Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808524.2365 | 569379.057 | 239145.1796 | 6278661.5166 | 1031726.1411 | 5246935.3755 |
Total P&L (%) | 808.5242 | 569.3791 | 239.1452 | 6278.6615 | 1031.7261 | 5246.9354 |
Avg Daily Profit (%) | 0.4252 | 0.2995 | 0.1258 | 0.2188 | 0.1277 | 0.2095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77872 | -95426 | -116888 | -3552707 | -5159057 | -2942380 |
Profit Factor | 2.1933 | 2.8205 | 1.6556 | 1.313 | 1.0904 | 1.607 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 50.3401 | 54.0541 | 46.5753 | 50.3401 | 54.0541 | 46.5753 |
Ratio Avg Win / Avg Loss | 2.1637 | 2.3974 | 1.8991 | 1.2953 | 0.9268 | 1.8433 |
Largest Winning Trade | 209545 | 209545 | 65351 | 3681268 | 3681268 | 2465787 |
Largest Losing Trade | -57164 | -33495 | -57164 | -2997315 | -2997315 | -1120391 |
Avg Bars in Trades | 75 | 50 | 100 | 75 | 50 | 100 |
Avg Bars in Winners | 106 | 57 | 164 | 106 | 57 | 164 |
Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
Bars Traded | 11068 | 3735 | 7333 | 11068 | 3735 | 7333 |
Profit Streak | 0 | 0 | 555.6378 | 0 | 0 | 555.6378 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524492 | -49383 | -94672 | 316615 | -208552 | -61545 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1557388800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759475904125, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 808524.2365471392, 569379.0569523249, 239145.1795948139, 6278661.5165676335, 1031726.1410971731, 5246935.375470458 ], [ 808.524237, 569.379057, 239.14518, 6278.661517, 1031.726141, 5246.935375 ], [ 0.425241, 0.299464, 0.125778, 0.218799, 0.127694, 0.209499 ], [ 10, 10, 10, 10, 10, 10 ], [ -77872, -95426, -116888, -3552707, -5159057, -2942380 ], [ 2.193339, 2.820493, 1.655605, 1.313023, 1.090388, 1.607021 ], [ 147, 74, 73, 147, 74, 73 ], [ 74, 40, 34, 74, 40, 34 ], [ 73, 34, 39, 73, 34, 39 ], [ 50.340136, 54.054054, 46.575342, 50.340136, 54.054054, 46.575342 ], [ 2.163699, 2.397419, 1.899077, 1.29528, 0.92683, 1.843347 ], [ 209545, 209545, 65351, 3681268, 3681268, 2465787 ], [ -57164, -33495, -57164, -2997315, -2997315, -1120391 ], [ 75, 50, 100, 75, 50, 100 ], [ 106, 57, 164, 106, 57, 164 ], [ 43, 42, 44, 43, 42, 44 ], [ 11068, 3735, 7333, 11068, 3735, 7333 ], [ 0, 0, 555.637779, 0, 0, 555.637779 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 524492, -49383, -94672, 316615, -208552, -61545 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1557388800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759475904125, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|