Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111116.5713 | 63123.8054 | 47992.7659 | 133235.1471 | 89862.735 | 43372.412 |
Total P&L (%) | 111.1166 | 63.1238 | 47.9928 | 133.2351 | 89.8627 | 43.3724 |
Avg Daily Profit (%) | 0.7999 | 0.4544 | 0.3455 | 0.6115 | 0.4626 | 0.2597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46664 | -29618 | -40862 | -63520 | -35779 | -58572 |
Profit Factor | 1.4627 | 1.6036 | 1.354 | 1.4086 | 1.7054 | 1.2183 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 63.5359 | 65.9341 | 61.1111 | 63.5359 | 65.9341 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.8395 | 0.8285 | 0.8616 | 0.8084 | 0.8811 | 0.7753 |
Largest Winning Trade | 13228 | 8983 | 13228 | 23211 | 13953 | 23211 |
Largest Losing Trade | -35025 | -18817 | -35025 | -49329 | -21541 | -49329 |
Avg Bars in Trades | 71 | 73 | 69 | 71 | 73 | 69 |
Avg Bars in Winners | 59 | 67 | 51 | 59 | 67 | 51 |
Avg Bars in Losers | 91 | 85 | 96 | 91 | 85 | 96 |
Bars Traded | 12904 | 6683 | 6221 | 12904 | 6683 | 6221 |
Profit Streak | 139.3605 | 140.1939 | 139.3605 | 139.3605 | 140.1939 | 139.3605 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519569 | 389041 | 216574 | 449689 | 415134 | 145528 |
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{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "offset": 97 } } }
{ "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": [ [ 111116.5713244414, 63123.8054052077, 47992.7659192337, 133235.1470693175, 89862.735026938, 43372.4120423795 ], [ 111.116571, 63.123805, 47.992766, 133.235147, 89.862735, 43.372412 ], [ 0.799918, 0.454422, 0.345495, 0.611521, 0.462611, 0.259695 ], [ 10, 10, 10, 10, 10, 10 ], [ -46664, -29618, -40862, -63520, -35779, -58572 ], [ 1.462692, 1.603617, 1.35399, 1.40855, 1.705383, 1.218258 ], [ 181, 91, 90, 181, 91, 90 ], [ 115, 60, 55, 115, 60, 55 ], [ 66, 31, 35, 66, 31, 35 ], [ 63.535912, 65.934066, 61.111111, 63.535912, 65.934066, 61.111111 ], [ 0.839458, 0.828535, 0.86163, 0.808385, 0.881115, 0.775255 ], [ 13228, 8983, 13228, 23211, 13953, 23211 ], [ -35025, -18817, -35025, -49329, -21541, -49329 ], [ 71, 73, 69, 71, 73, 69 ], [ 59, 67, 51, 59, 67, 51 ], [ 91, 85, 96, 91, 85, 96 ], [ 12904, 6683, 6221, 12904, 6683, 6221 ], [ 139.360529, 140.193862, 139.360529, 139.360529, 140.193862, 139.360529 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 519569, 389041, 216574, 449689, 415134, 145528 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736421300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760022549700, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "offset": 97 } } }
# | 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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