Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349348.6839 | 145253.3996 | 204095.2843 | 376068.5069 | 98292.8296 | 277775.6773 |
Total P&L (%) | 349.3487 | 145.2534 | 204.0953 | 376.0685 | 98.2928 | 277.7757 |
Avg Daily Profit (%) | 0.2187 | 0.0909 | 0.1277 | 0.0977 | 0.0429 | 0.0832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90646 | -94960 | -44688 | -396295 | -222196 | -271951 |
Profit Factor | 1.6396 | 1.5503 | 1.7231 | 1.2813 | 1.1759 | 1.3569 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 57.3913 | 53.4483 | 61.4035 | 57.3913 | 53.4483 | 61.4035 |
Ratio Avg Win / Avg Loss | 1.2172 | 1.3502 | 1.0831 | 0.9513 | 1.0242 | 0.8529 |
Largest Winning Trade | 151414 | 151414 | 43634 | 170658 | 127656 | 170658 |
Largest Losing Trade | -44688 | -33593 | -44688 | -173420 | -107312 | -173420 |
Avg Bars in Trades | 52 | 58 | 46 | 52 | 58 | 46 |
Avg Bars in Winners | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Losers | 52 | 70 | 29 | 52 | 70 | 29 |
Bars Traded | 6015 | 3391 | 2624 | 6015 | 3391 | 2624 |
Profit Streak | 0 | 0 | 69.8576 | 0 | 0 | 69.8576 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397351 | -249586 | -198351 | -62959 | -342261 | -261097 |
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{ "first_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } } }
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{ "trading_pair": "ICP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6391, "evaluation_days": 1597.75, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1623434400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758832499665, "expiration_time": 1762856568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 128, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 101, "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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