Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131309.3141 | 72493.5437 | 58815.7704 | 216423.8143 | 133453.5343 | 82970.28 |
Total P&L (%) | 131.3093 | 72.4935 | 58.8158 | 216.4238 | 133.4535 | 82.9703 |
Avg Daily Profit (%) | 0.5042 | 0.2784 | 0.2259 | 0.4433 | 0.3261 | 0.2323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32557 | -23262 | -15470 | -49021 | -33389 | -37394 |
Profit Factor | 1.5957 | 1.5633 | 1.6412 | 1.5605 | 1.6276 | 1.4783 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 65.3333 | 67.2566 | 63.3929 | 65.3333 | 67.2566 | 63.3929 |
Ratio Avg Win / Avg Loss | 0.8467 | 0.7611 | 0.9477 | 0.828 | 0.7924 | 0.8536 |
Largest Winning Trade | 11668 | 11668 | 7211 | 28427 | 28427 | 15382 |
Largest Losing Trade | -17235 | -17235 | -10975 | -34823 | -20633 | -34823 |
Avg Bars in Trades | 109 | 109 | 110 | 109 | 109 | 110 |
Avg Bars in Winners | 83 | 82 | 84 | 83 | 82 | 84 |
Avg Bars in Losers | 159 | 165 | 154 | 159 | 165 | 154 |
Bars Traded | 24749 | 12387 | 12362 | 24749 | 12387 | 12362 |
Profit Streak | 0.9397 | 6.221 | 0 | 0.9397 | 6.221 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330975 | 377542 | 270385 | 304488 | 402211 | 269559 |
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{ "first_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 95, "offset": 71 } } }
{ "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": [ [ 131309.3141437358, 72493.543736642, 58815.7704070938, 216423.8142939567, 133453.5343205164, 82970.2799734402 ], [ 131.309314, 72.493544, 58.81577, 216.423814, 133.453534, 82.97028 ], [ 0.504221, 0.278372, 0.22585, 0.443308, 0.326086, 0.232261 ], [ 10, 10, 10, 10, 10, 10 ], [ -32557, -23262, -15470, -49021, -33389, -37394 ], [ 1.595718, 1.563324, 1.641163, 1.560513, 1.627616, 1.478266 ], [ 225, 113, 112, 225, 113, 112 ], [ 147, 76, 71, 147, 76, 71 ], [ 78, 37, 41, 78, 37, 41 ], [ 65.333333, 67.256637, 63.392857, 65.333333, 67.256637, 63.392857 ], [ 0.846708, 0.761092, 0.947714, 0.828028, 0.792392, 0.853647 ], [ 11668, 11668, 7211, 28427, 28427, 15382 ], [ -17235, -17235, -10975, -34823, -20633, -34823 ], [ 109, 109, 110, 109, 109, 110 ], [ 83, 82, 84, 83, 82, 84 ], [ 159, 165, 154, 159, 165, 154 ], [ 24749, 12387, 12362, 24749, 12387, 12362 ], [ 0.939739, 6.220989, 0, 0.939739, 6.220989, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330975, 377542, 270385, 304488, 402211, 269559 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737086400000, "first_datapoint_time": 1737234900000, "last_datapoint_time": 1759585500000, "evaluation_time": 1759586593483, "expiration_time": 1766065500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 95, "offset": 71 } } }
# | 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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