Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269490.7582 | 129523.1378 | 139967.6204 | 50509.4677 | -96505.9259 | 147015.3936 |
Total P&L (%) | 269.4908 | 129.5231 | 139.9676 | 50.5095 | -96.5059 | 147.0154 |
Avg Daily Profit (%) | 0.168 | 0.0808 | 0.0873 | 0.0255 | -0.2089 | 0.0564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129054 | -171163 | -35505 | -257576 | -278302 | -37684 |
Profit Factor | 1.2725 | 1.1887 | 1.4625 | 1.0466 | 0.8756 | 1.4758 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 149 | 70 | 79 | 149 | 70 | 79 |
Losing Trades | 142 | 75 | 67 | 142 | 75 | 67 |
Profitability (%) | 51.2027 | 48.2759 | 54.1096 | 51.2027 | 48.2759 | 54.1096 |
Ratio Avg Win / Avg Loss | 1.2127 | 1.2736 | 1.2403 | 0.9974 | 0.9382 | 1.2516 |
Largest Winning Trade | 79116 | 79116 | 22782 | 64012 | 64012 | 32146 |
Largest Losing Trade | -53288 | -53288 | -22461 | -95204 | -95204 | -34795 |
Avg Bars in Trades | 63 | 103 | 23 | 63 | 103 | 23 |
Avg Bars in Winners | 54 | 86 | 25 | 54 | 86 | 25 |
Avg Bars in Losers | 73 | 120 | 20 | 73 | 120 | 20 |
Bars Traded | 18470 | 15072 | 3398 | 18470 | 15072 | 3398 |
Profit Streak | 8.6171 | 0 | 17.8671 | 8.6171 | 0 | 17.8671 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346023 | -98946 | -74154 | -328746 | -581618 | -115238 |
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{ "first_band": { "type": "kcl", "factors": { "length": 76, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } } }
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{ "trading_pair": "ICP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19245, "evaluation_days": 1603.75, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621641600000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759265315267, "expiration_time": 1764250704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 76, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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) |
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