Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109483.2365 | 60343.1648 | 49140.0716 | 126368.944 | 74849.2656 | 51519.6784 |
Total P&L (%) | 109.4832 | 60.3432 | 49.1401 | 126.3689 | 74.8493 | 51.5197 |
Avg Daily Profit (%) | 0.4204 | 0.2317 | 0.1887 | 0.3142 | 0.2148 | 0.1597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54509 | -42816 | -30375 | -125292 | -94941 | -59568 |
Profit Factor | 1.2783 | 1.2957 | 1.2596 | 1.18 | 1.2015 | 1.1557 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 158 | 83 | 75 | 158 | 83 | 75 |
Losing Trades | 153 | 72 | 81 | 153 | 72 | 81 |
Profitability (%) | 50.8039 | 53.5484 | 48.0769 | 50.8039 | 53.5484 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.2379 | 1.124 | 1.3604 | 1.1426 | 1.0423 | 1.2482 |
Largest Winning Trade | 23289 | 23289 | 13170 | 49989 | 49989 | 21682 |
Largest Losing Trade | -10706 | -10706 | -9660 | -28757 | -28757 | -18118 |
Avg Bars in Trades | 78 | 80 | 76 | 78 | 80 | 76 |
Avg Bars in Winners | 84 | 75 | 94 | 84 | 75 | 94 |
Avg Bars in Losers | 73 | 87 | 60 | 73 | 87 | 60 |
Bars Traded | 24517 | 12545 | 11971 | 24517 | 12545 | 11971 |
Profit Streak | 3.8109 | 3.9359 | 3.8109 | 3.8109 | 3.9359 | 3.8109 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371298 | 245071 | 148822 | -13106 | 242331 | -44976 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735374600000, "first_datapoint_time": 1735574400000, "last_datapoint_time": 1757873700000, "evaluation_time": 1757874461081, "expiration_time": 1764353700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 109483.2364809976, 60343.1648348256, 49140.0716461719, 126368.9440023326, 74849.2656494028, 51519.6783529298 ], [ 109.483236, 60.343165, 49.140072, 126.368944, 74.849266, 51.519678 ], [ 0.42041, 0.231715, 0.188695, 0.314215, 0.214789, 0.159695 ], [ 10, 10, 10, 10, 10, 10 ], [ -54509, -42816, -30375, -125292, -94941, -59568 ], [ 1.278313, 1.295666, 1.259603, 1.179969, 1.201541, 1.155749 ], [ 311, 155, 156, 311, 155, 156 ], [ 158, 83, 75, 158, 83, 75 ], [ 153, 72, 81, 153, 72, 81 ], [ 50.803859, 53.548387, 48.076923, 50.803859, 53.548387, 48.076923 ], [ 1.23786, 1.123951, 1.360371, 1.142628, 1.042301, 1.248209 ], [ 23289, 23289, 13170, 49989, 49989, 21682 ], [ -10706, -10706, -9660, -28757, -28757, -18118 ], [ 78, 80, 76, 78, 80, 76 ], [ 84, 75, 94, 84, 75, 94 ], [ 73, 87, 60, 73, 87, 60 ], [ 24517, 12545, 11971, 24517, 12545, 11971 ], [ 3.810892, 3.935892, 3.810892, 3.810892, 3.935892, 3.810892 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 371298, 245071, 148822, -13106, 242331, -44976 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735374600000, "first_datapoint_time": 1735574400000, "last_datapoint_time": 1757873700000, "evaluation_time": 1757874461081, "expiration_time": 1764353700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 130, "offset": 0, "scalar": 1 } } }
# | 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) |
---|