Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62804.7897 | 19243.0051 | 43561.7846 | 63965.0888 | 19844.872 | 44120.2168 |
Total P&L (%) | 62.8048 | 19.243 | 43.5618 | 63.9651 | 19.8449 | 44.1202 |
Avg Daily Profit (%) | 0.2412 | 0.0739 | 0.1673 | 0.1901 | 0.0695 | 0.1404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36540 | -23752 | -28472 | -43614 | -28602 | -34400 |
Profit Factor | 1.4454 | 1.2707 | 1.6229 | 1.3973 | 1.2492 | 1.5423 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 72.6496 | 67.2414 | 77.9661 | 72.6496 | 67.2414 | 77.9661 |
Ratio Avg Win / Avg Loss | 0.5441 | 0.6191 | 0.4587 | 0.526 | 0.6086 | 0.4359 |
Largest Winning Trade | 8488 | 8488 | 7779 | 10712 | 10712 | 9136 |
Largest Losing Trade | -23159 | -23159 | -20726 | -27907 | -27907 | -22809 |
Avg Bars in Trades | 205 | 224 | 186 | 205 | 224 | 186 |
Avg Bars in Winners | 123 | 141 | 107 | 123 | 141 | 107 |
Avg Bars in Losers | 424 | 396 | 464 | 424 | 396 | 464 |
Bars Traded | 24037 | 13039 | 10998 | 24037 | 13039 | 10998 |
Profit Streak | 12.9288 | 21.7204 | 12.9288 | 12.9288 | 21.7204 | 12.9288 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360311 | -281606 | -168110 | 336800 | -287142 | -181352 |
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736642700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759011444390, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "offset": 229 } } }
{ "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": [ [ 62804.789709379, 19243.0050779134, 43561.7846314656, 63965.0887818249, 19844.8720001389, 44120.2167816859 ], [ 62.80479, 19.243005, 43.561785, 63.965089, 19.844872, 44.120217 ], [ 0.241167, 0.073892, 0.167275, 0.19006, 0.069538, 0.14044 ], [ 10, 10, 10, 10, 10, 10 ], [ -36540, -23752, -28472, -43614, -28602, -34400 ], [ 1.445361, 1.270682, 1.622943, 1.39731, 1.249207, 1.54226 ], [ 117, 58, 59, 117, 58, 59 ], [ 85, 39, 46, 85, 39, 46 ], [ 32, 19, 13, 32, 19, 13 ], [ 72.649573, 67.241379, 77.966102, 72.649573, 67.241379, 77.966102 ], [ 0.544136, 0.61905, 0.458658, 0.526046, 0.608588, 0.435856 ], [ 8488, 8488, 7779, 10712, 10712, 9136 ], [ -23159, -23159, -20726, -27907, -27907, -22809 ], [ 205, 224, 186, 205, 224, 186 ], [ 123, 141, 107, 123, 141, 107 ], [ 424, 396, 464, 424, 396, 464 ], [ 24037, 13039, 10998, 24037, 13039, 10998 ], [ 12.928754, 21.720421, 12.928754, 12.928754, 21.720421, 12.928755 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 360311, -281606, -168110, 336800, -287142, -181352 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736642700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759011444390, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "offset": 229 } } }
# | 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) |
---|