Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78562.3071 | 12079.3305 | 66482.9766 | 92442.3564 | 23040.332 | 69402.0245 |
Total P&L (%) | 78.5623 | 12.0793 | 66.483 | 92.4424 | 23.0403 | 69.402 |
Avg Daily Profit (%) | 0.3017 | 0.0464 | 0.2553 | 0.2517 | 0.0797 | 0.2026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27040 | -11391 | -26786 | -62304 | -20224 | -58742 |
Profit Factor | 1.6429 | 1.2405 | 1.9238 | 1.4298 | 1.2959 | 1.5058 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 68.4932 | 62.1622 | 75 | 68.4932 | 62.1622 | 75 |
Ratio Avg Win / Avg Loss | 0.7557 | 0.7551 | 0.6413 | 0.6577 | 0.7888 | 0.5019 |
Largest Winning Trade | 12242 | 8768 | 12242 | 16090 | 12809 | 16090 |
Largest Losing Trade | -19838 | -10054 | -19838 | -47795 | -16076 | -47795 |
Avg Bars in Trades | 320 | 145 | 501 | 320 | 145 | 501 |
Avg Bars in Winners | 215 | 104 | 309 | 215 | 104 | 309 |
Avg Bars in Losers | 550 | 212 | 1075 | 550 | 212 | 1075 |
Bars Traded | 23407 | 5371 | 18036 | 23407 | 5371 | 18036 |
Profit Streak | 0 | 0 | 18.1619 | 0 | 0 | 18.1619 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66174 | -233808 | 437498 | -67724 | -92889 | 385072 |
{ "trading_pair": "SAND_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737092700000, "first_datapoint_time": 1737521100000, "last_datapoint_time": 1759591800000, "evaluation_time": 1759592284365, "expiration_time": 1766071800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 233, "offset": 244 } } }
{ "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": [ [ 78562.3070756165, 12079.3305007692, 66482.9765748473, 92442.3564346969, 23040.331961153, 69402.0244735438 ], [ 78.562307, 12.079331, 66.482977, 92.442356, 23.040332, 69.402024 ], [ 0.301675, 0.046384, 0.255291, 0.25169, 0.07965, 0.202611 ], [ 10, 10, 10, 10, 10, 10 ], [ -27040, -11391, -26786, -62304, -20224, -58742 ], [ 1.642929, 1.240494, 1.923796, 1.429785, 1.295873, 1.505781 ], [ 73, 37, 36, 73, 37, 36 ], [ 50, 23, 27, 50, 23, 27 ], [ 23, 14, 9, 23, 14, 9 ], [ 68.493151, 62.162162, 75, 68.493151, 62.162162, 75 ], [ 0.755747, 0.755083, 0.641265, 0.657701, 0.788792, 0.501927 ], [ 12242, 8768, 12242, 16090, 12809, 16090 ], [ -19838, -10054, -19838, -47795, -16076, -47795 ], [ 320, 145, 501, 320, 145, 501 ], [ 215, 104, 309, 215, 104, 309 ], [ 550, 212, 1075, 550, 212, 1075 ], [ 23407, 5371, 18036, 23407, 5371, 18036 ], [ 0, 0, 18.161856, 0, 0, 18.161856 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66174, -233808, 437498, -67724, -92889, 385072 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737092700000, "first_datapoint_time": 1737521100000, "last_datapoint_time": 1759591800000, "evaluation_time": 1759592284365, "expiration_time": 1766071800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 233, "offset": 244 } } }
# | 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) |
---|