Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713312.311 | 518866.4074 | 194445.9037 | 2829006.1026 | 879883.9423 | 1949122.1603 |
Total P&L (%) | 713.3123 | 518.8664 | 194.4459 | 2829.0061 | 879.8839 | 1949.1222 |
Avg Daily Profit (%) | 0.375 | 0.2728 | 0.1022 | 0.1777 | 0.12 | 0.1589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80617 | -113503 | -52822 | -1360690 | -1800643 | -1090337 |
Profit Factor | 2.0019 | 2.7276 | 1.4724 | 1.3636 | 1.2215 | 1.5118 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 49.6183 | 50 | 49.2308 | 49.6183 | 50 | 49.2308 |
Ratio Avg Win / Avg Loss | 2.0327 | 2.7276 | 1.5184 | 1.3845 | 1.2215 | 1.559 |
Largest Winning Trade | 203381 | 203381 | 69185 | 1239559 | 1239559 | 1028417 |
Largest Losing Trade | -31981 | -31981 | -30958 | -1118223 | -1118223 | -577392 |
Avg Bars in Trades | 42 | 28 | 56 | 42 | 28 | 56 |
Avg Bars in Winners | 54 | 34 | 74 | 54 | 34 | 74 |
Avg Bars in Losers | 30 | 22 | 38 | 30 | 22 | 38 |
Bars Traded | 5539 | 1859 | 3680 | 5539 | 1859 | 3680 |
Profit Streak | 0 | 0 | 552.4018 | 0 | 0 | 552.4018 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487292 | -110038 | -185291 | 306649 | -156629 | -120844 |
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{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 31 } }, "second_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 3.46754 } } }
{ "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": [ [ 713312.3110448958, 518866.4073716459, 194445.9036732498, 2829006.102567644, 879883.9422556877, 1949122.160311956 ], [ 713.312311, 518.866407, 194.445904, 2829.006103, 879.883942, 1949.12216 ], [ 0.374968, 0.272753, 0.102215, 0.17769, 0.120044, 0.158879 ], [ 10, 10, 10, 10, 10, 10 ], [ -80617, -113503, -52822, -1360690, -1800643, -1090337 ], [ 2.001938, 2.727615, 1.472419, 1.363556, 1.22146, 1.511798 ], [ 131, 66, 65, 131, 66, 65 ], [ 65, 33, 32, 65, 33, 32 ], [ 66, 33, 33, 66, 33, 33 ], [ 49.618321, 50, 49.230769, 49.618321, 50, 49.230769 ], [ 2.032737, 2.727615, 1.518432, 1.384534, 1.22146, 1.559041 ], [ 203381, 203381, 69185, 1239559, 1239559, 1028417 ], [ -31981, -31981, -30958, -1118223, -1118223, -577392 ], [ 42, 28, 56, 42, 28, 56 ], [ 54, 34, 74, 54, 34, 74 ], [ 30, 22, 38, 30, 22, 38 ], [ 5539, 1859, 3680, 5539, 1859, 3680 ], [ 0, 0, 552.401827, 0, 0, 552.401827 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 487292, -110038, -185291, 306649, -156629, -120844 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557072000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759023517895, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 68, "offset": 31 } }, "second_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 3.46754 } } }
# | 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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