Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355682.1274 | 137978.1806 | 217703.9468 | 500574.7125 | 132374.7827 | 368199.9298 |
Total P&L (%) | 355.6821 | 137.9782 | 217.7039 | 500.5747 | 132.3748 | 368.1999 |
Avg Daily Profit (%) | 0.2226 | 0.0863 | 0.1362 | 0.1122 | 0.0528 | 0.0967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123270 | -55488 | -92598 | -514332 | -441465 | -422813 |
Profit Factor | 1.4819 | 1.3437 | 1.6466 | 1.1722 | 1.0876 | 1.2637 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 57.6271 | 51.1364 | 64.0449 | 57.6271 | 51.1364 | 64.0449 |
Ratio Avg Win / Avg Loss | 1.0896 | 1.284 | 0.9244 | 0.8619 | 1.0393 | 0.7095 |
Largest Winning Trade | 61888 | 61888 | 34627 | 127354 | 123157 | 127354 |
Largest Losing Trade | -56940 | -33953 | -56940 | -205371 | -187421 | -205371 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 2922 | 1452 | 1470 | 2922 | 1452 | 1470 |
Profit Streak | 34.7363 | 34.7363 | 42.7363 | 34.7363 | 34.7363 | 42.7363 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455242 | -76681 | -7771 | -71890 | -245957 | -62697 |
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{ "trading_pair": "ICP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3196, "evaluation_days": 1598, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1631145600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758908420588, "expiration_time": 1762857216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.44863 } }, "second_band": { "type": "t3", "factors": { "length": 243, "offset": 0, "a": 0.3203 } } }
# | 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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