Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56758.4821 | 15604.7871 | 41153.695 | 52902.9723 | 15644.5813 | 37258.391 |
Total P&L (%) | 56.7585 | 15.6048 | 41.1537 | 52.903 | 15.6446 | 37.2584 |
Avg Daily Profit (%) | 0.218 | 0.0599 | 0.158 | 0.1632 | 0.0558 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38396 | -12839 | -27605 | -57225 | -15755 | -41553 |
Profit Factor | 1.3646 | 1.1978 | 1.536 | 1.2726 | 1.1664 | 1.3726 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 70.0935 | 64.1509 | 75.9259 | 70.0935 | 64.1509 | 75.9259 |
Ratio Avg Win / Avg Loss | 0.5822 | 0.6694 | 0.487 | 0.543 | 0.6518 | 0.4352 |
Largest Winning Trade | 9518 | 7846 | 9518 | 12405 | 9392 | 12405 |
Largest Losing Trade | -22052 | -16979 | -22052 | -30771 | -18338 | -30771 |
Avg Bars in Trades | 224 | 247 | 201 | 224 | 247 | 201 |
Avg Bars in Winners | 139 | 170 | 113 | 139 | 170 | 113 |
Avg Bars in Losers | 423 | 386 | 478 | 423 | 386 | 478 |
Bars Traded | 23982 | 13115 | 10867 | 23982 | 13115 | 10867 |
Profit Streak | 12.988 | 12.988 | 25.8526 | 12.988 | 12.988 | 25.8526 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331497 | -305393 | -171507 | 285161 | -345408 | -210676 |
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{ "first_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 185, "offset": 216 } } }
{ "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": [ [ 56758.4820812852, 15604.7871095876, 41153.6949716976, 52902.9723303851, 15644.5813239037, 37258.3910064814 ], [ 56.758482, 15.604787, 41.153695, 52.902972, 15.644581, 37.258391 ], [ 0.21795, 0.059922, 0.158028, 0.16319, 0.05583, 0.121683 ], [ 10, 10, 10, 10, 10, 10 ], [ -38396, -12839, -27605, -57225, -15755, -41553 ], [ 1.364609, 1.1978, 1.536011, 1.272643, 1.166358, 1.3726 ], [ 107, 53, 54, 107, 53, 54 ], [ 75, 34, 41, 75, 34, 41 ], [ 32, 19, 13, 32, 19, 13 ], [ 70.093458, 64.150943, 75.925926, 70.093458, 64.150943, 75.925926 ], [ 0.582233, 0.669359, 0.487028, 0.542994, 0.651788, 0.435215 ], [ 9518, 7846, 9518, 12405, 9392, 12405 ], [ -22052, -16979, -22052, -30771, -18338, -30771 ], [ 224, 247, 201, 224, 247, 201 ], [ 139, 170, 113, 139, 170, 113 ], [ 423, 386, 478, 423, 386, 478 ], [ 23982, 13115, 10867, 23982, 13115, 10867 ], [ 12.98798, 12.98798, 25.852563, 12.98798, 12.98798, 25.852563 ], [ 9, 4, 6, 9, 4, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331497, -305393, -171507, 285161, -345408, -210676 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737637200000, "first_datapoint_time": 1737997200000, "last_datapoint_time": 1760136300000, "evaluation_time": 1760137061461, "expiration_time": 1766616300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 185, "offset": 216 } } }
# | 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) |
---|