Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320347.558 | 179918.8612 | 140428.6968 | 56445.3405 | 49344.5226 | 7100.8178 |
Total P&L (%) | 320.3476 | 179.9189 | 140.4287 | 56.4453 | 49.3445 | 7.1008 |
Avg Daily Profit (%) | 0.1997 | 0.1122 | 0.0875 | 0.0279 | 0.025 | 0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131325 | -94141 | -46348 | -113460 | -121722 | -55866 |
Profit Factor | 1.649 | 1.6451 | 1.6541 | 1.1326 | 1.218 | 1.0356 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 49.4253 | 40.9091 | 58.1395 | 49.4253 | 40.9091 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.6873 | 2.3763 | 1.1909 | 1.1589 | 1.7593 | 0.7457 |
Largest Winning Trade | 184782 | 184782 | 51547 | 98775 | 98775 | 52899 |
Largest Losing Trade | -74763 | -40210 | -74763 | -69016 | -37836 | -69016 |
Avg Bars in Trades | 70 | 62 | 78 | 70 | 62 | 78 |
Avg Bars in Winners | 86 | 82 | 88 | 86 | 82 | 88 |
Avg Bars in Losers | 55 | 49 | 65 | 55 | 49 | 65 |
Bars Traded | 6156 | 2766 | 3389 | 6156 | 2766 | 3389 |
Profit Streak | 0 | 0 | 113.8181 | 0 | 0 | 113.8181 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387003 | -43633 | -71612 | -231172 | -163641 | -533430 |
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{ "trading_pair": "ICP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6417, "evaluation_days": 1604.25, "actual_first_datapoint_time": 1620691200000, "first_datapoint_time": 1622181600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759282682416, "expiration_time": 1763435016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "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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