Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578540.2648 | 423411.9897 | 155128.2751 | 858951.1359 | 1727755.0925 | -868803.9566 |
Total P&L (%) | 578.5403 | 423.412 | 155.1283 | 858.9511 | 1727.7551 | -868.804 |
Avg Daily Profit (%) | 0.3041 | 0.2226 | 0.0815 | 0.1189 | 0.1528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100731 | -127524 | -120187 | -2589441 | -2176482 | -2016027 |
Profit Factor | 1.6084 | 1.9175 | 1.3169 | 1.0606 | 1.253 | 0.8819 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Losing Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Profitability (%) | 51.3514 | 53.7634 | 48.913 | 51.3514 | 53.7634 | 48.913 |
Ratio Avg Win / Avg Loss | 1.5237 | 1.6491 | 1.3755 | 1.0047 | 1.0776 | 0.9211 |
Largest Winning Trade | 127755 | 127755 | 70467 | 1126196 | 1126196 | 653564 |
Largest Losing Trade | -56830 | -33010 | -56830 | -1904738 | -511270 | -1904738 |
Avg Bars in Trades | 20 | 13 | 27 | 20 | 13 | 27 |
Avg Bars in Winners | 22 | 10 | 35 | 22 | 10 | 35 |
Avg Bars in Losers | 17 | 15 | 18 | 17 | 15 | 18 |
Bars Traded | 3705 | 1216 | 2489 | 3705 | 1216 | 2489 |
Profit Streak | 477.9078 | 477.9078 | 497.9078 | 477.9078 | 477.9078 | 497.9078 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516755 | 449971 | -83769 | -185386 | 305129 | -580647 |
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{ "first_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 24, "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": [ [ 578540.2647626644, 423411.9896516096, 155128.2751110549, 858951.1359266466, 1727755.0925133287, -868803.9565866815 ], [ 578.540265, 423.41199, 155.128275, 858.951136, 1727.755093, -868.803957 ], [ 0.304095, 0.222556, 0.081539, 0.118897, 0.152846, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -100731, -127524, -120187, -2589441, -2176482, -2016027 ], [ 1.608374, 1.917514, 1.316922, 1.060562, 1.253026, 0.88187 ], [ 185, 93, 92, 185, 93, 92 ], [ 95, 50, 45, 95, 50, 45 ], [ 90, 43, 47, 90, 43, 47 ], [ 51.351351, 53.763441, 48.913043, 51.351351, 53.763441, 48.913043 ], [ 1.523723, 1.649062, 1.375452, 1.004743, 1.077603, 0.921064 ], [ 127755, 127755, 70467, 1126196, 1126196, 653564 ], [ -56830, -33010, -56830, -1904738, -511270, -1904738 ], [ 20, 13, 27, 20, 13, 27 ], [ 22, 10, 35, 22, 10, 35 ], [ 17, 15, 18, 17, 15, 18 ], [ 3705, 1216, 2489, 3705, 1216, 2489 ], [ 477.907751, 477.907751, 497.907751, 477.907751, 477.907751, 497.907751 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 516755, 449971, -83769, -185386, 305129, -580647 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556150400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758923229671, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 24, "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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