Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764164.0323 | 564781.816 | 199382.2163 | 2118962.508 | 1909130.1428 | 209832.3651 |
Total P&L (%) | 764.164 | 564.7818 | 199.3822 | 2118.9625 | 1909.1301 | 209.8324 |
Avg Daily Profit (%) | 0.4018 | 0.2969 | 0.1048 | 0.1631 | 0.1579 | 0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209531 | -110111 | -154099 | -2452630 | -1277155 | -2293775 |
Profit Factor | 1.7466 | 2.2238 | 1.3548 | 1.1868 | 1.3668 | 1.0342 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Losing Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Profitability (%) | 53.4392 | 56.8421 | 50 | 53.4392 | 56.8421 | 50 |
Ratio Avg Win / Avg Loss | 1.5218 | 1.6885 | 1.3548 | 1.0341 | 1.0378 | 1.0342 |
Largest Winning Trade | 115513 | 115513 | 69632 | 1005997 | 1005997 | 673709 |
Largest Losing Trade | -61462 | -57351 | -61462 | -589661 | -557347 | -589661 |
Avg Bars in Trades | 39 | 26 | 52 | 39 | 26 | 52 |
Avg Bars in Winners | 50 | 32 | 71 | 50 | 32 | 71 |
Avg Bars in Losers | 26 | 19 | 32 | 26 | 19 | 32 |
Bars Traded | 7428 | 2524 | 4904 | 7428 | 2524 | 4904 |
Profit Streak | 0 | 0 | 496.234 | 0 | 0 | 496.234 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522323 | 502653 | -51583 | -5866 | 325218 | -295393 |
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 80, "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": [ [ 764164.0322893625, 564781.8160132837, 199382.2162760788, 2118962.5079882853, 1909130.1428414665, 209832.3651468179 ], [ 764.164032, 564.781816, 199.382216, 2118.962508, 1909.130143, 209.832365 ], [ 0.401769, 0.296941, 0.104828, 0.163099, 0.157868, 0.059474 ], [ 10, 10, 10, 10, 10, 10 ], [ -209531, -110111, -154099, -2452630, -1277155, -2293775 ], [ 1.746637, 2.223832, 1.35478, 1.186821, 1.366806, 1.034189 ], [ 189, 95, 94, 189, 95, 94 ], [ 101, 54, 47, 101, 54, 47 ], [ 88, 41, 47, 88, 41, 47 ], [ 53.439153, 56.842105, 50, 53.439153, 56.842105, 50 ], [ 1.521823, 1.688465, 1.35478, 1.034062, 1.03776, 1.034189 ], [ 115513, 115513, 69632, 1005997, 1005997, 673709 ], [ -61462, -57351, -61462, -589661, -557347, -589661 ], [ 39, 26, 52, 39, 26, 52 ], [ 50, 32, 71, 50, 32, 71 ], [ 26, 19, 32, 26, 19, 32 ], [ 7428, 2524, 4904, 7428, 2524, 4904 ], [ 0, 0, 496.234026, 0, 0, 496.234026 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 522323, 502653, -51583, -5866, 325218, -295393 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556776800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759102619868, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 80, "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) |
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