Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331013.3761 | 96565.7175 | 234447.6586 | 674275.0163 | 193392.7127 | 480882.3036 |
Total P&L (%) | 331.0134 | 96.5657 | 234.4477 | 674.275 | 193.3927 | 480.8823 |
Avg Daily Profit (%) | 0.2052 | 0.0599 | 0.1454 | 0.127 | 0.0668 | 0.1092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46047 | -83028 | -43906 | -297886 | -197921 | -227301 |
Profit Factor | 1.8545 | 1.4069 | 2.5624 | 1.5463 | 1.2911 | 1.8441 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 46.2264 | 37.7358 | 54.717 | 46.2264 | 37.7358 | 54.717 |
Ratio Avg Win / Avg Loss | 2.1573 | 2.3214 | 2.1206 | 1.7988 | 2.1302 | 1.5262 |
Largest Winning Trade | 114145 | 114145 | 59884 | 208772 | 168655 | 208772 |
Largest Losing Trade | -25916 | -25916 | -16397 | -126789 | -110430 | -126789 |
Avg Bars in Trades | 59 | 41 | 77 | 59 | 41 | 77 |
Avg Bars in Winners | 88 | 54 | 111 | 88 | 54 | 111 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 6292 | 2174 | 4118 | 6292 | 2174 | 4118 |
Profit Streak | 0 | 0 | 79.9649 | 0 | 0 | 79.9649 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359991 | -295948 | -172168 | -21552 | -287474 | -221848 |
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{ "first_band": { "type": "bbm", "factors": { "length": 239, "offset": 0, "std": 1.43362 } }, "second_band": { "type": "dema", "factors": { "length": 82, "offset": 0 } } }
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{ "trading_pair": "ICP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6451, "evaluation_days": 1612.75, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1622440800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760029768603, "expiration_time": 1764191448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 239, "offset": 0, "std": 1.43362 } }, "second_band": { "type": "dema", "factors": { "length": 82, "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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