Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91882.2959 | 48619.4917 | 43262.8042 | 91477.0925 | 88678.6735 | 2798.419 |
Total P&L (%) | 91.8823 | 48.6195 | 43.2628 | 91.4771 | 88.6787 | 2.7984 |
Avg Daily Profit (%) | 0.3528 | 0.1867 | 0.1661 | 0.2498 | 0.2441 | 0.0106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41195 | -14434 | -40177 | -81956 | -22852 | -107720 |
Profit Factor | 1.4812 | 1.6599 | 1.3689 | 1.242 | 1.7335 | 1.0109 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 69.7917 | 64.5833 | 75 | 69.7917 | 64.5833 | 75 |
Ratio Avg Win / Avg Loss | 0.6411 | 0.9103 | 0.4563 | 0.5376 | 0.9506 | 0.337 |
Largest Winning Trade | 19255 | 9552 | 19255 | 30164 | 19412 | 30164 |
Largest Losing Trade | -33566 | -14434 | -33566 | -80659 | -20806 | -80659 |
Avg Bars in Trades | 256 | 258 | 255 | 256 | 258 | 255 |
Avg Bars in Winners | 185 | 194 | 177 | 185 | 194 | 177 |
Avg Bars in Losers | 421 | 374 | 488 | 421 | 374 | 488 |
Bars Traded | 24640 | 12390 | 12250 | 24640 | 12390 | 12250 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365589 | 252042 | 222168 | 281252 | 327229 | -552741 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735980300000, "first_datapoint_time": 1736296200000, "last_datapoint_time": 1758479400000, "evaluation_time": 1758479765137, "expiration_time": 1764959400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 196, "offset": 156 } } }
{ "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": [ [ 91882.295881516, 48619.4916755348, 43262.8042059813, 91477.0924799121, 88678.6734577115, 2798.4190222006 ], [ 91.882296, 48.619492, 43.262804, 91.477092, 88.678673, 2.798419 ], [ 0.352824, 0.186696, 0.166127, 0.249754, 0.244086, 0.010599 ], [ 10, 10, 10, 10, 10, 10 ], [ -41195, -14434, -40177, -81956, -22852, -107720 ], [ 1.481163, 1.659948, 1.368862, 1.241963, 1.733506, 1.010882 ], [ 96, 48, 48, 96, 48, 48 ], [ 67, 31, 36, 67, 31, 36 ], [ 29, 17, 12, 29, 17, 12 ], [ 69.791667, 64.583333, 75, 69.791667, 64.583333, 75 ], [ 0.6411, 0.910294, 0.456287, 0.537566, 0.950632, 0.336961 ], [ 19255, 9552, 19255, 30164, 19412, 30164 ], [ -33566, -14434, -33566, -80659, -20806, -80659 ], [ 256, 258, 255, 256, 258, 255 ], [ 185, 194, 177, 185, 194, 177 ], [ 421, 374, 488, 421, 374, 488 ], [ 24640, 12390, 12250, 24640, 12390, 12250 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365589, 252042, 222168, 281252, 327229, -552741 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735980300000, "first_datapoint_time": 1736296200000, "last_datapoint_time": 1758479400000, "evaluation_time": 1758479765137, "expiration_time": 1764959400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 196, "offset": 156 } } }
# | 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) |
---|