Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96896.0703 | 45467.3586 | 51428.7116 | 102915.365 | 55969.5823 | 46945.7827 |
Total P&L (%) | 96.8961 | 45.4674 | 51.4287 | 102.9154 | 55.9696 | 46.9458 |
Avg Daily Profit (%) | 0.3721 | 0.1746 | 0.1975 | 0.2721 | 0.1708 | 0.1479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67057 | -35333 | -62972 | -179214 | -73351 | -143515 |
Profit Factor | 1.2046 | 1.192 | 1.2172 | 1.1133 | 1.1267 | 1.1007 |
Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
Winning Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Losing Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Profitability (%) | 52.5943 | 52.8302 | 52.3585 | 52.5943 | 52.8302 | 52.3585 |
Ratio Avg Win / Avg Loss | 1.0858 | 1.0643 | 1.1076 | 1.0035 | 1.006 | 1.0015 |
Largest Winning Trade | 18224 | 18224 | 12027 | 24893 | 24893 | 20601 |
Largest Losing Trade | -13068 | -13068 | -7523 | -26168 | -26168 | -21254 |
Avg Bars in Trades | 58 | 58 | 57 | 58 | 58 | 57 |
Avg Bars in Winners | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Losers | 67 | 71 | 63 | 67 | 71 | 63 |
Bars Traded | 24663 | 12493 | 12170 | 24663 | 12493 | 12170 |
Profit Streak | 0 | 4.3567 | 0 | 0 | 4.3567 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350992 | -3539 | 194540 | -86457 | -74600 | -107527 |
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735739100000, "first_datapoint_time": 1735934400000, "last_datapoint_time": 1758238200000, "evaluation_time": 1758238420161, "expiration_time": 1764718200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 218, "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": [ [ 96896.0702867825, 45467.3586407586, 51428.7116460238, 102915.3649892402, 55969.5823321111, 46945.782657129 ], [ 96.89607, 45.467359, 51.428712, 102.915365, 55.969582, 46.945783 ], [ 0.372076, 0.174592, 0.197484, 0.272092, 0.170828, 0.147906 ], [ 10, 10, 10, 10, 10, 10 ], [ -67057, -35333, -62972, -179214, -73351, -143515 ], [ 1.204624, 1.192017, 1.217233, 1.113341, 1.126717, 1.100671 ], [ 424, 212, 212, 424, 212, 212 ], [ 223, 112, 111, 223, 112, 111 ], [ 201, 100, 101, 201, 100, 101 ], [ 52.59434, 52.830189, 52.358491, 52.59434, 52.830189, 52.358491 ], [ 1.085782, 1.0643, 1.107572, 1.003504, 1.005997, 1.001512 ], [ 18224, 18224, 12027, 24893, 24893, 20601 ], [ -13068, -13068, -7523, -26168, -26168, -21254 ], [ 58, 58, 57, 58, 58, 57 ], [ 49, 47, 51, 49, 47, 51 ], [ 67, 71, 63, 67, 71, 63 ], [ 24663, 12493, 12170, 24663, 12493, 12170 ], [ 0, 4.356715, 0, 0, 4.356715, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350992, -3539, 194540, -86457, -74600, -107527 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1735739100000, "first_datapoint_time": 1735934400000, "last_datapoint_time": 1758238200000, "evaluation_time": 1758238420161, "expiration_time": 1764718200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 218, "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) |
---|