Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764238.4973 | 596769.0003 | 167469.4969 | 1628814.6379 | -2568759.6634 | 4197574.3014 |
Total P&L (%) | 764.2385 | 596.769 | 167.4695 | 1628.8146 | -2568.7597 | 4197.5743 |
Avg Daily Profit (%) | 0.4723 | 0.3688 | 0.1035 | 0.1763 | 0 | 0.2327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173017 | -190598 | -90337 | -14925107 | -16648970 | -3530350 |
Profit Factor | 2.2404 | 2.6079 | 1.6836 | 1.0498 | 0.88 | 1.3719 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 34.9206 | 33.3333 | 36.5079 | 34.9206 | 33.3333 | 36.5079 |
Ratio Avg Win / Avg Loss | 4.1753 | 5.2159 | 2.928 | 1.9565 | 1.7601 | 2.3859 |
Largest Winning Trade | 259124 | 259124 | 51744 | 11793653 | 11793653 | 4804939 |
Largest Losing Trade | -41550 | -33685 | -41550 | -3646990 | -3646990 | -1548385 |
Avg Bars in Trades | 149 | 145 | 152 | 149 | 145 | 152 |
Avg Bars in Winners | 278 | 307 | 251 | 278 | 307 | 251 |
Avg Bars in Losers | 79 | 65 | 94 | 79 | 65 | 94 |
Bars Traded | 18775 | 9197 | 9578 | 18775 | 9197 | 9578 |
Profit Streak | 0 | 0 | 535.8269 | 0 | 0 | 535.8269 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327582 | -138985 | -203232 | -162322 | -731439 | -141669 |
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 117 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "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": [ [ 764238.4972892354, 596769.0003397702, 167469.4969494651, 1628814.6379116299, -2568759.663448476, 4197574.301360111 ], [ 764.238497, 596.769, 167.469497, 1628.814638, -2568.759663, 4197.574301 ], [ 0.472335, 0.368831, 0.103504, 0.1763, 0, 0.232695 ], [ 10, 10, 10, 10, 10, 10 ], [ -173017, -190598, -90337, -14925107, -16648970, -3530350 ], [ 2.240415, 2.60793, 1.683621, 1.049808, 0.880046, 1.371875 ], [ 126, 63, 63, 126, 63, 63 ], [ 44, 21, 23, 44, 21, 23 ], [ 82, 42, 40, 82, 42, 40 ], [ 34.920635, 33.333333, 36.507937, 34.920635, 33.333333, 36.507937 ], [ 4.175318, 5.21586, 2.928036, 1.95646, 1.760092, 2.38587 ], [ 259124, 259124, 51744, 11793653, 11793653, 4804939 ], [ -41550, -33685, -41550, -3646990, -3646990, -1548385 ], [ 149, 145, 152, 149, 145, 152 ], [ 278, 307, 251, 278, 307, 251 ], [ 79, 65, 94, 79, 65, 94 ], [ 18775, 9197, 9578, 18775, 9197, 9578 ], [ 0, 0, 535.826872, 0, 0, 535.826872 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327582, -138985, -203232, -162322, -731439, -141669 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580587200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758880241727, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 117 } }, "second_band": { "type": "dcu", "factors": { "length": 25, "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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