Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17160.6105 | -6243.2916 | 23403.9021 | 17258.0317 | -7007.6021 | 24265.6338 |
Total P&L (%) | 17.1606 | -6.2433 | 23.4039 | 17.258 | -7.0076 | 24.2656 |
Avg Daily Profit (%) | 0.3295 | -0.1199 | 0.4494 | 0.3062 | -0.1394 | 0.418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8869 | -9808 | -6006 | -10034 | -11024 | -6794 |
Profit Factor | 1.5007 | 0.5555 | 2.1569 | 1.4539 | 0.5458 | 2.074 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 40.2985 | 32.3529 | 48.4848 | 40.2985 | 32.3529 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.2232 | 1.1615 | 2.2917 | 2.1539 | 1.1411 | 2.2036 |
Largest Winning Trade | 5734 | 2395 | 5734 | 6297 | 2673 | 6297 |
Largest Losing Trade | -4796 | -3057 | -4796 | -5151 | -3403 | -5151 |
Avg Bars in Trades | 332 | 37 | 636 | 332 | 37 | 636 |
Avg Bars in Winners | 305 | 30 | 495 | 305 | 30 | 495 |
Avg Bars in Losers | 350 | 41 | 768 | 350 | 41 | 768 |
Bars Traded | 22283 | 1288 | 20995 | 22283 | 1288 | 20995 |
Profit Streak | 8.642 | 8.642 | 11.6211 | 8.642 | 8.642 | 11.6211 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123341 | -586822 | 301029 | -124039 | -586822 | 296302 |
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{ "first_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 4 } } }
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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": 1754571780000, "last_datapoint_time": 1759047480000, "evaluation_time": 1759287444460, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 135, "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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