Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63612.8661 | 33278.4189 | 30334.4473 | 83821.9677 | 38209.6111 | 45612.3566 |
Total P&L (%) | 63.6129 | 33.2784 | 30.3344 | 83.822 | 38.2096 | 45.6124 |
Avg Daily Profit (%) | 0.7328 | 0.3833 | 0.3494 | 0.7038 | 0.3735 | 0.4338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9508 | -7706 | -3930 | -12593 | -10346 | -6655 |
Profit Factor | 2.8991 | 3.1289 | 2.6981 | 2.7693 | 2.6607 | 2.8719 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 57.6271 | 60 | 55.1724 | 57.6271 | 60 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.1317 | 2.0859 | 2.1922 | 2.0363 | 1.7738 | 2.3334 |
Largest Winning Trade | 7267 | 7267 | 7267 | 12016 | 10519 | 12016 |
Largest Losing Trade | -7076 | -7076 | -3930 | -9563 | -9563 | -6655 |
Avg Bars in Trades | 406 | 358 | 456 | 406 | 358 | 456 |
Avg Bars in Winners | 546 | 524 | 571 | 546 | 524 | 571 |
Avg Bars in Losers | 217 | 111 | 315 | 217 | 111 | 315 |
Bars Traded | 24007 | 10767 | 13240 | 24007 | 10767 | 13240 |
Profit Streak | 0 | 0 | 7.5064 | 0 | 0 | 7.5064 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163173 | 419376 | 413065 | -163246 | 399591 | 489995 |
{ "trading_pair": "ATOM_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751570400000, "first_datapoint_time": 1751607600000, "last_datapoint_time": 1759070100000, "evaluation_time": 1759070355648, "expiration_time": 1765550100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 78, "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": [ [ 63612.8661285473, 33278.4188753746, 30334.4472531728, 83821.9676906646, 38209.6110712066, 45612.356619458 ], [ 63.612866, 33.278419, 30.334447, 83.821968, 38.209611, 45.612357 ], [ 0.732783, 0.383348, 0.349435, 0.703764, 0.373465, 0.433812 ], [ 10, 10, 10, 10, 10, 10 ], [ -9508, -7706, -3930, -12593, -10346, -6655 ], [ 2.899114, 3.128869, 2.698067, 2.769346, 2.660712, 2.871923 ], [ 59, 30, 29, 59, 30, 29 ], [ 34, 18, 16, 34, 18, 16 ], [ 25, 12, 13, 25, 12, 13 ], [ 57.627119, 60, 55.172414, 57.627119, 60, 55.172414 ], [ 2.131702, 2.085912, 2.19218, 2.036284, 1.773808, 2.333437 ], [ 7267, 7267, 7267, 12016, 10519, 12016 ], [ -7076, -7076, -3930, -9563, -9563, -6655 ], [ 406, 358, 456, 406, 358, 456 ], [ 546, 524, 571, 546, 524, 571 ], [ 217, 111, 315, 217, 111, 315 ], [ 24007, 10767, 13240, 24007, 10767, 13240 ], [ 0, 0, 7.506431, 0, 0, 7.506431 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163173, 419376, 413065, -163246, 399591, 489995 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1751570400000, "first_datapoint_time": 1751607600000, "last_datapoint_time": 1759070100000, "evaluation_time": 1759070355648, "expiration_time": 1765550100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 78, "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) |
---|