Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123884.0643 | 62092.1906 | 61791.8737 | 150405.8096 | 83903.9344 | 66501.8752 |
Total P&L (%) | 123.8841 | 62.0922 | 61.7919 | 150.4058 | 83.9039 | 66.5019 |
Avg Daily Profit (%) | 0.4757 | 0.2384 | 0.2373 | 0.3531 | 0.2342 | 0.196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49407 | -44964 | -26835 | -71295 | -62671 | -38284 |
Profit Factor | 1.2904 | 1.2659 | 1.32 | 1.2528 | 1.2581 | 1.2464 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 159 | 72 | 87 | 159 | 72 | 87 |
Losing Trades | 215 | 115 | 100 | 215 | 115 | 100 |
Profitability (%) | 42.5134 | 38.5027 | 46.5241 | 42.5134 | 38.5027 | 46.5241 |
Ratio Avg Win / Avg Loss | 1.7449 | 2.022 | 1.5172 | 1.694 | 2.0094 | 1.4327 |
Largest Winning Trade | 43064 | 43064 | 23109 | 52817 | 52817 | 24594 |
Largest Losing Trade | -11706 | -9883 | -11706 | -16450 | -11508 | -16450 |
Avg Bars in Trades | 66 | 70 | 61 | 66 | 70 | 61 |
Avg Bars in Winners | 90 | 100 | 81 | 90 | 100 | 81 |
Avg Bars in Losers | 48 | 52 | 43 | 48 | 52 | 43 |
Bars Traded | 24697 | 13206 | 11491 | 24697 | 13206 | 11491 |
Profit Streak | 0 | 0 | 5.1264 | 0 | 0 | 5.1264 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315433 | 106778 | 255614 | 269436 | 122736 | 198030 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736170200000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758596522754, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 123884.0643122117, 62092.1906098869, 61791.8737023248, 150405.8095510734, 83903.9343754823, 66501.8751755912 ], [ 123.884064, 62.092191, 61.791874, 150.40581, 83.903934, 66.501875 ], [ 0.475709, 0.238431, 0.237278, 0.353096, 0.23422, 0.195966 ], [ 10, 10, 10, 10, 10, 10 ], [ -49407, -44964, -26835, -71295, -62671, -38284 ], [ 1.290389, 1.265929, 1.319962, 1.252801, 1.258085, 1.246436 ], [ 374, 187, 187, 374, 187, 187 ], [ 159, 72, 87, 159, 72, 87 ], [ 215, 115, 100, 215, 115, 100 ], [ 42.513369, 38.502674, 46.524064, 42.513369, 38.502674, 46.524064 ], [ 1.744865, 2.021969, 1.517198, 1.69404, 2.009441, 1.432685 ], [ 43064, 43064, 23109, 52817, 52817, 24594 ], [ -11706, -9883, -11706, -16450, -11508, -16450 ], [ 66, 70, 61, 66, 70, 61 ], [ 90, 100, 81, 90, 100, 81 ], [ 48, 52, 43, 48, 52, 43 ], [ 24697, 13206, 11491, 24697, 13206, 11491 ], [ 0, 0, 5.126421, 0, 0, 5.126421 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315433, 106778, 255614, 269436, 122736, 198030 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736066700000, "first_datapoint_time": 1736170200000, "last_datapoint_time": 1758565800000, "evaluation_time": 1758596522754, "expiration_time": 1765045800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|