Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651056.7915 | 478860.5657 | 172196.2258 | 1146873.7962 | 619978.5281 | 526895.2681 |
Total P&L (%) | 651.0568 | 478.8606 | 172.1962 | 1146.8738 | 619.9785 | 526.8953 |
Avg Daily Profit (%) | 0.3422 | 0.2517 | 0.0905 | 0.1327 | 0.1038 | 0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121772 | -99663 | -113025 | -900414 | -1079597 | -910762 |
Profit Factor | 2.2535 | 2.8303 | 1.6681 | 1.2478 | 1.2532 | 1.2418 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 43.038 | 37.5 | 48.7179 | 43.038 | 37.5 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.9826 | 4.7172 | 1.7559 | 1.6516 | 2.0886 | 1.3072 |
Largest Winning Trade | 215518 | 215518 | 58169 | 741280 | 741280 | 547948 |
Largest Losing Trade | -54847 | -24355 | -54847 | -433615 | -314239 | -433615 |
Avg Bars in Trades | 70 | 55 | 84 | 70 | 55 | 84 |
Avg Bars in Winners | 124 | 96 | 146 | 124 | 96 | 146 |
Avg Bars in Losers | 29 | 31 | 25 | 29 | 31 | 25 |
Bars Traded | 5537 | 2238 | 3299 | 5537 | 2238 | 3299 |
Profit Streak | 0 | 0 | 556.6006 | 0 | 0 | 556.6006 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20442 | 310779 | -68848 | -48529 | -57881 | -63836 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557187200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759415093146, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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": [ [ 651056.7915116769, 478860.565740876, 172196.2257708007, 1146873.7961970079, 619978.5280535413, 526895.2681434656 ], [ 651.056792, 478.860566, 172.196226, 1146.873796, 619.978528, 526.895268 ], [ 0.342242, 0.251723, 0.090519, 0.132727, 0.103824, 0.096539 ], [ 10, 10, 10, 10, 10, 10 ], [ -121772, -99663, -113025, -900414, -1079597, -910762 ], [ 2.253535, 2.830301, 1.668082, 1.24784, 1.253172, 1.241846 ], [ 79, 40, 39, 79, 40, 39 ], [ 34, 15, 19, 34, 15, 19 ], [ 45, 25, 20, 45, 25, 20 ], [ 43.037975, 37.5, 48.717949, 43.037975, 37.5, 48.717949 ], [ 2.98262, 4.717168, 1.755876, 1.651553, 2.08862, 1.307207 ], [ 215518, 215518, 58169, 741280, 741280, 547948 ], [ -54847, -24355, -54847, -433615, -314239, -433615 ], [ 70, 55, 84, 70, 55, 84 ], [ 124, 96, 146, 124, 96, 146 ], [ 29, 31, 25, 29, 31, 25 ], [ 5537, 2238, 3299, 5537, 2238, 3299 ], [ 0, 0, 556.600615, 0, 0, 556.600615 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -20442, 310779, -68848, -48529, -57881, -63836 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557187200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759415093146, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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) |
---|