| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 176617.0456 | 167567.1657 | 9049.8799 | 43994.0919 | 57321.5672 | -13327.4754 |
| Total P&L (%) | 176.617 | 167.5672 | 9.0499 | 43.9941 | 57.3216 | -13.3275 |
| Avg Daily Profit (%) | 0.1696 | 0.1609 | 0.0087 | 0.035 | 0.0435 | -0.0137 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95920 | -69108 | -47727 | -173379 | -129563 | -98961 |
| Profit Factor | 1.4095 | 1.5425 | 1.0739 | 1.0732 | 1.1344 | 0.9235 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
| Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Profitability (%) | 59.1837 | 55.102 | 63.2653 | 59.1837 | 55.102 | 63.2653 |
| Ratio Avg Win / Avg Loss | 0.9721 | 1.2569 | 0.6236 | 0.7402 | 0.9243 | 0.5362 |
| Largest Winning Trade | 134913 | 134913 | 17499 | 93616 | 93616 | 23434 |
| Largest Losing Trade | -45323 | -45323 | -24349 | -78060 | -78060 | -60084 |
| Avg Bars in Trades | 248 | 439 | 57 | 248 | 439 | 57 |
| Avg Bars in Winners | 169 | 309 | 48 | 169 | 309 | 48 |
| Avg Bars in Losers | 362 | 598 | 73 | 362 | 598 | 73 |
| Bars Traded | 24346 | 21521 | 2825 | 24346 | 21521 | 2825 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 284357 | 345971 | -486065 | -288192 | -209281 | -578962 |
{
"trading_pair": "ICP_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669586400000,
"first_datapoint_time": 1670497200000,
"last_datapoint_time": 1759586400000,
"evaluation_time": 1759589269975,
"expiration_time": 1766066400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 132,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 139,
"offset": 115
}
}
} {
"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": [
[
176617.045606482,
167567.1657030496,
9049.8799034326,
43994.0918601292,
57321.5672236829,
-13327.4753635536
],
[
176.617046,
167.567166,
9.04988,
43.994092,
57.321567,
-13.327475
],
[
0.169552,
0.160864,
0.008688,
0.035008,
0.043509,
-0.01373
],
[
10,
10,
10,
10,
10,
10
],
[
-95920,
-69108,
-47727,
-173379,
-129563,
-98961
],
[
1.409517,
1.542544,
1.073921,
1.073224,
1.134358,
0.923486
],
[
98,
49,
49,
98,
49,
49
],
[
58,
27,
31,
58,
27,
31
],
[
40,
22,
18,
40,
22,
18
],
[
59.183673,
55.102041,
63.265306,
59.183673,
55.102041,
63.265306
],
[
0.972081,
1.256887,
0.623567,
0.740155,
0.924292,
0.536217
],
[
134913,
134913,
17499,
93616,
93616,
23434
],
[
-45323,
-45323,
-24349,
-78060,
-78060,
-60084
],
[
248,
439,
57,
248,
439,
57
],
[
169,
309,
48,
169,
309,
48
],
[
362,
598,
73,
362,
598,
73
],
[
24346,
21521,
2825,
24346,
21521,
2825
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
284357,
345971,
-486065,
-288192,
-209281,
-578962
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669586400000,
"first_datapoint_time": 1670497200000,
"last_datapoint_time": 1759586400000,
"evaluation_time": 1759589269975,
"expiration_time": 1766066400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 132,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 139,
"offset": 115
}
}
}
| # | 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) |
|---|