Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134019.9531 | 38497.4145 | 95522.5386 | 221149.4975 | 78806.2017 | 142343.2958 |
Total P&L (%) | 134.02 | 38.4974 | 95.5225 | 221.1495 | 78.8062 | 142.3433 |
Avg Daily Profit (%) | 0.5146 | 0.1478 | 0.3668 | 0.449 | 0.2234 | 0.3405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30031 | -34146 | -18336 | -33691 | -36384 | -30822 |
Profit Factor | 1.6695 | 1.2986 | 2.3412 | 1.6605 | 1.3952 | 2.0514 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 64.7343 | 64.0777 | 65.3846 | 64.7343 | 64.0777 | 65.3846 |
Ratio Avg Win / Avg Loss | 0.9095 | 0.728 | 1.2394 | 0.9046 | 0.7821 | 1.0861 |
Largest Winning Trade | 10966 | 10966 | 10399 | 15365 | 14601 | 15365 |
Largest Losing Trade | -28612 | -28612 | -13143 | -30237 | -30237 | -25527 |
Avg Bars in Trades | 116 | 125 | 106 | 116 | 125 | 106 |
Avg Bars in Winners | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Losers | 194 | 224 | 164 | 194 | 224 | 164 |
Bars Traded | 24078 | 12965 | 11113 | 24078 | 12965 | 11113 |
Profit Streak | 0 | 26.8711 | 0 | 0 | 26.8711 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442549 | 74795 | 457772 | 421738 | 307701 | 429546 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736448300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758937163604, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 246, "offset": 0 } } }
{ "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": [ [ 134019.9530834793, 38497.4145021059, 95522.5385813732, 221149.4974838285, 78806.201704428, 142343.2957794005 ], [ 134.019953, 38.497415, 95.522539, 221.149497, 78.806202, 142.343296 ], [ 0.51463, 0.147828, 0.366802, 0.449026, 0.223401, 0.340485 ], [ 10, 10, 10, 10, 10, 10 ], [ -30031, -34146, -18336, -33691, -36384, -30822 ], [ 1.669532, 1.298554, 2.341166, 1.660544, 1.395177, 2.051443 ], [ 207, 103, 104, 207, 103, 104 ], [ 134, 66, 68, 134, 66, 68 ], [ 73, 37, 36, 73, 37, 36 ], [ 64.7343, 64.07767, 65.384615, 64.7343, 64.07767, 65.384615 ], [ 0.909521, 0.727977, 1.239441, 0.904625, 0.782145, 1.086058 ], [ 10966, 10966, 10399, 15365, 14601, 15365 ], [ -28612, -28612, -13143, -30237, -30237, -25527 ], [ 116, 125, 106, 116, 125, 106 ], [ 73, 70, 76, 73, 70, 76 ], [ 194, 224, 164, 194, 224, 164 ], [ 24078, 12965, 11113, 24078, 12965, 11113 ], [ 0, 26.871106, 0, 0, 26.871107, 0 ], [ 0, 6, 0, 0, 6, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 442549, 74795, 457772, 421738, 307701, 429546 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736448300000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758937163604, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 246, "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) |
---|