Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53970.1051 | 12498.8617 | 41471.2434 | 46728.0369 | 12137.2938 | 34590.7432 |
Total P&L (%) | 53.9701 | 12.4989 | 41.4712 | 46.728 | 12.1373 | 34.5907 |
Avg Daily Profit (%) | 0.2072 | 0.048 | 0.1592 | 0.1473 | 0.044 | 0.1141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27420 | -31839 | -27420 | -36953 | -36760 | -34934 |
Profit Factor | 1.3586 | 1.1525 | 1.6052 | 1.2801 | 1.1383 | 1.4376 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 71.028 | 64.8148 | 77.3585 | 71.028 | 64.8148 | 77.3585 |
Ratio Avg Win / Avg Loss | 0.5542 | 0.6256 | 0.4698 | 0.5222 | 0.6179 | 0.4207 |
Largest Winning Trade | 8711 | 8711 | 7587 | 8473 | 8473 | 7765 |
Largest Losing Trade | -27420 | -22139 | -27420 | -33567 | -22845 | -33567 |
Avg Bars in Trades | 228 | 252 | 204 | 228 | 252 | 204 |
Avg Bars in Winners | 131 | 154 | 111 | 131 | 154 | 111 |
Avg Bars in Losers | 467 | 433 | 520 | 467 | 433 | 520 |
Bars Traded | 24471 | 13652 | 10819 | 24471 | 13652 | 10819 |
Profit Streak | 28.7404 | 28.7404 | 28.7509 | 28.7404 | 28.7404 | 28.7509 |
Trades During Streak | 18 | 9 | 9 | 18 | 9 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327936 | -449159 | -170786 | 145185 | -481326 | -220295 |
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734966000000, "first_datapoint_time": 1735186500000, "last_datapoint_time": 1757465100000, "evaluation_time": 1757466074792, "expiration_time": 1763945100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 246, "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": [ [ 53970.1051384851, 12498.8617098926, 41471.2434285925, 46728.0369377948, 12137.2937851277, 34590.7431526671 ], [ 53.970105, 12.498862, 41.471243, 46.728037, 12.137294, 34.590743 ], [ 0.207243, 0.047995, 0.159248, 0.147336, 0.043998, 0.114138 ], [ 10, 10, 10, 10, 10, 10 ], [ -27420, -31839, -27420, -36953, -36760, -34934 ], [ 1.358629, 1.152488, 1.605208, 1.280137, 1.138317, 1.437559 ], [ 107, 54, 53, 107, 54, 53 ], [ 76, 35, 41, 76, 35, 41 ], [ 31, 19, 12, 31, 19, 12 ], [ 71.028037, 64.814815, 77.358491, 71.028037, 64.814815, 77.358491 ], [ 0.554178, 0.625636, 0.469817, 0.522161, 0.617943, 0.420749 ], [ 8711, 8711, 7587, 8473, 8473, 7765 ], [ -27420, -22139, -27420, -33567, -22845, -33567 ], [ 228, 252, 204, 228, 252, 204 ], [ 131, 154, 111, 131, 154, 111 ], [ 467, 433, 520, 467, 433, 520 ], [ 24471, 13652, 10819, 24471, 13652, 10819 ], [ 28.740449, 28.740449, 28.750865, 28.740449, 28.740449, 28.750866 ], [ 18, 9, 9, 18, 9, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327936, -449159, -170786, 145185, -481326, -220295 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1734966000000, "first_datapoint_time": 1735186500000, "last_datapoint_time": 1757465100000, "evaluation_time": 1757466074792, "expiration_time": 1763945100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 246, "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) |
---|