Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24650.82 | -20453.3317 | 45104.1517 | 9580.1971 | -29198.2104 | 38778.4075 |
Total P&L (%) | 24.6508 | -20.4533 | 45.1042 | 9.5802 | -29.1982 | 38.7784 |
Avg Daily Profit (%) | 0.0947 | -0.0785 | 0.1732 | 0.0351 | -0.1325 | 0.1259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42481 | -41436 | -17661 | -42092 | -38933 | -13376 |
Profit Factor | 1.1699 | 0.8004 | 2.0579 | 1.0783 | 0.6783 | 2.2266 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 56.962 | 56.4103 | 57.5 | 56.962 | 56.4103 | 57.5 |
Ratio Avg Win / Avg Loss | 0.8839 | 0.6185 | 1.521 | 0.8147 | 0.5241 | 1.6458 |
Largest Winning Trade | 16417 | 11488 | 16417 | 13232 | 7699 | 13232 |
Largest Losing Trade | -22136 | -22136 | -12972 | -19988 | -19988 | -9129 |
Avg Bars in Trades | 300 | 480 | 123 | 300 | 480 | 123 |
Avg Bars in Winners | 194 | 296 | 97 | 194 | 296 | 97 |
Avg Bars in Losers | 439 | 719 | 159 | 439 | 719 | 159 |
Bars Traded | 23708 | 18749 | 4959 | 23708 | 18749 | 4959 |
Profit Streak | 7.3747 | 0 | 45.9164 | 7.3747 | 0 | 45.9164 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136537 | -581321 | 384674 | -478618 | -581321 | -21858 |
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 168, "offset": 228 } } }
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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": 1736583300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758891577740, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 168, "offset": 228 } } }
# | 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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