Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650348.424 | 429907.4483 | 220440.9757 | 1786836.3884 | 239692.2294 | 1547144.159 |
Total P&L (%) | 650.3484 | 429.9074 | 220.441 | 1786.8364 | 239.6922 | 1547.1442 |
Avg Daily Profit (%) | 0.342 | 0.2261 | 0.1159 | 0.1546 | 0.0643 | 0.1475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140934 | -115059 | -153873 | -1089525 | -1394789 | -969373 |
Profit Factor | 1.3729 | 1.504 | 1.2475 | 1.138 | 1.0368 | 1.2405 |
Total Trades | 516 | 258 | 258 | 516 | 258 | 258 |
Winning Trades | 233 | 114 | 119 | 233 | 114 | 119 |
Losing Trades | 283 | 144 | 139 | 283 | 144 | 139 |
Profitability (%) | 45.155 | 44.186 | 46.124 | 45.155 | 44.186 | 46.124 |
Ratio Avg Win / Avg Loss | 1.6676 | 1.8998 | 1.4571 | 1.3822 | 1.3096 | 1.449 |
Largest Winning Trade | 85414 | 85414 | 48017 | 450125 | 450125 | 365948 |
Largest Losing Trade | -52742 | -24917 | -52742 | -403739 | -301559 | -403739 |
Avg Bars in Trades | 21 | 19 | 24 | 21 | 19 | 24 |
Avg Bars in Winners | 26 | 23 | 30 | 26 | 23 | 30 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 11324 | 4918 | 6406 | 11324 | 4918 | 6406 |
Profit Streak | 0 | 0 | 533.2967 | 0 | 0 | 533.2967 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431372 | 327486 | -37522 | -60007 | -288278 | 175602 |
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{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 11, "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": [ [ 650348.4239611654, 429907.4483072378, 220440.9756539279, 1786836.3884301772, 239692.2294147335, 1547144.1590154439 ], [ 650.348424, 429.907448, 220.440976, 1786.836388, 239.692229, 1547.144159 ], [ 0.342049, 0.226109, 0.11594, 0.154616, 0.064337, 0.14746 ], [ 10, 10, 10, 10, 10, 10 ], [ -140934, -115059, -153873, -1089525, -1394789, -969373 ], [ 1.372945, 1.503993, 1.24746, 1.137982, 1.036783, 1.240483 ], [ 516, 258, 258, 516, 258, 258 ], [ 233, 114, 119, 233, 114, 119 ], [ 283, 144, 139, 283, 144, 139 ], [ 45.155039, 44.186047, 46.124031, 45.155039, 44.186047, 46.124031 ], [ 1.667568, 1.89978, 1.457117, 1.382184, 1.309621, 1.448968 ], [ 85414, 85414, 48017, 450125, 450125, 365948 ], [ -52742, -24917, -52742, -403739, -301559, -403739 ], [ 21, 19, 24, 21, 19, 24 ], [ 26, 23, 30, 26, 23, 30 ], [ 17, 15, 20, 17, 15, 20 ], [ 11324, 4918, 6406, 11324, 4918, 6406 ], [ 0, 0, 533.296709, 0, 0, 533.29671 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 431372, 327486, -37522, -60007, -288278, 175602 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1554883200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759648035712, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 11, "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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