Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117498.4025 | 64768.6314 | 52729.7711 | 142548.5238 | 86250.7176 | 56297.8062 |
Total P&L (%) | 117.4984 | 64.7686 | 52.7298 | 142.5485 | 86.2507 | 56.2978 |
Avg Daily Profit (%) | 0.4512 | 0.2487 | 0.2025 | 0.3408 | 0.2391 | 0.1716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36303 | -46660 | -32603 | -65059 | -59473 | -57650 |
Profit Factor | 1.7608 | 1.8841 | 1.6496 | 1.5791 | 1.7667 | 1.4212 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 50 | 39.3939 | 60.6061 | 50 | 39.3939 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.7608 | 2.8986 | 1.0722 | 1.5791 | 2.718 | 0.9238 |
Largest Winning Trade | 35466 | 35466 | 22512 | 63732 | 63732 | 38038 |
Largest Losing Trade | -11335 | -11335 | -11273 | -23109 | -23109 | -19346 |
Avg Bars in Trades | 376 | 261 | 490 | 376 | 261 | 490 |
Avg Bars in Winners | 463 | 382 | 515 | 463 | 382 | 515 |
Avg Bars in Losers | 289 | 183 | 451 | 289 | 183 | 451 |
Bars Traded | 24827 | 8644 | 16183 | 24827 | 8644 | 16183 |
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 | -116788 | 205929 | 304502 | -118170 | 207374 | 200792 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735718400000, "first_datapoint_time": 1735776000000, "last_datapoint_time": 1758217500000, "evaluation_time": 1758217896669, "expiration_time": 1764697500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 65, "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": [ [ 117498.4025039601, 64768.6313953969, 52729.7711085633, 142548.5237909353, 86250.7176102841, 56297.8061806513 ], [ 117.498403, 64.768631, 52.729771, 142.548524, 86.250718, 56.297806 ], [ 0.451188, 0.248708, 0.20248, 0.340811, 0.239101, 0.171637 ], [ 10, 10, 10, 10, 10, 10 ], [ -36303, -46660, -32603, -65059, -59473, -57650 ], [ 1.76084, 1.884075, 1.649614, 1.579096, 1.766705, 1.421197 ], [ 66, 33, 33, 66, 33, 33 ], [ 33, 13, 20, 33, 13, 20 ], [ 33, 20, 13, 33, 20, 13 ], [ 50, 39.393939, 60.606061, 50, 39.393939, 60.606061 ], [ 1.76084, 2.898577, 1.072249, 1.579096, 2.718008, 0.923778 ], [ 35466, 35466, 22512, 63732, 63732, 38038 ], [ -11335, -11335, -11273, -23109, -23109, -19346 ], [ 376, 261, 490, 376, 261, 490 ], [ 463, 382, 515, 463, 382, 515 ], [ 289, 183, 451, 289, 183, 451 ], [ 24827, 8644, 16183, 24827, 8644, 16183 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -116788, 205929, 304502, -118170, 207374, 200792 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735718400000, "first_datapoint_time": 1735776000000, "last_datapoint_time": 1758217500000, "evaluation_time": 1758217896669, "expiration_time": 1764697500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 65, "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) |
---|