Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73872.0194 | 6921.4151 | 66950.6042 | 88843.8301 | 12938.7617 | 75905.0684 |
Total P&L (%) | 73.872 | 6.9214 | 66.9506 | 88.8438 | 12.9388 | 75.9051 |
Avg Daily Profit (%) | 0.2837 | 0.0266 | 0.2571 | 0.2444 | 0.0467 | 0.2171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26465 | -10894 | -20420 | -48561 | -18661 | -39225 |
Profit Factor | 1.5984 | 1.2088 | 1.7414 | 1.4169 | 1.2421 | 1.4755 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 59.3496 | 56.4516 | 62.2951 | 59.3496 | 56.4516 | 62.2951 |
Ratio Avg Win / Avg Loss | 1.0948 | 0.9325 | 1.054 | 0.9705 | 0.9582 | 0.893 |
Largest Winning Trade | 18654 | 3791 | 18654 | 19552 | 6131 | 19552 |
Largest Losing Trade | -16615 | -4494 | -16615 | -29938 | -7894 | -29938 |
Avg Bars in Trades | 200 | 17 | 385 | 200 | 17 | 385 |
Avg Bars in Winners | 186 | 18 | 341 | 186 | 18 | 341 |
Avg Bars in Losers | 219 | 16 | 458 | 219 | 16 | 458 |
Bars Traded | 24639 | 1103 | 23536 | 24639 | 1103 | 23536 |
Profit Streak | 2.2445 | 26.6925 | 2.2445 | 2.2445 | 26.6925 | 2.2445 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337461 | -477576 | -153237 | 225468 | -359626 | -156076 |
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{ "first_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 2.98517 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } } }
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{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737303300000, "first_datapoint_time": 1737396900000, "last_datapoint_time": 1759802400000, "evaluation_time": 1759802828511, "expiration_time": 1766282400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 50, "offset": 0, "std": 2.98517 } }, "second_band": { "type": "dcm", "factors": { "length": 105, "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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