Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77762.6251 | -3766.9449 | 81529.57 | 103845.397 | -12633.6935 | 116479.0905 |
Total P&L (%) | 77.7626 | -3.7669 | 81.5296 | 103.8454 | -12.6337 | 116.4791 |
Avg Daily Profit (%) | 0.2986 | -0.0145 | 0.3131 | 0.2739 | -0.0518 | 0.297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17106 | -12241 | -12125 | -30693 | -27557 | -22412 |
Profit Factor | 2.5129 | 0.8541 | 4.1868 | 2.0984 | 0.7438 | 3.5753 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 51.7241 | 44.8276 | 58.6207 | 51.7241 | 44.8276 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.3454 | 1.0512 | 2.9554 | 1.9585 | 0.9155 | 2.5238 |
Largest Winning Trade | 14854 | 3406 | 14854 | 22878 | 6195 | 22878 |
Largest Losing Trade | -10881 | -10458 | -10881 | -23810 | -23810 | -20391 |
Avg Bars in Trades | 426 | 30 | 822 | 426 | 30 | 822 |
Avg Bars in Winners | 787 | 19 | 1375 | 787 | 19 | 1375 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 24753 | 887 | 23866 | 24753 | 887 | 23866 |
Profit Streak | 0 | 0 | 18.6683 | 0 | 0 | 18.6683 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167417 | -582295 | 576517 | -168429 | -584240 | 555433 |
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{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 77762.6250699215, -3766.9448819964, 81529.5699519179, 103845.397039303, -12633.6934509921, 116479.0904902952 ], [ 77.762625, -3.766945, 81.52957, 103.845397, -12.633693, 116.47909 ], [ 0.298605, -0.014465, 0.31307, 0.273852, -0.051849, 0.297009 ], [ 10, 10, 10, 10, 10, 10 ], [ -17106, -12241, -12125, -30693, -27557, -22412 ], [ 2.512876, 0.854092, 4.186827, 2.098389, 0.743815, 3.575341 ], [ 58, 29, 29, 58, 29, 29 ], [ 30, 13, 17, 30, 13, 17 ], [ 28, 16, 12, 28, 16, 12 ], [ 51.724138, 44.827586, 58.62069, 51.724138, 44.827586, 58.62069 ], [ 2.345351, 1.05119, 2.955407, 1.958497, 0.915465, 2.52377 ], [ 14854, 3406, 14854, 22878, 6195, 22878 ], [ -10881, -10458, -10881, -23810, -23810, -20391 ], [ 426, 30, 822, 426, 30, 822 ], [ 787, 19, 1375, 787, 19, 1375 ], [ 39, 39, 39, 39, 39, 39 ], [ 24753, 887, 23866, 24753, 887, 23866 ], [ 0, 0, 18.668273, 0, 0, 18.668273 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167417, -582295, 576517, -168429, -584240, 555433 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737812700000, "first_datapoint_time": 1737994500000, "last_datapoint_time": 1760311800000, "evaluation_time": 1760312838765, "expiration_time": 1766791800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 4 } } }
# | 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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