Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84837.7248 | 49535.6795 | 35302.0453 | 79569.9274 | 51870.6546 | 27699.2729 |
Total P&L (%) | 84.8377 | 49.5357 | 35.302 | 79.5699 | 51.8707 | 27.6993 |
Avg Daily Profit (%) | 0.3258 | 0.1902 | 0.1356 | 0.225 | 0.1606 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63059 | -25691 | -61741 | -116443 | -51189 | -112841 |
Profit Factor | 1.3959 | 1.4804 | 1.3175 | 1.2153 | 1.2962 | 1.1424 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 65.7658 | 62.5 | 69.0909 | 65.7658 | 62.5 | 69.0909 |
Ratio Avg Win / Avg Loss | 0.7266 | 0.8882 | 0.5894 | 0.6326 | 0.7777 | 0.5111 |
Largest Winning Trade | 15974 | 15974 | 12248 | 27836 | 27836 | 18121 |
Largest Losing Trade | -28920 | -15974 | -28920 | -39492 | -34081 | -39492 |
Avg Bars in Trades | 216 | 216 | 217 | 216 | 216 | 217 |
Avg Bars in Winners | 150 | 157 | 143 | 150 | 157 | 143 |
Avg Bars in Losers | 344 | 314 | 382 | 344 | 314 | 382 |
Bars Traded | 24085 | 12118 | 11967 | 24085 | 12118 | 11967 |
Profit Streak | 6.0318 | 6.0318 | 16.6255 | 6.0318 | 6.0318 | 16.6255 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353218 | -173451 | -193619 | 282500 | -174663 | -313842 |
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736800200000, "first_datapoint_time": 1737077400000, "last_datapoint_time": 1759299300000, "evaluation_time": 1759300243306, "expiration_time": 1765779300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 224, "offset": 85 } } }
{ "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": [ [ 84837.7248383601, 49535.6794903579, 35302.0453480022, 79569.9274194523, 51870.6545501818, 27699.2728692703 ], [ 84.837725, 49.535679, 35.302045, 79.569927, 51.870655, 27.699273 ], [ 0.325773, 0.190215, 0.135558, 0.225041, 0.160585, 0.093934 ], [ 10, 10, 10, 10, 10, 10 ], [ -63059, -25691, -61741, -116443, -51189, -112841 ], [ 1.395855, 1.480365, 1.317481, 1.215291, 1.296213, 1.142427 ], [ 111, 56, 55, 111, 56, 55 ], [ 73, 35, 38, 73, 35, 38 ], [ 38, 21, 17, 38, 21, 17 ], [ 65.765766, 62.5, 69.090909, 65.765766, 62.5, 69.090909 ], [ 0.72661, 0.888219, 0.589399, 0.632617, 0.777728, 0.511086 ], [ 15974, 15974, 12248, 27836, 27836, 18121 ], [ -28920, -15974, -28920, -39492, -34081, -39492 ], [ 216, 216, 217, 216, 216, 217 ], [ 150, 157, 143, 150, 157, 143 ], [ 344, 314, 382, 344, 314, 382 ], [ 24085, 12118, 11967, 24085, 12118, 11967 ], [ 6.031751, 6.031751, 16.625501, 6.031751, 6.031751, 16.625501 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 353218, -173451, -193619, 282500, -174663, -313842 ] ] }
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736800200000, "first_datapoint_time": 1737077400000, "last_datapoint_time": 1759299300000, "evaluation_time": 1759300243306, "expiration_time": 1765779300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 224, "offset": 85 } } }
# | 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) |
---|