Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38459.8508 | 9574.4586 | 28885.3922 | 42829.0349 | 7857.0081 | 34972.0268 |
Total P&L (%) | 38.4599 | 9.5745 | 28.8854 | 42.829 | 7.857 | 34.972 |
Avg Daily Profit (%) | 0.7385 | 0.1838 | 0.5546 | 0.6868 | 0.1453 | 0.5775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12574 | -11379 | -3900 | -16196 | -14625 | -4767 |
Profit Factor | 1.7722 | 1.3731 | 2.1965 | 1.6977 | 1.242 | 2.2093 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 52.439 | 53.6585 | 51.2195 | 52.439 | 53.6585 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.6073 | 1.1858 | 2.0919 | 1.5398 | 1.0726 | 2.1041 |
Largest Winning Trade | 9027 | 9027 | 8217 | 10456 | 9683 | 10456 |
Largest Losing Trade | -9123 | -9123 | -2945 | -11808 | -11808 | -3740 |
Avg Bars in Trades | 301 | 271 | 330 | 301 | 271 | 330 |
Avg Bars in Winners | 330 | 263 | 399 | 330 | 263 | 399 |
Avg Bars in Losers | 269 | 280 | 257 | 269 | 280 | 257 |
Bars Traded | 24686 | 11141 | 13545 | 24686 | 11141 | 13545 |
Profit Streak | 0 | 15.8849 | 0 | 0 | 15.8849 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 97439 | -158732 | 361299 | 90354 | -166041 | 388704 |
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{ "first_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } } }
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{ "trading_pair": "ICP_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754563140000, "last_datapoint_time": 1759047480000, "evaluation_time": 1760204654179, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 87, "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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