Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68768.3081 | -8808.9141 | 77577.2222 | 59638.1759 | -12945.9227 | 72584.0986 |
Total P&L (%) | 68.7683 | -8.8089 | 77.5772 | 59.6382 | -12.9459 | 72.5841 |
Avg Daily Profit (%) | 0.2641 | -0.0338 | 0.2979 | 0.1798 | -0.0532 | 0.2098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26588 | -18393 | -24264 | -40189 | -27001 | -36178 |
Profit Factor | 1.2542 | 0.8669 | 1.3796 | 1.164 | 0.8513 | 1.2624 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 143 | 64 | 79 | 143 | 64 | 79 |
Losing Trades | 96 | 56 | 40 | 96 | 56 | 40 |
Profitability (%) | 59.8326 | 53.3333 | 66.3866 | 59.8326 | 53.3333 | 66.3866 |
Ratio Avg Win / Avg Loss | 0.842 | 0.7586 | 0.6985 | 0.7814 | 0.7449 | 0.6392 |
Largest Winning Trade | 24734 | 4702 | 24734 | 30248 | 7097 | 30248 |
Largest Losing Trade | -21670 | -8817 | -21670 | -30564 | -11825 | -30564 |
Avg Bars in Trades | 104 | 9 | 199 | 104 | 9 | 199 |
Avg Bars in Winners | 90 | 6 | 158 | 90 | 6 | 158 |
Avg Bars in Losers | 124 | 12 | 281 | 124 | 12 | 281 |
Bars Traded | 24876 | 1122 | 23754 | 24876 | 1122 | 23754 |
Profit Streak | 0.3358 | 0.3358 | 4.0546 | 0.3358 | 0.3358 | 4.0546 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 148141 | -585029 | 310435 | -37170 | -585307 | 257541 |
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{ "first_band": { "type": "kcu", "factors": { "length": 24, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 160, "offset": 0, "std": 3.8177 } } }
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{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737657900000, "first_datapoint_time": 1737685800000, "last_datapoint_time": 1760157000000, "evaluation_time": 1760158115667, "expiration_time": 1766637000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 24, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 160, "offset": 0, "std": 3.8177 } } }
# | 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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