| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 249115.3935 | 177312.4258 | 71802.9678 | 317494.8998 | 57660.6938 | 259834.206 |
| Total P&L (%) | 249.1154 | 177.3124 | 71.803 | 317.4949 | 57.6607 | 259.8342 |
| Avg Daily Profit (%) | 0.2392 | 0.1702 | 0.0689 | 0.1373 | 0.0437 | 0.123 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71458 | -46453 | -97513 | -343336 | -222331 | -177056 |
| Profit Factor | 1.2971 | 1.3991 | 1.1821 | 1.1487 | 1.0492 | 1.2699 |
| Total Trades | 353 | 176 | 177 | 353 | 176 | 177 |
| Winning Trades | 158 | 75 | 83 | 158 | 75 | 83 |
| Losing Trades | 195 | 101 | 94 | 195 | 101 | 94 |
| Profitability (%) | 44.7592 | 42.6136 | 46.8927 | 44.7592 | 42.6136 | 46.8927 |
| Ratio Avg Win / Avg Loss | 1.6008 | 1.8841 | 1.3388 | 1.4177 | 1.4129 | 1.4382 |
| Largest Winning Trade | 57427 | 57427 | 32261 | 113532 | 111613 | 113532 |
| Largest Losing Trade | -16367 | -13739 | -16367 | -69639 | -69639 | -63519 |
| Avg Bars in Trades | 70 | 75 | 64 | 70 | 75 | 64 |
| Avg Bars in Winners | 89 | 95 | 84 | 89 | 95 | 84 |
| Avg Bars in Losers | 54 | 60 | 47 | 54 | 60 | 47 |
| Bars Traded | 24743 | 13252 | 11491 | 24743 | 13252 | 11491 |
| Profit Streak | 0 | 23.3984 | 0 | 0 | 23.3984 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321852 | 277051 | -121934 | -66874 | -303229 | -29741 |
{
"trading_pair": "ICP_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670385600000,
"first_datapoint_time": 1671148800000,
"last_datapoint_time": 1760385600000,
"evaluation_time": 1760387625371,
"expiration_time": 1766865600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 34,
"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": [
[
249115.3935202812,
177312.4257599261,
71802.967760355,
317494.8998004533,
57660.693780284,
259834.2060201689
],
[
249.115394,
177.312426,
71.802968,
317.4949,
57.660694,
259.834206
],
[
0.23915,
0.170219,
0.068931,
0.137288,
0.043716,
0.123001
],
[
10,
10,
10,
10,
10,
10
],
[
-71458,
-46453,
-97513,
-343336,
-222331,
-177056
],
[
1.297081,
1.399105,
1.182116,
1.148728,
1.049191,
1.26994
],
[
353,
176,
177,
353,
176,
177
],
[
158,
75,
83,
158,
75,
83
],
[
195,
101,
94,
195,
101,
94
],
[
44.759207,
42.613636,
46.892655,
44.759207,
42.613636,
46.892655
],
[
1.600827,
1.884128,
1.338782,
1.417734,
1.412911,
1.438245
],
[
57427,
57427,
32261,
113532,
111613,
113532
],
[
-16367,
-13739,
-16367,
-69639,
-69639,
-63519
],
[
70,
75,
64,
70,
75,
64
],
[
89,
95,
84,
89,
95,
84
],
[
54,
60,
47,
54,
60,
47
],
[
24743,
13252,
11491,
24743,
13252,
11491
],
[
0,
23.398442,
0,
0,
23.398442,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321852,
277051,
-121934,
-66874,
-303229,
-29741
]
]
}
{
"trading_pair": "ICP_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670385600000,
"first_datapoint_time": 1671148800000,
"last_datapoint_time": 1760385600000,
"evaluation_time": 1760387625371,
"expiration_time": 1766865600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 34,
"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) |
|---|