Trades | 190 | 102 | 88 | 190 | 102 | 88 |
| Profitability (%) | 43.4524 | 39.2857 | 47.619 | 43.4524 | 39.2857 | 47.619 |
| Ratio Avg Win / Avg Loss | 1.6642 | 2.2252 | 1.2361 | 1.4053 | 1.6241 | 1.2216 |
| Largest Winning Trade | 83479 | 83479 | 27844 | 111447 | 111447 | 83248 |
| Largest Losing Trade | -13915 | -11352 | -13915 | -57541 | -53122 | -57541 |
| Avg Bars in Trades | 73 | 67 | 80 | 73 | 67 | 80 |
| Avg Bars in Winners | 112 | 105 | 118 | 112 | 105 | 118 |
| Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
| Bars Traded | 24803 | 11300 | 13503 | 24803 | 11300 | 13503 |
| Profit Streak | 19.1902 | 19.1902 | 19.3152 | 19.1902 | 19.1902 | 19.3152 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 333241 | -6492 | -224164 | -206499 | -308730 | -201221 |
{
"trading_pair": "ICP_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670101200000,
"first_datapoint_time": 1670558400000,
"last_datapoint_time": 1760101200000,
"evaluation_time": 1760103234057,
"expiration_time": 1766581200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
188789.6553869623,
146126.5459516924,
42663.1094352698,
151829.4242519133,
49721.3107194629,
102108.1135324506
],
[
188.789655,
146.126546,
42.663109,
151.829424,
49.721311,
102.108114
],
[
0.181237,
0.140281,
0.040956,
0.088703,
0.038754,
0.067571
],
[
10,
10,
10,
10,
10,
10
],
[
-88413,
-81908,
-82752,
-414930,
-340087,
-190259
],
[
1.278818,
1.43981,
1.123712,
1.079848,
1.050868,
1.110503
],
[
336,
168,
168,
336,
168,
168
],
[
146,
66,
80,
146,
66,
80
],
[
190,
102,
88,
190,
102,
88
],
[
43.452381,
39.285714,
47.619048,
43.452381,
39.285714,
47.619048
],
[
1.664216,
2.225161,
1.236083,
1.405281,
1.624069,
1.221553
],
[
83479,
83479,
27844,
111447,
111447,
83248
],
[
-13915,
-11352,
-13915,
-57541,
-53122,
-57541
],
[
73,
67,
80,
73,
67,
80
],
[
112,
105,
118,
112,
105,
118
],
[
44,
42,
46,
44,
42,
46
],
[
24803,
11300,
13503,
24803,
11300,
13503
],
[
19.190209,
19.190209,
19.315209,
19.190209,
19.190209,
19.315209
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333241,
-6492,
-224164,
-206499,
-308730,
-201221
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670101200000,
"first_datapoint_time": 1670558400000,
"last_datapoint_time": 1760101200000,
"evaluation_time": 1760103234057,
"expiration_time": 1766581200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|