Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65432.0657 | 38342.0911 | 27089.9746 | 55102.2428 | 52769.8784 | 2332.3644 |
Total P&L (%) | 65.4321 | 38.3421 | 27.09 | 55.1022 | 52.7699 | 2.3324 |
Avg Daily Profit (%) | 0.2513 | 0.1472 | 0.104 | 0.1687 | 0.1629 | 0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39586 | -16977 | -40621 | -78490 | -26216 | -81374 |
Profit Factor | 1.5956 | 2.2439 | 1.3428 | 1.2998 | 2.1083 | 1.0171 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 60 | 54.5455 | 65.625 | 60 | 54.5455 | 65.625 |
Ratio Avg Win / Avg Loss | 1.0637 | 1.87 | 0.7034 | 0.8665 | 1.7569 | 0.5328 |
Largest Winning Trade | 31499 | 31499 | 23914 | 49096 | 49096 | 24401 |
Largest Losing Trade | -35478 | -8722 | -35478 | -71727 | -14367 | -71727 |
Avg Bars in Trades | 352 | 166 | 544 | 352 | 166 | 544 |
Avg Bars in Winners | 364 | 238 | 472 | 364 | 238 | 472 |
Avg Bars in Losers | 335 | 80 | 683 | 335 | 80 | 683 |
Bars Traded | 22925 | 5490 | 17435 | 22925 | 5490 | 17435 |
Profit Streak | 0 | 0 | 13.3128 | 0 | 0 | 13.3128 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126454 | 164641 | -57596 | -131322 | 335990 | -548930 |
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736662500000, "first_datapoint_time": 1736859600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759162529648, "expiration_time": 1765641600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "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": [ [ 65432.0657302864, 38342.0910955288, 27089.9746347574, 55102.2428343602, 52769.8783993456, 2332.3644350146 ], [ 65.432066, 38.342091, 27.089975, 55.102243, 52.769878, 2.332364 ], [ 0.251256, 0.147232, 0.104024, 0.168683, 0.162855, 0.008854 ], [ 10, 10, 10, 10, 10, 10 ], [ -39586, -16977, -40621, -78490, -26216, -81374 ], [ 1.595608, 2.243948, 1.342761, 1.299803, 2.108309, 1.017127 ], [ 65, 33, 32, 65, 33, 32 ], [ 39, 18, 21, 39, 18, 21 ], [ 26, 15, 11, 26, 15, 11 ], [ 60, 54.545455, 65.625, 60, 54.545455, 65.625 ], [ 1.063739, 1.869957, 0.703351, 0.866535, 1.756924, 0.532781 ], [ 31499, 31499, 23914, 49096, 49096, 24401 ], [ -35478, -8722, -35478, -71727, -14367, -71727 ], [ 352, 166, 544, 352, 166, 544 ], [ 364, 238, 472, 364, 238, 472 ], [ 335, 80, 683, 335, 80, 683 ], [ 22925, 5490, 17435, 22925, 5490, 17435 ], [ 0, 0, 13.312843, 0, 0, 13.312843 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -126454, 164641, -57596, -131322, 335990, -548930 ] ] }
{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736662500000, "first_datapoint_time": 1736859600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759162529648, "expiration_time": 1765641600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 220, "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) |
---|