Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540617.0713 | 394606.5496 | 146010.5217 | 162924.1268 | 337816.7094 | -174892.5825 |
Total P&L (%) | 540.6171 | 394.6066 | 146.0105 | 162.9241 | 337.8167 | -174.8926 |
Avg Daily Profit (%) | 0.2842 | 0.2074 | 0.0767 | 0.0508 | 0.0776 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134185 | -87310 | -146915 | -1421331 | -469328 | -970806 |
Profit Factor | 1.9366 | 2.2459 | 1.5605 | 1.0572 | 1.2533 | 0.8846 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 57.8125 | 56.25 | 59.375 | 57.8125 | 56.25 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4132 | 1.7468 | 1.0677 | 0.7715 | 0.9748 | 0.6052 |
Largest Winning Trade | 230135 | 230135 | 59741 | 602953 | 602953 | 317687 |
Largest Losing Trade | -70544 | -45448 | -70544 | -947571 | -270706 | -947571 |
Avg Bars in Trades | 56 | 34 | 78 | 56 | 34 | 78 |
Avg Bars in Winners | 55 | 23 | 86 | 55 | 23 | 86 |
Avg Bars in Losers | 57 | 49 | 66 | 57 | 49 | 66 |
Bars Traded | 3626 | 1108 | 2518 | 3626 | 1108 | 2518 |
Profit Streak | 0 | 0 | 567.2378 | 0 | 0 | 567.2378 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131163 | 458535 | -87034 | -426818 | -90370 | -579011 |
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 142, "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": [ [ 540617.0712754857, 394606.5495756915, 146010.5216997935, 162924.1268137821, 337816.7093591993, -174892.5825454172 ], [ 540.617071, 394.60655, 146.010522, 162.924127, 337.816709, -174.892583 ], [ 0.284161, 0.207415, 0.076747, 0.050825, 0.077645, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -134185, -87310, -146915, -1421331, -469328, -970806 ], [ 1.936599, 2.245931, 1.560509, 1.057184, 1.253277, 0.884584 ], [ 64, 32, 32, 64, 32, 32 ], [ 37, 18, 19, 37, 18, 19 ], [ 27, 14, 13, 27, 14, 13 ], [ 57.8125, 56.25, 59.375, 57.8125, 56.25, 59.375 ], [ 1.413194, 1.746835, 1.067716, 0.771459, 0.974771, 0.605242 ], [ 230135, 230135, 59741, 602953, 602953, 317687 ], [ -70544, -45448, -70544, -947571, -270706, -947571 ], [ 56, 34, 78, 56, 34, 78 ], [ 55, 23, 86, 55, 23, 86 ], [ 57, 49, 66, 57, 49, 66 ], [ 3626, 1108, 2518, 3626, 1108, 2518 ], [ 0, 0, 567.237796, 0, 0, 567.237796 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -131163, 458535, -87034, -426818, -90370, -579011 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560772800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759038145551, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 142, "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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