Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49784.114 | -7217.9772 | 57002.0912 | 47052.8159 | -13764.561 | 60817.3769 |
Total P&L (%) | 49.7841 | -7.218 | 57.0021 | 47.0528 | -13.7646 | 60.8174 |
Avg Daily Profit (%) | 0.1912 | -0.0277 | 0.2189 | 0.1482 | -0.0568 | 0.1826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25721 | -27838 | -14425 | -28861 | -29898 | -16413 |
Profit Factor | 1.37 | 0.9154 | 2.1588 | 1.3003 | 0.8637 | 2.0928 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 63.75 | 60 | 67.5 | 63.75 | 60 | 67.5 |
Ratio Avg Win / Avg Loss | 0.779 | 0.6103 | 1.0394 | 0.7394 | 0.5758 | 1.0077 |
Largest Winning Trade | 10123 | 10123 | 9884 | 10317 | 10317 | 9884 |
Largest Losing Trade | -15689 | -15689 | -14425 | -17240 | -17240 | -14530 |
Avg Bars in Trades | 291 | 337 | 246 | 291 | 337 | 246 |
Avg Bars in Winners | 194 | 203 | 185 | 194 | 203 | 185 |
Avg Bars in Losers | 464 | 538 | 373 | 464 | 538 | 373 |
Bars Traded | 23359 | 13502 | 9857 | 23359 | 13502 | 9857 |
Profit Streak | 6.436 | 6.436 | 14.0193 | 6.436 | 6.436 | 14.0193 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16909 | -580158 | 410723 | -20349 | -580158 | 404135 |
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{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 228, "offset": 146 } } }
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{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737153000000, "first_datapoint_time": 1737488700000, "last_datapoint_time": 1759652100000, "evaluation_time": 1759652868851, "expiration_time": 1766132100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 228, "offset": 146 } } }
# | 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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