Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117583.3842 | 71553.799 | 46029.5851 | 139740.8217 | 76905.7073 | 62835.1144 |
Total P&L (%) | 117.5834 | 71.5538 | 46.0296 | 139.7408 | 76.9057 | 62.8351 |
Avg Daily Profit (%) | 0.4515 | 0.2748 | 0.1768 | 0.3363 | 0.2193 | 0.1874 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62197 | -39402 | -40582 | -128688 | -74568 | -74951 |
Profit Factor | 1.302 | 1.3536 | 1.2462 | 1.1932 | 1.208 | 1.1778 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 156 | 74 | 82 | 156 | 74 | 82 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 52.5253 | 50 | 55.0336 | 52.5253 | 50 | 55.0336 |
Ratio Avg Win / Avg Loss | 1.1768 | 1.3536 | 1.0182 | 1.0785 | 1.208 | 0.9623 |
Largest Winning Trade | 26141 | 26141 | 13517 | 47364 | 47364 | 21597 |
Largest Losing Trade | -13268 | -13268 | -11964 | -21029 | -20806 | -21029 |
Avg Bars in Trades | 83 | 83 | 82 | 83 | 83 | 82 |
Avg Bars in Winners | 70 | 68 | 72 | 70 | 68 | 72 |
Avg Bars in Losers | 97 | 98 | 95 | 97 | 98 | 95 |
Bars Traded | 24676 | 12323 | 12353 | 24676 | 12323 | 12353 |
Profit Streak | 0.5704 | 9.0079 | 0.5704 | 0.5704 | 9.0079 | 0.5704 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 264309 | 318029 | 43476 | -1710 | 268924 | -23892 |
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 1.90976 } } }
{ "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": [ [ 117583.3841935863, 71553.7990458866, 46029.5851476997, 139740.8216872705, 76905.7072775634, 62835.1144097071 ], [ 117.583384, 71.553799, 46.029585, 139.740822, 76.905707, 62.835114 ], [ 0.451514, 0.274763, 0.176751, 0.336325, 0.219289, 0.187399 ], [ 10, 10, 10, 10, 10, 10 ], [ -62197, -39402, -40582, -128688, -74568, -74951 ], [ 1.302022, 1.35363, 1.246174, 1.193232, 1.208012, 1.177772 ], [ 297, 148, 149, 297, 148, 149 ], [ 156, 74, 82, 156, 74, 82 ], [ 141, 74, 67, 141, 74, 67 ], [ 52.525253, 50, 55.033557, 52.525253, 50, 55.033557 ], [ 1.176828, 1.35363, 1.018215, 1.078498, 1.208012, 0.962326 ], [ 26141, 26141, 13517, 47364, 47364, 21597 ], [ -13268, -13268, -11964, -21029, -20806, -21029 ], [ 83, 83, 82, 83, 83, 82 ], [ 70, 68, 72, 70, 68, 72 ], [ 97, 98, 95, 97, 98, 95 ], [ 24676, 12323, 12353, 24676, 12323, 12353 ], [ 0.570398, 9.007898, 0.570398, 0.570399, 9.007899, 0.570399 ], [ 2, 7, 1, 2, 7, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 264309, 318029, 43476, -1710, 268924, -23892 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735314300000, "first_datapoint_time": 1735529400000, "last_datapoint_time": 1757813400000, "evaluation_time": 1757814082437, "expiration_time": 1764293400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 1.90976 } } }
# | 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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