Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131342.1048 | 39252.1841 | 92089.9208 | 207722.5015 | 59397.414 | 148325.0875 |
Total P&L (%) | 131.3421 | 39.2522 | 92.0899 | 207.7225 | 59.3974 | 148.3251 |
Avg Daily Profit (%) | 0.5043 | 0.1507 | 0.3536 | 0.4326 | 0.1792 | 0.3499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26941 | -15896 | -14664 | -79570 | -56370 | -37311 |
Profit Factor | 1.8002 | 1.3256 | 3.1122 | 1.5814 | 1.2447 | 2.2947 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 59.2 | 54.8387 | 63.4921 | 59.2 | 54.8387 | 63.4921 |
Ratio Avg Win / Avg Loss | 1.2406 | 1.0917 | 1.7895 | 1.0899 | 1.0251 | 1.3195 |
Largest Winning Trade | 16067 | 16067 | 14649 | 35157 | 24090 | 35157 |
Largest Losing Trade | -26941 | -26941 | -5955 | -56358 | -56358 | -15071 |
Avg Bars in Trades | 189 | 251 | 127 | 189 | 251 | 127 |
Avg Bars in Winners | 151 | 191 | 117 | 151 | 191 | 117 |
Avg Bars in Losers | 244 | 325 | 145 | 244 | 325 | 145 |
Bars Traded | 23659 | 15611 | 8048 | 23659 | 15611 | 8048 |
Profit Streak | 7.0314 | 7.2189 | 7.0314 | 7.0314 | 7.2189 | 7.0314 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497061 | -149115 | -130762 | 456983 | -147784 | -133483 |
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{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 66, "offset": 223 } } }
{ "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": [ [ 131342.1048364967, 39252.1840819348, 92089.9207545619, 207722.5014793753, 59397.4139878025, 148325.0874915727 ], [ 131.342105, 39.252184, 92.089921, 207.722501, 59.397414, 148.325087 ], [ 0.504347, 0.150726, 0.353621, 0.432554, 0.179191, 0.349881 ], [ 10, 10, 10, 10, 10, 10 ], [ -26941, -15896, -14664, -79570, -56370, -37311 ], [ 1.800151, 1.325618, 3.112157, 1.581442, 1.244745, 2.294708 ], [ 125, 62, 63, 125, 62, 63 ], [ 74, 34, 40, 74, 34, 40 ], [ 51, 28, 23, 51, 28, 23 ], [ 59.2, 54.83871, 63.492063, 59.2, 54.83871, 63.492063 ], [ 1.240645, 1.091685, 1.78949, 1.089913, 1.025084, 1.319457 ], [ 16067, 16067, 14649, 35157, 24090, 35157 ], [ -26941, -26941, -5955, -56358, -56358, -15071 ], [ 189, 251, 127, 189, 251, 127 ], [ 151, 191, 117, 151, 191, 117 ], [ 244, 325, 145, 244, 325, 145 ], [ 23659, 15611, 8048, 23659, 15611, 8048 ], [ 7.031362, 7.218862, 7.031362, 7.031362, 7.218862, 7.031362 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 497061, -149115, -130762, 456983, -147784, -133483 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737211500000, "first_datapoint_time": 1737470700000, "last_datapoint_time": 1759710600000, "evaluation_time": 1759711509657, "expiration_time": 1766190600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 66, "offset": 223 } } }
# | 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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