Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99281.6992 | 54115.3877 | 45166.3114 | 97910.887 | 62234.1178 | 35676.7692 |
Total P&L (%) | 99.2817 | 54.1154 | 45.1663 | 97.9109 | 62.2341 | 35.6768 |
Avg Daily Profit (%) | 0.3812 | 0.2078 | 0.1734 | 0.2625 | 0.186 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38610 | -41415 | -41201 | -55559 | -50750 | -53869 |
Profit Factor | 1.2162 | 1.2467 | 1.1883 | 1.1632 | 1.2196 | 1.1128 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Losing Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Profitability (%) | 52.4324 | 52.4324 | 52.4324 | 52.4324 | 52.4324 | 52.4324 |
Ratio Avg Win / Avg Loss | 1.1033 | 1.131 | 1.078 | 1.0553 | 1.1064 | 1.0095 |
Largest Winning Trade | 20498 | 20498 | 17106 | 33702 | 33702 | 15051 |
Largest Losing Trade | -12936 | -10578 | -12936 | -19746 | -19746 | -18018 |
Avg Bars in Trades | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Winners | 69 | 64 | 74 | 69 | 64 | 74 |
Avg Bars in Losers | 63 | 58 | 68 | 63 | 58 | 68 |
Bars Traded | 24686 | 11380 | 13306 | 24686 | 11380 | 13306 |
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 | 345450 | 205911 | -8446 | -31951 | 212723 | -136261 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735616700000, "first_datapoint_time": 1735821900000, "last_datapoint_time": 1758115800000, "evaluation_time": 1758116364815, "expiration_time": 1764595800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 229, "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": [ [ 99281.6991514025, 54115.3877235626, 45166.3114278397, 97910.8869602846, 62234.1178051137, 35676.7691551709 ], [ 99.281699, 54.115388, 45.166311, 97.910887, 62.234118, 35.676769 ], [ 0.381237, 0.2078, 0.173436, 0.262477, 0.185977, 0.117228 ], [ 10, 10, 10, 10, 10, 10 ], [ -38610, -41415, -41201, -55559, -50750, -53869 ], [ 1.216177, 1.246671, 1.188288, 1.163242, 1.219592, 1.112765 ], [ 370, 185, 185, 370, 185, 185 ], [ 194, 97, 97, 194, 97, 97 ], [ 176, 88, 88, 176, 88, 88 ], [ 52.432432, 52.432432, 52.432432, 52.432432, 52.432432, 52.432432 ], [ 1.103335, 1.131, 1.078034, 1.055312, 1.106434, 1.009519 ], [ 20498, 20498, 17106, 33702, 33702, 15051 ], [ -12936, -10578, -12936, -19746, -19746, -18018 ], [ 66, 61, 71, 66, 61, 71 ], [ 69, 64, 74, 69, 64, 74 ], [ 63, 58, 68, 63, 58, 68 ], [ 24686, 11380, 13306, 24686, 11380, 13306 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345450, 205911, -8446, -31951, 212723, -136261 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735616700000, "first_datapoint_time": 1735821900000, "last_datapoint_time": 1758115800000, "evaluation_time": 1758116364815, "expiration_time": 1764595800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 229, "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) |
---|