Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89042.6631 | 6183.1363 | 82859.5268 | 114835.3202 | 6853.8298 | 107981.4904 |
Total P&L (%) | 89.0427 | 6.1831 | 82.8595 | 114.8353 | 6.8538 | 107.9815 |
Avg Daily Profit (%) | 0.3419 | 0.0237 | 0.3182 | 0.2941 | 0.0255 | 0.2816 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29232 | -13728 | -24099 | -60257 | -17168 | -53674 |
Profit Factor | 1.9395 | 1.16 | 2.4761 | 1.6269 | 1.1041 | 1.9203 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 63.3333 | 56.6667 | 70 | 63.3333 | 56.6667 | 70 |
Ratio Avg Win / Avg Loss | 1.1229 | 0.8871 | 1.0612 | 0.9419 | 0.8443 | 0.823 |
Largest Winning Trade | 16511 | 13841 | 16511 | 30198 | 16393 | 30198 |
Largest Losing Trade | -18275 | -13728 | -18275 | -39083 | -17168 | -39083 |
Avg Bars in Trades | 400 | 59 | 740 | 400 | 59 | 740 |
Avg Bars in Winners | 350 | 55 | 589 | 350 | 55 | 589 |
Avg Bars in Losers | 485 | 65 | 1091 | 485 | 65 | 1091 |
Bars Traded | 24010 | 1797 | 22213 | 24010 | 1797 | 22213 |
Profit Streak | 0 | 0 | 49.7542 | 0 | 0 | 49.7542 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161760 | -373690 | 537833 | -164439 | -432945 | 427962 |
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{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.66996 } }, "second_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "ICP_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737102600000, "first_datapoint_time": 1737262800000, "last_datapoint_time": 1759601700000, "evaluation_time": 1759602062578, "expiration_time": 1766081700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.66996 } }, "second_band": { "type": "kcl", "factors": { "length": 179, "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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