Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567034.1484 | 421424.5878 | 145609.5606 | 305320.3878 | 1309696.6127 | -1004376.2249 |
Total P&L (%) | 567.0341 | 421.4246 | 145.6096 | 305.3204 | 1309.6966 | -1004.3762 |
Avg Daily Profit (%) | 0.298 | 0.2215 | 0.0765 | 0.0736 | 0.1392 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122422 | -117168 | -156679 | -1338152 | -426724 | -1477731 |
Profit Factor | 1.7321 | 2.1755 | 1.35 | 1.0788 | 1.9526 | 0.5979 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 56.1983 | 55.7377 | 56.6667 | 56.1983 | 55.7377 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.35 | 1.7276 | 1.0324 | 0.8409 | 1.5506 | 0.4572 |
Largest Winning Trade | 108045 | 108045 | 68600 | 447251 | 447251 | 259529 |
Largest Losing Trade | -85400 | -38358 | -85400 | -1214587 | -252226 | -1214587 |
Avg Bars in Trades | 30 | 21 | 39 | 30 | 21 | 39 |
Avg Bars in Winners | 34 | 20 | 47 | 34 | 20 | 47 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 3690 | 1303 | 2387 | 3690 | 1303 | 2387 |
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 | 438209 | -148714 | -258684 | -229037 | -163773 | -749094 |
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{ "first_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 2 } } }
{ "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": [ [ 567034.1483610673, 421424.5877736419, 145609.5605874254, 305320.3878332023, 1309696.6127314805, -1004376.2248982779 ], [ 567.034148, 421.424588, 145.609561, 305.320388, 1309.696613, -1004.376225 ], [ 0.298047, 0.221511, 0.076536, 0.073589, 0.139175, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -122422, -117168, -156679, -1338152, -426724, -1477731 ], [ 1.732124, 2.175515, 1.35002, 1.078836, 1.952601, 0.597925 ], [ 121, 61, 60, 121, 61, 60 ], [ 68, 34, 34, 68, 34, 34 ], [ 53, 27, 26, 53, 27, 26 ], [ 56.198347, 55.737705, 56.666667, 56.198347, 55.737705, 56.666667 ], [ 1.350038, 1.727615, 1.032368, 0.840858, 1.550595, 0.457236 ], [ 108045, 108045, 68600, 447251, 447251, 259529 ], [ -85400, -38358, -85400, -1214587, -252226, -1214587 ], [ 30, 21, 39, 30, 21, 39 ], [ 34, 20, 47, 34, 20, 47 ], [ 25, 22, 29, 25, 22, 29 ], [ 3690, 1303, 2387, 3690, 1303, 2387 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 438209, -148714, -258684, -229037, -163773, -749094 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556884800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759520536909, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 2 } } }
# | 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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