Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116681.9754 | 45355.709 | 71326.2664 | 180049.0195 | 69083.6204 | 110965.3991 |
Total P&L (%) | 116.682 | 45.3557 | 71.3263 | 180.049 | 69.0836 | 110.9654 |
Avg Daily Profit (%) | 0.4481 | 0.1742 | 0.2739 | 0.3962 | 0.2019 | 0.2871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23416 | -23502 | -16427 | -43083 | -35144 | -32824 |
Profit Factor | 2.0318 | 1.5899 | 2.9704 | 1.8435 | 1.4951 | 2.5013 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 76.2887 | 68.75 | 83.6735 | 76.2887 | 68.75 | 83.6735 |
Ratio Avg Win / Avg Loss | 0.6315 | 0.7227 | 0.5796 | 0.573 | 0.6796 | 0.4881 |
Largest Winning Trade | 18632 | 18632 | 5291 | 30197 | 30197 | 12549 |
Largest Losing Trade | -23416 | -23416 | -16126 | -35144 | -35144 | -32154 |
Avg Bars in Trades | 251 | 382 | 123 | 251 | 382 | 123 |
Avg Bars in Winners | 174 | 270 | 97 | 174 | 270 | 97 |
Avg Bars in Losers | 499 | 629 | 257 | 499 | 629 | 257 |
Bars Traded | 24419 | 18367 | 6052 | 24419 | 18367 | 6052 |
Profit Streak | 5.8992 | 5.8992 | 23.2638 | 5.8992 | 5.8992 | 23.2638 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538629 | 275965 | 561661 | 509602 | 324309 | 533125 |
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{ "first_band": { "type": "dcl", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "offset": 128 } } }
{ "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": [ [ 116681.9753501578, 45355.708991006, 71326.2663591518, 180049.0194785042, 69083.6203911086, 110965.3990873955 ], [ 116.681975, 45.355709, 71.326266, 180.049019, 69.08362, 110.965399 ], [ 0.448053, 0.174164, 0.273889, 0.396219, 0.201887, 0.287073 ], [ 10, 10, 10, 10, 10, 10 ], [ -23416, -23502, -16427, -43083, -35144, -32824 ], [ 2.031773, 1.589878, 2.970401, 1.843531, 1.495107, 2.501271 ], [ 97, 48, 49, 97, 48, 49 ], [ 74, 33, 41, 74, 33, 41 ], [ 23, 15, 8, 23, 15, 8 ], [ 76.28866, 68.75, 83.673469, 76.28866, 68.75, 83.673469 ], [ 0.631497, 0.722672, 0.57959, 0.572989, 0.679594, 0.488053 ], [ 18632, 18632, 5291, 30197, 30197, 12549 ], [ -23416, -23416, -16126, -35144, -35144, -32154 ], [ 251, 382, 123, 251, 382, 123 ], [ 174, 270, 97, 174, 270, 97 ], [ 499, 629, 257, 499, 629, 257 ], [ 24419, 18367, 6052, 24419, 18367, 6052 ], [ 5.899219, 5.899219, 23.263802, 5.899219, 5.899219, 23.263802 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 538629, 275965, 561661, 509602, 324309, 533125 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737135000000, "first_datapoint_time": 1737468000000, "last_datapoint_time": 1759634100000, "evaluation_time": 1759634392525, "expiration_time": 1766114100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 243, "offset": 128 } } }
# | 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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