Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46530.1071 | 35941.938 | 10588.1691 | 51280.8905 | 43495.3753 | 7785.5152 |
Total P&L (%) | 46.5301 | 35.9419 | 10.5882 | 51.2809 | 43.4954 | 7.7855 |
Avg Daily Profit (%) | 0.8934 | 0.6901 | 0.2033 | 0.798 | 0.6958 | 0.1441 |
Buy And Hold Return (%) | 23.8655 | 23.8655 | 23.8655 | 23.8655 | 23.8655 | 23.8655 |
Max Trade Drawdown | -19120 | -6236 | -12499 | -17550 | -5434 | -17179 |
Profit Factor | 1.7895 | 2.7558 | 1.2753 | 1.7571 | 2.9298 | 1.1723 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 58.0645 | 64.5161 | 51.6129 | 58.0645 | 64.5161 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.2924 | 1.5157 | 1.1955 | 1.269 | 1.6114 | 1.099 |
Largest Winning Trade | 15082 | 15082 | 13667 | 16951 | 16951 | 13025 |
Largest Losing Trade | -8346 | -4930 | -8346 | -10396 | -4586 | -10396 |
Avg Bars in Trades | 390 | 380 | 400 | 390 | 380 | 400 |
Avg Bars in Winners | 456 | 393 | 534 | 456 | 393 | 534 |
Avg Bars in Losers | 299 | 356 | 257 | 299 | 356 | 257 |
Bars Traded | 24204 | 11783 | 12421 | 24204 | 11783 | 12421 |
Profit Streak | 0 | 0 | 2.84 | 0 | 0 | 2.84 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151622 | 250186 | -161382 | -150455 | 339984 | -200720 |
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{ "first_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 130, "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": [ [ 46530.107131538, 35941.9379994472, 10588.1691320907, 51280.890524733, 43495.3753110138, 7785.5152137192 ], [ 46.530107, 35.941938, 10.588169, 51.280891, 43.495375, 7.785515 ], [ 0.893435, 0.690129, 0.203306, 0.798037, 0.695829, 0.144061 ], [ 23.865546, 23.865546, 23.865546, 23.865546, 23.865546, 23.865546 ], [ -19120, -6236, -12499, -17550, -5434, -17179 ], [ 1.789482, 2.755833, 1.27525, 1.757103, 2.929781, 1.172269 ], [ 62, 31, 31, 62, 31, 31 ], [ 36, 20, 16, 36, 20, 16 ], [ 26, 11, 15, 26, 11, 15 ], [ 58.064516, 64.516129, 51.612903, 58.064516, 64.516129, 51.612903 ], [ 1.292404, 1.515708, 1.195547, 1.269019, 1.61138, 1.099002 ], [ 15082, 15082, 13667, 16951, 16951, 13025 ], [ -8346, -4930, -8346, -10396, -4586, -10396 ], [ 390, 380, 400, 390, 380, 400 ], [ 456, 393, 534, 456, 393, 534 ], [ 299, 356, 257, 299, 356, 257 ], [ 24204, 11783, 12421, 24204, 11783, 12421 ], [ 0, 0, 2.840007, 0, 0, 2.840007 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151622, 250186, -161382, -150455, 339984, -200720 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1753284240000, "first_datapoint_time": 1753307460000, "last_datapoint_time": 1757784060000, "evaluation_time": 1757784096599, "expiration_time": 1764264060000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 130, "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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