Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645431.3447 | 535722.4219 | 109708.9229 | 792998.2297 | 745149.3011 | 47848.9286 |
Total P&L (%) | 645.4313 | 535.7224 | 109.7089 | 792.9982 | 745.1493 | 47.8489 |
Avg Daily Profit (%) | 0.3393 | 0.2817 | 0.0577 | 0.1152 | 0.1123 | 0.0206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189133 | -89144 | -148653 | -1088057 | -739416 | -709037 |
Profit Factor | 2.2021 | 3.1544 | 1.3806 | 1.2252 | 1.4698 | 1.0247 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 32.8947 | 34.2105 | 31.5789 | 32.8947 | 34.2105 | 31.5789 |
Ratio Avg Win / Avg Loss | 4.4922 | 6.0662 | 2.9912 | 2.4995 | 2.8266 | 2.2203 |
Largest Winning Trade | 343332 | 343332 | 71085 | 848508 | 848508 | 445890 |
Largest Losing Trade | -46220 | -27385 | -46220 | -699066 | -314610 | -699066 |
Avg Bars in Trades | 92 | 63 | 122 | 92 | 63 | 122 |
Avg Bars in Winners | 226 | 144 | 315 | 226 | 144 | 315 |
Avg Bars in Losers | 27 | 20 | 33 | 27 | 20 | 33 |
Bars Traded | 7049 | 2396 | 4653 | 7049 | 2396 | 4653 |
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 | -47010 | 310912 | -121361 | -98511 | -46578 | -366278 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559563200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758973198494, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 30, "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": [ [ 645431.3447488887, 535722.421893471, 109708.9228554176, 792998.2297114813, 745149.3011289046, 47848.9285825763 ], [ 645.431345, 535.722422, 109.708923, 792.99823, 745.149301, 47.848929 ], [ 0.339344, 0.281663, 0.057681, 0.115177, 0.112279, 0.020561 ], [ 10, 10, 10, 10, 10, 10 ], [ -189133, -89144, -148653, -1088057, -739416, -709037 ], [ 2.202062, 3.154424, 1.38057, 1.225237, 1.469842, 1.024731 ], [ 76, 38, 38, 76, 38, 38 ], [ 25, 13, 12, 25, 13, 12 ], [ 51, 25, 26, 51, 25, 26 ], [ 32.894737, 34.210526, 31.578947, 32.894737, 34.210526, 31.578947 ], [ 4.492206, 6.0662, 2.991234, 2.499483, 2.82662, 2.220251 ], [ 343332, 343332, 71085, 848508, 848508, 445890 ], [ -46220, -27385, -46220, -699066, -314610, -699066 ], [ 92, 63, 122, 92, 63, 122 ], [ 226, 144, 315, 226, 144, 315 ], [ 27, 20, 33, 27, 20, 33 ], [ 7049, 2396, 4653, 7049, 2396, 4653 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -47010, 310912, -121361, -98511, -46578, -366278 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559563200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758973198494, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 30, "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) |
---|