Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126260.7159 | 83991.9832 | 42268.7327 | 162001.8538 | 117546.619 | 44455.2349 |
Total P&L (%) | 126.2607 | 83.992 | 42.2687 | 162.0019 | 117.5466 | 44.4552 |
Avg Daily Profit (%) | 1.4544 | 0.9675 | 0.4869 | 1.1157 | 0.8994 | 0.4246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44804 | -30818 | -21825 | -59805 | -40707 | -28568 |
Profit Factor | 1.6587 | 1.6838 | 1.614 | 1.6669 | 1.758 | 1.506 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 158 | 81 | 77 | 158 | 81 | 77 |
Profitability (%) | 37.7953 | 36.2205 | 39.3701 | 37.7953 | 36.2205 | 39.3701 |
Ratio Avg Win / Avg Loss | 2.73 | 2.9649 | 2.4856 | 2.7434 | 3.0956 | 2.3193 |
Largest Winning Trade | 55965 | 55965 | 46598 | 93402 | 93402 | 53049 |
Largest Losing Trade | -5520 | -5520 | -4192 | -8131 | -8131 | -5893 |
Avg Bars in Trades | 97 | 161 | 33 | 97 | 161 | 33 |
Avg Bars in Winners | 150 | 263 | 45 | 150 | 263 | 45 |
Avg Bars in Losers | 65 | 104 | 24 | 65 | 104 | 24 |
Bars Traded | 24743 | 20546 | 4197 | 24743 | 20546 | 4197 |
Profit Streak | 0.8882 | 0.8882 | 3.7215 | 0.8882 | 0.8882 | 3.7215 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315506 | 197659 | 198859 | 305485 | 200683 | 155030 |
{ "trading_pair": "LINK_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752696600000, "first_datapoint_time": 1752726900000, "last_datapoint_time": 1760196300000, "evaluation_time": 1760196538309, "expiration_time": 1766676300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 23, "offset": 79 } }, "second_band": { "type": "bbu", "factors": { "length": 41, "offset": 0, "std": 3.12018 } } }
{ "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": [ [ 126260.7159117233, 83991.9831697315, 42268.7327419917, 162001.8538069204, 117546.6189549167, 44455.2348520037 ], [ 126.260716, 83.991983, 42.268733, 162.001854, 117.546619, 44.455235 ], [ 1.454449, 0.967538, 0.486911, 1.115706, 0.899358, 0.424582 ], [ 10, 10, 10, 10, 10, 10 ], [ -44804, -30818, -21825, -59805, -40707, -28568 ], [ 1.658721, 1.683777, 1.614014, 1.666865, 1.757979, 1.506025 ], [ 254, 127, 127, 254, 127, 127 ], [ 96, 46, 50, 96, 46, 50 ], [ 158, 81, 77, 158, 81, 77 ], [ 37.795276, 36.220472, 39.370079, 37.795276, 36.220472, 39.370079 ], [ 2.729979, 2.964911, 2.485582, 2.743381, 3.095573, 2.319279 ], [ 55965, 55965, 46598, 93402, 93402, 53049 ], [ -5520, -5520, -4192, -8131, -8131, -5893 ], [ 97, 161, 33, 97, 161, 33 ], [ 150, 263, 45, 150, 263, 45 ], [ 65, 104, 24, 65, 104, 24 ], [ 24743, 20546, 4197, 24743, 20546, 4197 ], [ 0.888175, 0.888175, 3.721508, 0.888175, 0.888175, 3.721508 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315506, 197659, 198859, 305485, 200683, 155030 ] ] }
{ "trading_pair": "LINK_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752696600000, "first_datapoint_time": 1752726900000, "last_datapoint_time": 1760196300000, "evaluation_time": 1760196538309, "expiration_time": 1766676300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 23, "offset": 79 } }, "second_band": { "type": "bbu", "factors": { "length": 41, "offset": 0, "std": 3.12018 } } }
# | 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) |
---|