Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129307.2756 | 31545.291 | 97761.9846 | 192716.8047 | 61324.3567 | 131392.448 |
Total P&L (%) | 129.3073 | 31.5453 | 97.762 | 192.7168 | 61.3244 | 131.3924 |
Avg Daily Profit (%) | 0.4965 | 0.1211 | 0.3754 | 0.4133 | 0.1838 | 0.3227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36387 | -27571 | -24202 | -61511 | -34509 | -46551 |
Profit Factor | 1.6482 | 1.2695 | 2.1858 | 1.5971 | 1.3551 | 1.8757 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 62.2047 | 59.375 | 65.0794 | 62.2047 | 59.375 | 65.0794 |
Ratio Avg Win / Avg Loss | 1.0014 | 0.8686 | 1.1729 | 0.9704 | 0.9272 | 1.0065 |
Largest Winning Trade | 17308 | 12948 | 17308 | 27920 | 27498 | 27920 |
Largest Losing Trade | -22038 | -22038 | -17276 | -36701 | -29566 | -36701 |
Avg Bars in Trades | 192 | 192 | 191 | 192 | 192 | 191 |
Avg Bars in Winners | 160 | 158 | 162 | 160 | 158 | 162 |
Avg Bars in Losers | 245 | 243 | 247 | 245 | 243 | 247 |
Bars Traded | 24436 | 12344 | 12092 | 24436 | 12344 | 12092 |
Profit Streak | 3.3929 | 3.3929 | 3.5388 | 3.3929 | 3.3929 | 3.5388 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445123 | -176179 | -134598 | 355517 | -134481 | -135648 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737017100000, "first_datapoint_time": 1737313200000, "last_datapoint_time": 1759516200000, "evaluation_time": 1759516850185, "expiration_time": 1765996200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 89, "offset": 241 } } }
{ "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": [ [ 129307.2755701513, 31545.2909585752, 97761.984611576, 192716.80466151, 61324.3566844922, 131392.4479770176 ], [ 129.307276, 31.545291, 97.761985, 192.716805, 61.324357, 131.392448 ], [ 0.496534, 0.121132, 0.375401, 0.413276, 0.183813, 0.32267 ], [ 10, 10, 10, 10, 10, 10 ], [ -36387, -27571, -24202, -61511, -34509, -46551 ], [ 1.648214, 1.269532, 2.185779, 1.5971, 1.355081, 1.875661 ], [ 127, 64, 63, 127, 64, 63 ], [ 79, 38, 41, 79, 38, 41 ], [ 48, 26, 22, 48, 26, 22 ], [ 62.204724, 59.375, 65.079365, 62.204724, 59.375, 65.079365 ], [ 1.001446, 0.868627, 1.172857, 0.97039, 0.927161, 1.006452 ], [ 17308, 12948, 17308, 27920, 27498, 27920 ], [ -22038, -22038, -17276, -36701, -29566, -36701 ], [ 192, 192, 191, 192, 192, 191 ], [ 160, 158, 162, 160, 158, 162 ], [ 245, 243, 247, 245, 243, 247 ], [ 24436, 12344, 12092, 24436, 12344, 12092 ], [ 3.392942, 3.392942, 3.538775, 3.392942, 3.392942, 3.538775 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 445123, -176179, -134598, 355517, -134481, -135648 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737017100000, "first_datapoint_time": 1737313200000, "last_datapoint_time": 1759516200000, "evaluation_time": 1759516850185, "expiration_time": 1765996200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 89, "offset": 241 } } }
# | 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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