Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262978.9503 | 93550.443 | 169428.5073 | 247024.3424 | 92974.8274 | 154049.515 |
Total P&L (%) | 262.979 | 93.5504 | 169.4285 | 247.0243 | 92.9748 | 154.0495 |
Avg Daily Profit (%) | 0.1635 | 0.0582 | 0.1053 | 0.0774 | 0.0409 | 0.058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79334 | -43991 | -120779 | -370544 | -132842 | -449499 |
Profit Factor | 1.6837 | 1.5156 | 1.8338 | 1.2116 | 1.192 | 1.2255 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 56.4706 | 46.5116 | 66.6667 | 56.4706 | 46.5116 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2979 | 1.7429 | 0.9169 | 0.934 | 1.3708 | 0.6127 |
Largest Winning Trade | 56004 | 56004 | 33082 | 108509 | 108509 | 75098 |
Largest Losing Trade | -59718 | -23683 | -59718 | -297055 | -107062 | -297055 |
Avg Bars in Trades | 32 | 16 | 49 | 32 | 16 | 49 |
Avg Bars in Winners | 33 | 14 | 46 | 33 | 14 | 46 |
Avg Bars in Losers | 32 | 18 | 54 | 32 | 18 | 54 |
Bars Traded | 2785 | 714 | 2071 | 2785 | 714 | 2071 |
Profit Streak | 11.9205 | 11.9205 | 23.4205 | 11.9205 | 11.9205 | 23.4205 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415462 | -113150 | -48421 | -89599 | -147993 | -114297 |
{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3217, "evaluation_days": 1608.5, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1627084800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759658734820, "expiration_time": 1763791632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 149, "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": [ [ 262978.9502739003, 93550.4430070628, 169428.5072668376, 247024.3423758482, 92974.8273751259, 154049.5150007223 ], [ 262.97895, 93.550443, 169.428507, 247.024342, 92.974827, 154.049515 ], [ 0.163493, 0.05816, 0.105333, 0.077383, 0.040878, 0.057981 ], [ 10, 10, 10, 10, 10, 10 ], [ -79334, -43991, -120779, -370544, -132842, -449499 ], [ 1.6837, 1.515576, 1.833833, 1.211614, 1.192036, 1.225488 ], [ 85, 43, 42, 85, 43, 42 ], [ 48, 20, 28, 48, 20, 28 ], [ 37, 23, 14, 37, 23, 14 ], [ 56.470588, 46.511628, 66.666667, 56.470588, 46.511628, 66.666667 ], [ 1.297852, 1.742913, 0.916917, 0.933952, 1.370842, 0.612744 ], [ 56004, 56004, 33082, 108509, 108509, 75098 ], [ -59718, -23683, -59718, -297055, -107062, -297055 ], [ 32, 16, 49, 32, 16, 49 ], [ 33, 14, 46, 33, 14, 46 ], [ 32, 18, 54, 32, 18, 54 ], [ 2785, 714, 2071, 2785, 714, 2071 ], [ 11.920542, 11.920542, 23.420542, 11.920542, 11.920542, 23.420542 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415462, -113150, -48421, -89599, -147993, -114297 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3217, "evaluation_days": 1608.5, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1627084800000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759658734820, "expiration_time": 1763791632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 149, "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) |
---|