Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585758.1502 | 478621.2427 | 107136.9075 | 131603.0711 | 85855.8028 | 45747.2684 |
Total P&L (%) | 585.7582 | 478.6212 | 107.1369 | 131.6031 | 85.8558 | 45.7473 |
Avg Daily Profit (%) | 0.308 | 0.2516 | 0.0563 | 0.0442 | 0.0326 | 0.0198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138961 | -98180 | -99589 | -861580 | -694331 | -547371 |
Profit Factor | 1.9188 | 2.4209 | 1.3563 | 1.0479 | 1.0561 | 1.0375 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 43.0556 | 41.6667 | 44.4444 | 43.0556 | 41.6667 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.5378 | 3.3893 | 1.6954 | 1.3859 | 1.4786 | 1.2969 |
Largest Winning Trade | 388667 | 388667 | 57584 | 688773 | 688773 | 233022 |
Largest Losing Trade | -52092 | -39227 | -52092 | -256632 | -256632 | -251482 |
Avg Bars in Trades | 99 | 85 | 114 | 99 | 85 | 114 |
Avg Bars in Winners | 154 | 154 | 153 | 154 | 154 | 153 |
Avg Bars in Losers | 59 | 36 | 82 | 59 | 36 | 82 |
Bars Traded | 7197 | 3087 | 4110 | 7197 | 3087 | 4110 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73874 | 339555 | -118324 | -388254 | -311398 | -349497 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558612800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758961872887, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 1.55756 } } }
{ "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": [ [ 585758.1501607618, 478621.2426898821, 107136.9074708801, 131603.071124565, 85855.8027621801, 45747.2683623846 ], [ 585.75815, 478.621243, 107.136907, 131.603071, 85.855803, 45.747268 ], [ 0.30797, 0.251641, 0.056329, 0.044166, 0.032592, 0.019808 ], [ 10, 10, 10, 10, 10, 10 ], [ -138961, -98180, -99589, -861580, -694331, -547371 ], [ 1.918791, 2.420921, 1.3563, 1.047881, 1.056111, 1.037545 ], [ 72, 36, 36, 72, 36, 36 ], [ 31, 15, 16, 31, 15, 16 ], [ 41, 21, 20, 41, 21, 20 ], [ 43.055556, 41.666667, 44.444444, 43.055556, 41.666667, 44.444444 ], [ 2.537756, 3.38929, 1.695375, 1.385907, 1.478556, 1.296931 ], [ 388667, 388667, 57584, 688773, 688773, 233022 ], [ -52092, -39227, -52092, -256632, -256632, -251482 ], [ 99, 85, 114, 99, 85, 114 ], [ 154, 154, 153, 154, 154, 153 ], [ 59, 36, 82, 59, 36, 82 ], [ 7197, 3087, 4110, 7197, 3087, 4110 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -73874, 339555, -118324, -388254, -311398, -349497 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558612800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758961872887, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 1.55756 } } }
# | 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) |
---|