Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123915.9078 | 72737.5839 | 51178.3239 | 141346.7549 | 83683.4755 | 57663.2794 |
Total P&L (%) | 123.9159 | 72.7376 | 51.1783 | 141.3468 | 83.6835 | 57.6633 |
Avg Daily Profit (%) | 0.4758 | 0.2793 | 0.1965 | 0.3389 | 0.2338 | 0.175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57923 | -41219 | -52174 | -117474 | -80287 | -104854 |
Profit Factor | 1.3171 | 1.3776 | 1.2583 | 1.1879 | 1.2309 | 1.1479 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 168 | 87 | 81 | 168 | 87 | 81 |
Profitability (%) | 43.0508 | 41.2162 | 44.898 | 43.0508 | 41.2162 | 44.898 |
Ratio Avg Win / Avg Loss | 1.7423 | 1.9648 | 1.5442 | 1.5714 | 1.7555 | 1.4088 |
Largest Winning Trade | 26473 | 26473 | 24990 | 46865 | 46865 | 37381 |
Largest Losing Trade | -15279 | -11199 | -15279 | -30106 | -17437 | -30106 |
Avg Bars in Trades | 83 | 82 | 85 | 83 | 82 | 85 |
Avg Bars in Winners | 100 | 98 | 101 | 100 | 98 | 101 |
Avg Bars in Losers | 71 | 71 | 71 | 71 | 71 | 71 |
Bars Traded | 24703 | 12177 | 12526 | 24703 | 12177 | 12526 |
Profit Streak | 7.0615 | 7.8531 | 7.0615 | 7.0615 | 7.8531 | 7.0615 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370508 | 235942 | 158953 | -4937 | 189634 | -54105 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735397100000, "first_datapoint_time": 1735583400000, "last_datapoint_time": 1757896200000, "evaluation_time": 1757897010928, "expiration_time": 1764376200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 126, "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": [ [ 123915.9078314349, 72737.5839039635, 51178.3239274715, 141346.7549284904, 83683.4754861127, 57663.2794423777 ], [ 123.915908, 72.737584, 51.178324, 141.346755, 83.683475, 57.663279 ], [ 0.475831, 0.279309, 0.196522, 0.338897, 0.233759, 0.174983 ], [ 10, 10, 10, 10, 10, 10 ], [ -57923, -41219, -52174, -117474, -80287, -104854 ], [ 1.317109, 1.377636, 1.258275, 1.18787, 1.23085, 1.147907 ], [ 295, 148, 147, 295, 148, 147 ], [ 127, 61, 66, 127, 61, 66 ], [ 168, 87, 81, 168, 87, 81 ], [ 43.050847, 41.216216, 44.897959, 43.050847, 41.216216, 44.897959 ], [ 1.742318, 1.964826, 1.544247, 1.571356, 1.755474, 1.408795 ], [ 26473, 26473, 24990, 46865, 46865, 37381 ], [ -15279, -11199, -15279, -30106, -17437, -30106 ], [ 83, 82, 85, 83, 82, 85 ], [ 100, 98, 101, 100, 98, 101 ], [ 71, 71, 71, 71, 71, 71 ], [ 24703, 12177, 12526, 24703, 12177, 12526 ], [ 7.061469, 7.853136, 7.061469, 7.061469, 7.853136, 7.061469 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370508, 235942, 158953, -4937, 189634, -54105 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735397100000, "first_datapoint_time": 1735583400000, "last_datapoint_time": 1757896200000, "evaluation_time": 1757897010928, "expiration_time": 1764376200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 126, "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) |
---|