Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788115.5997 | 601985.6978 | 186129.9019 | 2175837.4909 | 427322.6058 | 1748514.8851 |
Total P&L (%) | 788.1156 | 601.9857 | 186.1299 | 2175.8375 | 427.3226 | 1748.5149 |
Avg Daily Profit (%) | 0.4144 | 0.3165 | 0.0979 | 0.1644 | 0.0875 | 0.1535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107725 | -119678 | -93391 | -3298819 | -3582406 | -2087833 |
Profit Factor | 2.0486 | 2.4992 | 1.5318 | 1.13 | 1.0442 | 1.2471 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 35.5705 | 34.6667 | 36.4865 | 35.5705 | 34.6667 | 36.4865 |
Ratio Avg Win / Avg Loss | 3.7107 | 4.71 | 2.6664 | 2.0468 | 1.968 | 2.1709 |
Largest Winning Trade | 365652 | 365652 | 59029 | 2452566 | 2452566 | 1411735 |
Largest Losing Trade | -29619 | -29619 | -26211 | -954916 | -954916 | -686215 |
Avg Bars in Trades | 49 | 37 | 62 | 49 | 37 | 62 |
Avg Bars in Winners | 106 | 76 | 134 | 106 | 76 | 134 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 7396 | 2791 | 4605 | 7396 | 2791 | 4605 |
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 | 307679 | -49124 | -129428 | -73900 | -309886 | -61201 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556409600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759041096077, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 13, "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": [ [ 788115.5997011702, 601985.6978376596, 186129.9018635107, 2175837.490903974, 427322.6057596307, 1748514.8851443436 ], [ 788.1156, 601.985698, 186.129902, 2175.837491, 427.322606, 1748.514885 ], [ 0.414362, 0.316501, 0.09786, 0.164432, 0.087454, 0.153481 ], [ 10, 10, 10, 10, 10, 10 ], [ -107725, -119678, -93391, -3298819, -3582406, -2087833 ], [ 2.048634, 2.499198, 1.531761, 1.129999, 1.044229, 1.247118 ], [ 149, 75, 74, 149, 75, 74 ], [ 53, 26, 27, 53, 26, 27 ], [ 96, 49, 47, 96, 49, 47 ], [ 35.57047, 34.666667, 36.486486, 35.57047, 34.666667, 36.486486 ], [ 3.710734, 4.710027, 2.666399, 2.046791, 1.967969, 2.170909 ], [ 365652, 365652, 59029, 2452566, 2452566, 1411735 ], [ -29619, -29619, -26211, -954916, -954916, -686215 ], [ 49, 37, 62, 49, 37, 62 ], [ 106, 76, 134, 106, 76, 134 ], [ 18, 16, 20, 18, 16, 20 ], [ 7396, 2791, 4605, 7396, 2791, 4605 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307679, -49124, -129428, -73900, -309886, -61201 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556409600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759041096077, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 13, "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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