Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109506.7648 | 55351.1885 | 54155.5763 | 124552.7214 | 73134.5094 | 51418.212 |
Total P&L (%) | 109.5068 | 55.3512 | 54.1556 | 124.5527 | 73.1345 | 51.4182 |
Avg Daily Profit (%) | 0.4205 | 0.2125 | 0.208 | 0.3111 | 0.211 | 0.1594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53114 | -44639 | -27391 | -118163 | -65039 | -62078 |
Profit Factor | 1.4137 | 1.3769 | 1.4596 | 1.288 | 1.3117 | 1.2599 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 109 | 62 | 47 | 109 | 62 | 47 |
Profitability (%) | 40.1099 | 31.8681 | 48.3516 | 40.1099 | 31.8681 | 48.3516 |
Ratio Avg Win / Avg Loss | 2.1109 | 2.9437 | 1.5591 | 1.9232 | 2.8044 | 1.3458 |
Largest Winning Trade | 33414 | 33414 | 15406 | 52794 | 52794 | 22846 |
Largest Losing Trade | -13563 | -10587 | -13563 | -32757 | -13348 | -32757 |
Avg Bars in Trades | 134 | 134 | 134 | 134 | 134 | 134 |
Avg Bars in Winners | 206 | 235 | 187 | 206 | 235 | 187 |
Avg Bars in Losers | 86 | 87 | 85 | 86 | 87 | 85 |
Bars Traded | 24459 | 12224 | 12235 | 24459 | 12224 | 12235 |
Profit Streak | 14.7432 | 15.3995 | 14.7432 | 14.7432 | 15.3995 | 14.7432 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313181 | 41236 | 271036 | 251872 | 61584 | 165604 |
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 42, "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": [ [ 109506.764778585, 55351.1885205608, 54155.5762580243, 124552.7214430725, 73134.5094075813, 51418.212035491 ], [ 109.506765, 55.351189, 54.155576, 124.552721, 73.134509, 51.418212 ], [ 0.420501, 0.212546, 0.207955, 0.311112, 0.210997, 0.159437 ], [ 10, 10, 10, 10, 10, 10 ], [ -53114, -44639, -27391, -118163, -65039, -62078 ], [ 1.413701, 1.376879, 1.459595, 1.288015, 1.311734, 1.259889 ], [ 182, 91, 91, 182, 91, 91 ], [ 73, 29, 44, 73, 29, 44 ], [ 109, 62, 47, 109, 62, 47 ], [ 40.10989, 31.868132, 48.351648, 40.10989, 31.868132, 48.351648 ], [ 2.110868, 2.943672, 1.559113, 1.9232, 2.804397, 1.34579 ], [ 33414, 33414, 15406, 52794, 52794, 22846 ], [ -13563, -10587, -13563, -32757, -13348, -32757 ], [ 134, 134, 134, 134, 134, 134 ], [ 206, 235, 187, 206, 235, 187 ], [ 86, 87, 85, 86, 87, 85 ], [ 24459, 12224, 12235, 24459, 12224, 12235 ], [ 14.743223, 15.399473, 14.743223, 14.743224, 15.399474, 14.743224 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313181, 41236, 271036, 251872, 61584, 165604 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735987500000, "first_datapoint_time": 1736200800000, "last_datapoint_time": 1758486600000, "evaluation_time": 1758486914516, "expiration_time": 1764966600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 42, "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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