Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87017.4077 | 10610.8538 | 76406.554 | 100978.2705 | 13564.932 | 87413.3386 |
Total P&L (%) | 87.0174 | 10.6109 | 76.4066 | 100.9783 | 13.5649 | 87.4133 |
Avg Daily Profit (%) | 0.3341 | 0.0407 | 0.2934 | 0.2684 | 0.0489 | 0.2415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29631 | -31823 | -15789 | -38670 | -35347 | -25502 |
Profit Factor | 1.4415 | 1.0809 | 2.1602 | 1.3596 | 1.0762 | 1.8508 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 64.1619 | 65.1163 | 63.2184 | 64.1619 | 65.1163 | 63.2184 |
Ratio Avg Win / Avg Loss | 0.8052 | 0.579 | 1.2569 | 0.7594 | 0.5765 | 1.0768 |
Largest Winning Trade | 9623 | 9623 | 9082 | 13383 | 13383 | 12182 |
Largest Losing Trade | -28219 | -28219 | -15486 | -31290 | -31290 | -23574 |
Avg Bars in Trades | 141 | 143 | 139 | 141 | 143 | 139 |
Avg Bars in Winners | 105 | 96 | 114 | 105 | 96 | 114 |
Avg Bars in Losers | 206 | 233 | 182 | 206 | 233 | 182 |
Bars Traded | 24532 | 12380 | 12152 | 24532 | 12380 | 12152 |
Profit Streak | 0 | 6.7501 | 0 | 0 | 6.7501 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338258 | -416827 | 420908 | 300009 | -319245 | 383444 |
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{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "offset": 173 } } }
{ "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": [ [ 87017.4077114348, 10610.8537606476, 76406.5539507871, 100978.2705452138, 13564.9319830468, 87413.338562167 ], [ 87.017408, 10.610854, 76.406554, 100.978271, 13.564932, 87.413339 ], [ 0.334143, 0.040745, 0.293397, 0.268398, 0.048858, 0.241496 ], [ 10, 10, 10, 10, 10, 10 ], [ -29631, -31823, -15789, -38670, -35347, -25502 ], [ 1.441517, 1.080856, 2.160219, 1.359611, 1.076183, 1.850813 ], [ 173, 86, 87, 173, 86, 87 ], [ 111, 56, 55, 111, 56, 55 ], [ 62, 30, 32, 62, 30, 32 ], [ 64.16185, 65.116279, 63.218391, 64.16185, 65.116279, 63.218391 ], [ 0.805171, 0.57903, 1.256855, 0.759422, 0.576527, 1.076836 ], [ 9623, 9623, 9082, 13383, 13383, 12182 ], [ -28219, -28219, -15486, -31290, -31290, -23574 ], [ 141, 143, 139, 141, 143, 139 ], [ 105, 96, 114, 105, 96, 114 ], [ 206, 233, 182, 206, 233, 182 ], [ 24532, 12380, 12152, 24532, 12380, 12152 ], [ 0, 6.750064, 0, 0, 6.750064, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338258, -416827, 420908, 300009, -319245, 383444 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737211500000, "first_datapoint_time": 1737423900000, "last_datapoint_time": 1759710600000, "evaluation_time": 1759711505508, "expiration_time": 1766190600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "offset": 173 } } }
# | 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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