Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554290.6609 | 466297.4001 | 87993.2608 | 13884.1852 | 186667.2306 | -172783.0454 |
Total P&L (%) | 554.2907 | 466.2974 | 87.9933 | 13.8842 | 186.6672 | -172.783 |
Avg Daily Profit (%) | 0.2913 | 0.2451 | 0.0463 | 0.0068 | 0.0554 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167276 | -88848 | -126386 | -584457 | -242962 | -545271 |
Profit Factor | 1.5358 | 1.9324 | 1.1646 | 1.0052 | 1.177 | 0.8934 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 50.3268 | 46.0526 | 54.5455 | 50.3268 | 46.0526 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.5158 | 2.2637 | 0.9705 | 0.9921 | 1.3788 | 0.7445 |
Largest Winning Trade | 291122 | 291122 | 44613 | 141925 | 141925 | 112553 |
Largest Losing Trade | -65144 | -54309 | -65144 | -434038 | -122223 | -434038 |
Avg Bars in Trades | 24 | 20 | 28 | 24 | 20 | 28 |
Avg Bars in Winners | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Losers | 22 | 19 | 26 | 22 | 19 | 26 |
Bars Traded | 3713 | 1555 | 2158 | 3713 | 1555 | 2158 |
Profit Streak | 544.489 | 546.489 | 544.489 | 544.489 | 546.489 | 544.489 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487277 | -38455 | -212737 | -443034 | -194918 | -621285 |
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{ "first_band": { "type": "hma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 38, "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": [ [ 554290.6608720381, 466297.4001155298, 87993.2607565086, 13884.1851969521, 186667.2306234818, -172783.0454265296 ], [ 554.290661, 466.2974, 87.993261, 13.884185, 186.667231, -172.783045 ], [ 0.291349, 0.245097, 0.046251, 0.006834, 0.055372, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -167276, -88848, -126386, -584457, -242962, -545271 ], [ 1.535773, 1.93241, 1.164638, 1.00519, 1.177016, 0.893392 ], [ 153, 76, 77, 153, 76, 77 ], [ 77, 35, 42, 77, 35, 42 ], [ 76, 41, 35, 76, 41, 35 ], [ 50.326797, 46.052632, 54.545455, 50.326797, 46.052632, 54.545455 ], [ 1.515828, 2.263681, 0.970532, 0.992135, 1.37879, 0.744494 ], [ 291122, 291122, 44613, 141925, 141925, 112553 ], [ -65144, -54309, -65144, -434038, -122223, -434038 ], [ 24, 20, 28, 24, 20, 28 ], [ 25, 21, 28, 25, 21, 28 ], [ 22, 19, 26, 22, 19, 26 ], [ 3713, 1555, 2158, 3713, 1555, 2158 ], [ 544.489041, 546.489041, 544.489041, 544.489041, 546.489041, 544.489041 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 487277, -38455, -212737, -443034, -194918, -621285 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556625600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760226253180, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 38, "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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