Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130565.6509 | 29328.2515 | 101237.3995 | 115383.5484 | 35029.3871 | 80354.1613 |
Total P&L (%) | 130.5657 | 29.3283 | 101.2374 | 115.3835 | 35.0294 | 80.3542 |
Avg Daily Profit (%) | 0.2507 | 0.0563 | 0.1944 | 0.1474 | 0.0577 | 0.1133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69574 | -12579 | -66759 | -118435 | -14905 | -111381 |
Profit Factor | 1.7627 | 1.8223 | 1.747 | 1.4693 | 1.7581 | 1.4024 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 69.2308 | 65.2174 | 73.3333 | 69.2308 | 65.2174 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.7834 | 0.9719 | 0.6353 | 0.653 | 0.9377 | 0.51 |
Largest Winning Trade | 16661 | 7698 | 16661 | 19529 | 6428 | 19529 |
Largest Losing Trade | -60982 | -9428 | -60982 | -92475 | -13225 | -92475 |
Avg Bars in Trades | 267 | 71 | 466 | 267 | 71 | 466 |
Avg Bars in Winners | 204 | 52 | 342 | 204 | 52 | 342 |
Avg Bars in Losers | 408 | 108 | 808 | 408 | 108 | 808 |
Bars Traded | 24299 | 3302 | 20998 | 24299 | 3302 | 20998 |
Profit Streak | 0 | 0 | 40.9541 | 0 | 0 | 40.9541 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398286 | -118738 | 436841 | 203496 | -116531 | -38673 |
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{ "first_band": { "type": "tema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 150, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714174200000, "first_datapoint_time": 1714442400000, "last_datapoint_time": 1759172400000, "evaluation_time": 1759173836009, "expiration_time": 1765652400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 150, "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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