Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327889.4307 | 168292.4859 | 159596.9447 | 231487.7902 | 92002.8988 | 139484.8914 |
Total P&L (%) | 327.8894 | 168.2925 | 159.5969 | 231.4878 | 92.0029 | 139.4849 |
Avg Daily Profit (%) | 0.2052 | 0.1053 | 0.0999 | 0.075 | 0.0408 | 0.0547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130272 | -120710 | -73525 | -950147 | -599284 | -503841 |
Profit Factor | 1.3521 | 1.3667 | 1.3378 | 1.0648 | 1.051 | 1.079 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 52.8455 | 51.2195 | 54.4715 | 52.8455 | 51.2195 | 54.4715 |
Ratio Avg Win / Avg Loss | 1.2065 | 1.3016 | 1.1182 | 0.9502 | 1.0009 | 0.9019 |
Largest Winning Trade | 93750 | 93750 | 47326 | 180185 | 180185 | 150031 |
Largest Losing Trade | -31676 | -31676 | -30041 | -212243 | -172822 | -212243 |
Avg Bars in Trades | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Winners | 35 | 28 | 40 | 35 | 28 | 40 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 9169 | 4135 | 5034 | 9169 | 4135 | 5034 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350058 | -51936 | -58947 | -241967 | -302868 | -254842 |
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 68, "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": 1622145600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758872463741, "expiration_time": 1762856352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 68, "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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