Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749736.8355 | 515618.4926 | 234118.3429 | 5766190.5926 | -234987.9845 | 6001178.5772 |
Total P&L (%) | 749.7368 | 515.6185 | 234.1183 | 5766.1906 | -234.988 | 6001.1786 |
Avg Daily Profit (%) | 0.3941 | 0.271 | 0.1231 | 0.2143 | 0 | 0.2163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103765 | -74209 | -77827 | -8811927 | -5726167 | -5863556 |
Profit Factor | 2.6997 | 3.2891 | 2.0846 | 1.2417 | 0.9825 | 1.5735 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 46.7742 | 45.1613 | 48.3871 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.072 | 3.9939 | 2.2236 | 1.413 | 1.193 | 1.6784 |
Largest Winning Trade | 160339 | 160339 | 61769 | 3801587 | 3489749 | 3801587 |
Largest Losing Trade | -43793 | -31600 | -43793 | -4793056 | -2710197 | -4793056 |
Avg Bars in Trades | 59 | 40 | 78 | 59 | 40 | 78 |
Avg Bars in Winners | 105 | 71 | 137 | 105 | 71 | 137 |
Avg Bars in Losers | 18 | 14 | 22 | 18 | 14 | 22 |
Bars Traded | 3676 | 1245 | 2431 | 3676 | 1245 | 2431 |
Profit Streak | 0 | 0 | 586.8211 | 0 | 0 | 586.8211 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144907 | 468397 | -24849 | -151867 | -581033 | 394552 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558310400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759520541513, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 6, "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": [ [ 749736.835514346, 515618.4925841234, 234118.3429302225, 5766190.592621239, -234987.9845347083, 6001178.577155947 ], [ 749.736836, 515.618493, 234.118343, 5766.190593, -234.987985, 6001.178577 ], [ 0.39408, 0.271022, 0.123058, 0.214252, 0, 0.216321 ], [ 10, 10, 10, 10, 10, 10 ], [ -103765, -74209, -77827, -8811927, -5726167, -5863556 ], [ 2.699663, 3.289092, 2.08459, 1.241717, 0.982452, 1.573502 ], [ 62, 31, 31, 62, 31, 31 ], [ 29, 14, 15, 29, 14, 15 ], [ 33, 17, 16, 33, 17, 16 ], [ 46.774194, 45.16129, 48.387097, 46.774194, 45.16129, 48.387097 ], [ 3.072031, 3.993897, 2.223563, 1.412989, 1.192977, 1.678402 ], [ 160339, 160339, 61769, 3801587, 3489749, 3801587 ], [ -43793, -31600, -43793, -4793056, -2710197, -4793056 ], [ 59, 40, 78, 59, 40, 78 ], [ 105, 71, 137, 105, 71, 137 ], [ 18, 14, 22, 18, 14, 22 ], [ 3676, 1245, 2431, 3676, 1245, 2431 ], [ 0, 0, 586.821082, 0, 0, 586.821082 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144907, 468397, -24849, -151867, -581033, 394552 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558310400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759520541513, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 6, "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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