Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316465.8683 | 95885.808 | 220580.0602 | 228138.4018 | -17210.0742 | 245348.476 |
Total P&L (%) | 316.4659 | 95.8858 | 220.5801 | 228.1384 | -17.2101 | 245.3485 |
Avg Daily Profit (%) | 0.1981 | 0.06 | 0.1381 | 0.0744 | -0.0118 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192802 | -118580 | -107406 | -509895 | -396323 | -167510 |
Profit Factor | 1.2265 | 1.1357 | 1.3194 | 1.0717 | 0.9895 | 1.1588 |
Total Trades | 588 | 294 | 294 | 588 | 294 | 294 |
Winning Trades | 243 | 110 | 133 | 243 | 110 | 133 |
Losing Trades | 345 | 184 | 161 | 345 | 184 | 161 |
Profitability (%) | 41.3265 | 37.415 | 45.2381 | 41.3265 | 37.415 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.7413 | 1.8996 | 1.5972 | 1.5215 | 1.6551 | 1.4027 |
Largest Winning Trade | 84198 | 84198 | 82447 | 116800 | 109795 | 116800 |
Largest Losing Trade | -23705 | -23705 | -20294 | -84109 | -82466 | -84109 |
Avg Bars in Trades | 16 | 13 | 19 | 16 | 13 | 19 |
Avg Bars in Winners | 24 | 18 | 28 | 24 | 18 | 28 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 9542 | 3881 | 5661 | 9542 | 3881 | 5661 |
Profit Streak | 5.9718 | 5.9718 | 7.4718 | 5.9718 | 5.9718 | 7.4718 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341902 | -185912 | -7319 | -233013 | -580936 | -135144 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 25, "offset": 0 } } }
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{ "trading_pair": "ICP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9586, "evaluation_days": 1597.67, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1621036800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758827965773, "expiration_time": 1762856352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 25, "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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