Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85650.5072 | 15869.7536 | 69780.7537 | 106885.6222 | 13745.1541 | 93140.4681 |
Total P&L (%) | 85.6505 | 15.8698 | 69.7808 | 106.8856 | 13.7452 | 93.1405 |
Avg Daily Profit (%) | 0.3289 | 0.0609 | 0.268 | 0.2796 | 0.0495 | 0.2531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30661 | -22094 | -16658 | -61680 | -45089 | -30621 |
Profit Factor | 1.9224 | 1.2772 | 2.9594 | 1.6104 | 1.1256 | 2.4186 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 62.5 | 56.25 | 68.75 | 62.5 | 56.25 | 68.75 |
Ratio Avg Win / Avg Loss | 1.1534 | 0.9934 | 1.3452 | 0.9662 | 0.8755 | 1.0994 |
Largest Winning Trade | 30108 | 18413 | 30108 | 33727 | 31072 | 33727 |
Largest Losing Trade | -11584 | -11584 | -11536 | -25011 | -25011 | -22006 |
Avg Bars in Trades | 359 | 321 | 396 | 359 | 321 | 396 |
Avg Bars in Winners | 346 | 294 | 388 | 346 | 294 | 388 |
Avg Bars in Losers | 380 | 356 | 415 | 380 | 356 | 415 |
Bars Traded | 22984 | 10287 | 12697 | 22984 | 10287 | 12697 |
Profit Streak | 33.8536 | 33.8536 | 72.5828 | 33.8536 | 33.8536 | 72.5828 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130445 | -122090 | 545613 | -133136 | -259337 | 503995 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736713800000, "first_datapoint_time": 1736930700000, "last_datapoint_time": 1759212900000, "evaluation_time": 1759213750950, "expiration_time": 1765692900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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": [ [ 85650.5072451703, 15869.7535532973, 69780.753691873, 106885.6222261085, 13745.154105133, 93140.4681209755 ], [ 85.650507, 15.869754, 69.780754, 106.885622, 13.745154, 93.140468 ], [ 0.328894, 0.060939, 0.267955, 0.279553, 0.049467, 0.253084 ], [ 10, 10, 10, 10, 10, 10 ], [ -30661, -22094, -16658, -61680, -45089, -30621 ], [ 1.922361, 1.27722, 2.959365, 1.610399, 1.125582, 2.418617 ], [ 64, 32, 32, 64, 32, 32 ], [ 40, 18, 22, 40, 18, 22 ], [ 24, 14, 10, 24, 14, 10 ], [ 62.5, 56.25, 68.75, 62.5, 56.25, 68.75 ], [ 1.153417, 0.993393, 1.345166, 0.96624, 0.875452, 1.099371 ], [ 30108, 18413, 30108, 33727, 31072, 33727 ], [ -11584, -11584, -11536, -25011, -25011, -22006 ], [ 359, 321, 396, 359, 321, 396 ], [ 346, 294, 388, 346, 294, 388 ], [ 380, 356, 415, 380, 356, 415 ], [ 22984, 10287, 12697, 22984, 10287, 12697 ], [ 33.853599, 33.853599, 72.582766, 33.853599, 33.853599, 72.582766 ], [ 6, 3, 4, 6, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -130445, -122090, 545613, -133136, -259337, 503995 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736713800000, "first_datapoint_time": 1736930700000, "last_datapoint_time": 1759212900000, "evaluation_time": 1759213750950, "expiration_time": 1765692900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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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