Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77552.1218 | 34050.3837 | 43501.7381 | 66126.6704 | 34343.4833 | 31783.1871 |
Total P&L (%) | 77.5521 | 34.0504 | 43.5017 | 66.1267 | 34.3435 | 31.7832 |
Avg Daily Profit (%) | 0.2978 | 0.1308 | 0.167 | 0.1951 | 0.1134 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62504 | -62731 | -25345 | -56837 | -59245 | -44951 |
Profit Factor | 1.293 | 1.2109 | 1.4213 | 1.2156 | 1.1963 | 1.2414 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 61.3095 | 60.7143 | 61.9048 | 61.3095 | 60.7143 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.816 | 0.7835 | 0.8746 | 0.7671 | 0.7741 | 0.7639 |
Largest Winning Trade | 34568 | 34568 | 11265 | 26706 | 26706 | 14589 |
Largest Losing Trade | -18885 | -18885 | -17816 | -34874 | -21793 | -34874 |
Avg Bars in Trades | 144 | 131 | 157 | 144 | 131 | 157 |
Avg Bars in Winners | 127 | 104 | 150 | 127 | 104 | 150 |
Avg Bars in Losers | 171 | 172 | 170 | 171 | 172 | 170 |
Bars Traded | 24276 | 11012 | 13264 | 24276 | 11012 | 13264 |
Profit Streak | 8.1851 | 8.1851 | 8.331 | 8.1851 | 8.1851 | 8.331 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339469 | -22278 | 224562 | 281553 | -49525 | -54670 |
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{ "first_band": { "type": "midprice", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 149, "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": [ [ 77552.1218362819, 34050.3837267028, 43501.7381095792, 66126.6703570882, 34343.4832891539, 31783.1870679343 ], [ 77.552122, 34.050384, 43.501738, 66.12667, 34.343483, 31.783187 ], [ 0.297796, 0.130752, 0.167045, 0.195098, 0.113431, 0.106034 ], [ 10, 10, 10, 10, 10, 10 ], [ -62504, -62731, -25345, -56837, -59245, -44951 ], [ 1.292995, 1.210928, 1.421298, 1.215632, 1.196262, 1.241374 ], [ 168, 84, 84, 168, 84, 84 ], [ 103, 51, 52, 103, 51, 52 ], [ 65, 33, 32, 65, 33, 32 ], [ 61.309524, 60.714286, 61.904762, 61.309524, 60.714286, 61.904762 ], [ 0.815967, 0.783541, 0.874645, 0.767147, 0.774052, 0.763922 ], [ 34568, 34568, 11265, 26706, 26706, 14589 ], [ -18885, -18885, -17816, -34874, -21793, -34874 ], [ 144, 131, 157, 144, 131, 157 ], [ 127, 104, 150, 127, 104, 150 ], [ 171, 172, 170, 171, 172, 170 ], [ 24276, 11012, 13264, 24276, 11012, 13264 ], [ 8.185149, 8.185149, 8.330982, 8.185149, 8.185149, 8.330982 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339469, -22278, 224562, 281553, -49525, -54670 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736027100000, "first_datapoint_time": 1736160300000, "last_datapoint_time": 1758526200000, "evaluation_time": 1758526896855, "expiration_time": 1765006200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 149, "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) |
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