Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113472.0245 | 48741.1545 | 64730.8701 | 146254.6208 | 74205.8435 | 72048.7773 |
Total P&L (%) | 113.472 | 48.7412 | 64.7309 | 146.2546 | 74.2058 | 72.0488 |
Avg Daily Profit (%) | 0.4357 | 0.1872 | 0.2486 | 0.3467 | 0.2134 | 0.2086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51814 | -19961 | -49380 | -134567 | -35887 | -126978 |
Profit Factor | 1.41 | 1.4372 | 1.3917 | 1.2388 | 1.3051 | 1.1951 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Losing Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Profitability (%) | 50.7109 | 53.7736 | 47.619 | 50.7109 | 53.7736 | 47.619 |
Ratio Avg Win / Avg Loss | 1.3705 | 1.2355 | 1.5308 | 1.204 | 1.1219 | 1.3146 |
Largest Winning Trade | 21188 | 12836 | 21188 | 33837 | 25142 | 33837 |
Largest Losing Trade | -13282 | -6468 | -13282 | -35042 | -15289 | -35042 |
Avg Bars in Trades | 117 | 41 | 194 | 117 | 41 | 194 |
Avg Bars in Winners | 155 | 45 | 280 | 155 | 45 | 280 |
Avg Bars in Losers | 78 | 36 | 115 | 78 | 36 | 115 |
Bars Traded | 24735 | 4357 | 20378 | 24735 | 4357 | 20378 |
Profit Streak | 1.9216 | 1.9216 | 11.2445 | 1.9216 | 1.9216 | 11.2445 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305877 | 131967 | 303064 | 240794 | 162983 | 26528 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736262000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758669727920, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 3 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 113472.0245324947, 48741.1544506147, 64730.8700818799, 146254.6208169947, 74205.8435419996, 72048.7772749949 ], [ 113.472025, 48.741154, 64.73087, 146.254621, 74.205844, 72.048777 ], [ 0.435727, 0.187164, 0.248563, 0.346654, 0.21337, 0.208576 ], [ 10, 10, 10, 10, 10, 10 ], [ -51814, -19961, -49380, -134567, -35887, -126978 ], [ 1.410015, 1.437232, 1.391657, 1.238758, 1.305072, 1.195083 ], [ 211, 106, 105, 211, 106, 105 ], [ 107, 57, 50, 107, 57, 50 ], [ 104, 49, 55, 104, 49, 55 ], [ 50.7109, 53.773585, 47.619048, 50.7109, 53.773585, 47.619048 ], [ 1.370482, 1.235515, 1.530823, 1.204027, 1.121904, 1.314591 ], [ 21188, 12836, 21188, 33837, 25142, 33837 ], [ -13282, -6468, -13282, -35042, -15289, -35042 ], [ 117, 41, 194, 117, 41, 194 ], [ 155, 45, 280, 155, 45, 280 ], [ 78, 36, 115, 78, 36, 115 ], [ 24735, 4357, 20378, 24735, 4357, 20378 ], [ 1.921619, 1.921619, 11.244536, 1.921619, 1.921619, 11.244536 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305877, 131967, 303064, 240794, 162983, 26528 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736262000000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758669727920, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 3 } } }
# | 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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