Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849934.7513 | 645027.6274 | 204907.1239 | 3618814.2284 | 1889534.0605 | 1729280.1679 |
Total P&L (%) | 849.9348 | 645.0276 | 204.9071 | 3618.8142 | 1889.5341 | 1729.2802 |
Avg Daily Profit (%) | 0.4467 | 0.339 | 0.1077 | 0.1902 | 0.1573 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111739 | -126774 | -99089 | -5356399 | -6948911 | -4436163 |
Profit Factor | 2.2493 | 2.87 | 1.611 | 1.1238 | 1.1174 | 1.1316 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 36 | 36.5079 | 35.4839 | 36 | 36.5079 | 35.4839 |
Ratio Avg Win / Avg Loss | 3.9988 | 4.9913 | 2.9291 | 1.9979 | 1.9433 | 2.0575 |
Largest Winning Trade | 343003 | 343003 | 60261 | 4743293 | 4743293 | 2282687 |
Largest Losing Trade | -33025 | -25775 | -33025 | -1678477 | -1678477 | -1255792 |
Avg Bars in Trades | 29 | 22 | 36 | 29 | 22 | 36 |
Avg Bars in Winners | 59 | 43 | 76 | 59 | 43 | 76 |
Avg Bars in Losers | 12 | 10 | 15 | 12 | 10 | 15 |
Bars Traded | 3695 | 1411 | 2284 | 3695 | 1411 | 2284 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345345 | -137222 | -206254 | -80103 | -234512 | -227071 |
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{ "first_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 33, "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": [ [ 849934.7513181496, 645027.6274357158, 204907.1238824339, 3618814.228406185, 1889534.0605440848, 1729280.1678621026 ], [ 849.934751, 645.027627, 204.907124, 3618.814228, 1889.534061, 1729.280168 ], [ 0.446746, 0.339042, 0.107704, 0.190246, 0.157311, 0.15289 ], [ 10, 10, 10, 10, 10, 10 ], [ -111739, -126774, -99089, -5356399, -6948911, -4436163 ], [ 2.249345, 2.869984, 1.610994, 1.123812, 1.117416, 1.131648 ], [ 125, 63, 62, 125, 63, 62 ], [ 45, 23, 22, 45, 23, 22 ], [ 80, 40, 40, 80, 40, 40 ], [ 36, 36.507937, 35.483871, 36, 36.507937, 35.483871 ], [ 3.998835, 4.991277, 2.929079, 1.997888, 1.943331, 2.057542 ], [ 343003, 343003, 60261, 4743293, 4743293, 2282687 ], [ -33025, -25775, -33025, -1678477, -1678477, -1255792 ], [ 29, 22, 36, 29, 22, 36 ], [ 59, 43, 76, 59, 43, 76 ], [ 12, 10, 15, 12, 10, 15 ], [ 3695, 1411, 2284, 3695, 1411, 2284 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345345, -137222, -206254, -80103, -234512, -227071 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556280000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759987955450, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 33, "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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