Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109196.5354 | 41821.1135 | 67375.4219 | 141618.1534 | 54327.3758 | 87290.7776 |
Total P&L (%) | 109.1965 | 41.8211 | 67.3754 | 141.6182 | 54.3274 | 87.2908 |
Avg Daily Profit (%) | 0.4193 | 0.1606 | 0.2587 | 0.3393 | 0.1668 | 0.2412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22129 | -21991 | -16916 | -34123 | -32419 | -22303 |
Profit Factor | 1.8436 | 1.5096 | 2.4225 | 1.7167 | 1.4288 | 2.2309 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 46.25 | 35 | 57.5 | 46.25 | 35 | 57.5 |
Ratio Avg Win / Avg Loss | 2.1426 | 2.8035 | 1.7906 | 1.9951 | 2.6535 | 1.6489 |
Largest Winning Trade | 49193 | 49193 | 11544 | 70133 | 70133 | 19010 |
Largest Losing Trade | -12492 | -12492 | -9001 | -13980 | -13980 | -12035 |
Avg Bars in Trades | 303 | 306 | 300 | 303 | 306 | 300 |
Avg Bars in Winners | 405 | 458 | 373 | 405 | 458 | 373 |
Avg Bars in Losers | 216 | 225 | 202 | 216 | 225 | 202 |
Bars Traded | 24316 | 12277 | 12039 | 24316 | 12277 | 12039 |
Profit Streak | 0 | 0 | 8.9228 | 0 | 0 | 8.9228 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13637 | 17958 | 462136 | -14566 | 38653 | 449747 |
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{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "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": [ [ 109196.5354103317, 41821.1135228057, 67375.421887526, 141618.153389233, 54327.3757622391, 87290.7776269939 ], [ 109.196535, 41.821114, 67.375422, 141.618153, 54.327376, 87.290778 ], [ 0.419309, 0.160591, 0.258718, 0.33933, 0.166757, 0.241244 ], [ 10, 10, 10, 10, 10, 10 ], [ -22129, -21991, -16916, -34123, -32419, -22303 ], [ 1.84363, 1.509557, 2.422533, 1.716684, 1.42883, 2.230929 ], [ 80, 40, 40, 80, 40, 40 ], [ 37, 14, 23, 37, 14, 23 ], [ 43, 26, 17, 43, 26, 17 ], [ 46.25, 35, 57.5, 46.25, 35, 57.5 ], [ 2.142597, 2.803462, 1.790568, 1.995065, 2.653541, 1.648948 ], [ 49193, 49193, 11544, 70133, 70133, 19010 ], [ -12492, -12492, -9001, -13980, -13980, -12035 ], [ 303, 306, 300, 303, 306, 300 ], [ 405, 458, 373, 405, 458, 373 ], [ 216, 225, 202, 216, 225, 202 ], [ 24316, 12277, 12039, 24316, 12277, 12039 ], [ 0, 0, 8.922782, 0, 0, 8.922782 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -13637, 17958, 462136, -14566, 38653, 449747 ] ] }
{ "trading_pair": "HBAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736687700000, "first_datapoint_time": 1736882100000, "last_datapoint_time": 1759186800000, "evaluation_time": 1759187328336, "expiration_time": 1765666800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 90, "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) |
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