Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714498.2076 | 496328.5679 | 218169.6397 | 4552162.0451 | 971870.2532 | 3580291.7919 |
Total P&L (%) | 714.4982 | 496.3286 | 218.1696 | 4552.162 | 971.8703 | 3580.2918 |
Avg Daily Profit (%) | 0.3758 | 0.261 | 0.1147 | 0.2022 | 0.1248 | 0.1898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120607 | -57369 | -89617 | -1292668 | -1344570 | -839398 |
Profit Factor | 2.7728 | 3.4131 | 2.1055 | 1.808 | 1.2762 | 2.6923 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 39.4737 | 28.9474 | 50 | 39.4737 | 28.9474 | 50 |
Ratio Avg Win / Avg Loss | 4.2516 | 8.3775 | 2.1055 | 2.7723 | 3.1326 | 2.6923 |
Largest Winning Trade | 187641 | 187641 | 56367 | 1290239 | 1290239 | 1230813 |
Largest Losing Trade | -40746 | -25188 | -40746 | -1292668 | -1292668 | -630935 |
Avg Bars in Trades | 145 | 127 | 164 | 145 | 127 | 164 |
Avg Bars in Winners | 304 | 338 | 284 | 304 | 338 | 284 |
Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
Bars Traded | 11086 | 4841 | 6245 | 11086 | 4841 | 6245 |
Profit Streak | 0 | 0 | 626.2638 | 0 | 0 | 626.2638 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43039 | 81571 | -34462 | -46385 | -37301 | 519578 |
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{ "first_band": { "type": "alma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 8, "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": [ [ 714498.2075627721, 496328.5678788655, 218169.6396839061, 4552162.045114193, 971870.2532136058, 3580291.7919005863 ], [ 714.498208, 496.328568, 218.16964, 4552.162045, 971.870253, 3580.291792 ], [ 0.375789, 0.261043, 0.114746, 0.202164, 0.124832, 0.189814 ], [ 10, 10, 10, 10, 10, 10 ], [ -120607, -57369, -89617, -1292668, -1344570, -839398 ], [ 2.772795, 3.413072, 2.105487, 1.808003, 1.276237, 2.692327 ], [ 76, 38, 38, 76, 38, 38 ], [ 30, 11, 19, 30, 11, 19 ], [ 46, 27, 19, 46, 27, 19 ], [ 39.473684, 28.947368, 50, 39.473684, 28.947368, 50 ], [ 4.251619, 8.37754, 2.105487, 2.772271, 3.132582, 2.692327 ], [ 187641, 187641, 56367, 1290239, 1290239, 1230813 ], [ -40746, -25188, -40746, -1292668, -1292668, -630935 ], [ 145, 127, 164, 145, 127, 164 ], [ 304, 338, 284, 304, 338, 284 ], [ 42, 41, 44, 42, 41, 44 ], [ 11086, 4841, 6245, 11086, 4841, 6245 ], [ 0, 0, 626.2638, 0, 0, 626.2638 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -43039, 81571, -34462, -46385, -37301, 519578 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1557648000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759112392297, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 8, "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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