Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132488.2008 | 54548.7027 | 77939.4981 | 191676.0159 | 93798.8482 | 97877.1677 |
Total P&L (%) | 132.4882 | 54.5487 | 77.9395 | 191.676 | 93.7988 | 97.8772 |
Avg Daily Profit (%) | 0.5087 | 0.2095 | 0.2993 | 0.4119 | 0.2544 | 0.2624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49533 | -34052 | -52704 | -133452 | -87298 | -139306 |
Profit Factor | 1.2478 | 1.2187 | 1.2734 | 1.1487 | 1.1578 | 1.141 |
Total Trades | 635 | 317 | 318 | 635 | 317 | 318 |
Winning Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Losing Trades | 304 | 151 | 153 | 304 | 151 | 153 |
Profitability (%) | 52.126 | 52.3659 | 51.8868 | 52.126 | 52.3659 | 51.8868 |
Ratio Avg Win / Avg Loss | 1.1461 | 1.1085 | 1.1808 | 1.055 | 1.0532 | 1.058 |
Largest Winning Trade | 12850 | 12850 | 12543 | 28789 | 23448 | 28789 |
Largest Losing Trade | -16786 | -10433 | -16786 | -47335 | -26228 | -47335 |
Avg Bars in Trades | 38 | 36 | 41 | 38 | 36 | 41 |
Avg Bars in Winners | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Losers | 40 | 39 | 41 | 40 | 39 | 41 |
Bars Traded | 24757 | 11414 | 13344 | 24757 | 11414 | 13344 |
Profit Streak | 1.1331 | 1.6331 | 1.1331 | 1.1331 | 1.6331 | 1.1331 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351338 | 154617 | 198495 | -47762 | -40859 | -60169 |
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 185, "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": [ [ 132488.2007927207, 54548.7026837657, 77939.4981089551, 191676.0159014257, 93798.848183424, 97877.1677180024 ], [ 132.488201, 54.548703, 77.939498, 191.676016, 93.798848, 97.877168 ], [ 0.508748, 0.209464, 0.299284, 0.411903, 0.254394, 0.262411 ], [ 10, 10, 10, 10, 10, 10 ], [ -49533, -34052, -52704, -133452, -87298, -139306 ], [ 1.247841, 1.218654, 1.273381, 1.148726, 1.157769, 1.140982 ], [ 635, 317, 318, 635, 317, 318 ], [ 331, 166, 165, 331, 166, 165 ], [ 304, 151, 153, 304, 151, 153 ], [ 52.125984, 52.365931, 51.886792, 52.125984, 52.365931, 51.886792 ], [ 1.146054, 1.108535, 1.180772, 1.055023, 1.053151, 1.058001 ], [ 12850, 12850, 12543, 28789, 23448, 28789 ], [ -16786, -10433, -16786, -47335, -26228, -47335 ], [ 38, 36, 41, 38, 36, 41 ], [ 37, 32, 42, 37, 32, 42 ], [ 40, 39, 41, 40, 39, 41 ], [ 24757, 11414, 13344, 24757, 11414, 13344 ], [ 1.133108, 1.633108, 1.133108, 1.133108, 1.633108, 1.133108 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351338, 154617, 198495, -47762, -40859, -60169 ] ] }
{ "trading_pair": "HBAR_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736941500000, "first_datapoint_time": 1737107100000, "last_datapoint_time": 1759440600000, "evaluation_time": 1759441300564, "expiration_time": 1765920600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 185, "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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