Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124811.8136 | 62494.5198 | 62317.2938 | 162447.5841 | 66401.9895 | 96045.5946 |
Total P&L (%) | 124.8118 | 62.4945 | 62.3173 | 162.4476 | 66.402 | 96.0456 |
Avg Daily Profit (%) | 0.4793 | 0.24 | 0.2393 | 0.3712 | 0.1957 | 0.2588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54820 | -31717 | -41547 | -192002 | -122278 | -129951 |
Profit Factor | 1.347 | 1.3302 | 1.3656 | 1.1643 | 1.1276 | 1.205 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Losing Trades | 144 | 70 | 74 | 144 | 70 | 74 |
Profitability (%) | 50.5155 | 51.7241 | 49.3151 | 50.5155 | 51.7241 | 49.3151 |
Ratio Avg Win / Avg Loss | 1.3195 | 1.2415 | 1.4035 | 1.1405 | 1.0525 | 1.2384 |
Largest Winning Trade | 27241 | 27241 | 17868 | 74753 | 74753 | 41486 |
Largest Losing Trade | -13320 | -13320 | -10662 | -36454 | -36454 | -30588 |
Avg Bars in Trades | 84 | 84 | 84 | 84 | 84 | 84 |
Avg Bars in Winners | 79 | 73 | 86 | 79 | 73 | 86 |
Avg Bars in Losers | 89 | 95 | 83 | 89 | 95 | 83 |
Bars Traded | 24574 | 12224 | 12350 | 24574 | 12224 | 12350 |
Profit Streak | 2.1415 | 3.2353 | 2.1415 | 2.1415 | 3.2353 | 2.1415 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327218 | 196647 | 149557 | -32012 | -75041 | 138671 |
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{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 200, "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": [ [ 124811.8136094906, 62494.5197833057, 62317.2938261848, 162447.584095296, 66401.9895234715, 96045.5945718244 ], [ 124.811814, 62.49452, 62.317294, 162.447584, 66.40199, 96.045595 ], [ 0.479271, 0.239976, 0.239295, 0.371197, 0.195736, 0.258831 ], [ 10, 10, 10, 10, 10, 10 ], [ -54820, -31717, -41547, -192002, -122278, -129951 ], [ 1.346965, 1.330188, 1.365593, 1.164291, 1.127645, 1.204976 ], [ 291, 145, 146, 291, 145, 146 ], [ 147, 75, 72, 147, 75, 72 ], [ 144, 70, 74, 144, 70, 74 ], [ 50.515464, 51.724138, 49.315068, 50.515464, 51.724138, 49.315068 ], [ 1.319476, 1.241509, 1.403526, 1.14053, 1.052468, 1.238448 ], [ 27241, 27241, 17868, 74753, 74753, 41486 ], [ -13320, -13320, -10662, -36454, -36454, -30588 ], [ 84, 84, 84, 84, 84, 84 ], [ 79, 73, 86, 79, 73, 86 ], [ 89, 95, 83, 89, 95, 83 ], [ 24574, 12224, 12350, 24574, 12224, 12350 ], [ 2.141525, 3.235275, 2.141525, 2.141525, 3.235275, 2.141525 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327218, 196647, 149557, -32012, -75041, 138671 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735008300000, "first_datapoint_time": 1735219800000, "last_datapoint_time": 1757507400000, "evaluation_time": 1757507927768, "expiration_time": 1763987400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 200, "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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