Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33811.9092 | -19837.7178 | 53649.6271 | 20495.0345 | -29892.5009 | 50387.5354 |
Total P&L (%) | 33.8119 | -19.8377 | 53.6496 | 20.495 | -29.8925 | 50.3875 |
Avg Daily Profit (%) | 0.1298 | -0.0762 | 0.206 | 0.0716 | -0.1363 | 0.1568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48878 | -29066 | -29654 | -66940 | -39552 | -40618 |
Profit Factor | 1.1721 | 0.7526 | 1.4613 | 1.0843 | 0.6974 | 1.3492 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 50.5882 | 43.5294 | 57.6471 | 50.5882 | 43.5294 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.1448 | 0.9764 | 1.0736 | 1.0591 | 0.9047 | 0.9912 |
Largest Winning Trade | 21874 | 6544 | 21874 | 24143 | 9278 | 24143 |
Largest Losing Trade | -25388 | -5558 | -25388 | -31518 | -7248 | -31518 |
Avg Bars in Trades | 145 | 31 | 259 | 145 | 31 | 259 |
Avg Bars in Winners | 150 | 32 | 239 | 150 | 32 | 239 |
Avg Bars in Losers | 140 | 30 | 286 | 140 | 30 | 286 |
Bars Traded | 24729 | 2670 | 22059 | 24729 | 2670 | 22059 |
Profit Streak | 5.9771 | 5.9771 | 16.5084 | 5.9771 | 5.9771 | 16.5084 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52970 | -584318 | 302470 | -230914 | -584318 | 194845 |
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{ "first_band": { "type": "bbu", "factors": { "length": 104, "offset": 0, "std": 1.27492 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } } }
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{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736373600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758937324578, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 104, "offset": 0, "std": 1.27492 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "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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