Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473741.9347 | 407192.6243 | 66549.3104 | -14259.4411 | -192064.1111 | 177804.6699 |
Total P&L (%) | 473.7419 | 407.1926 | 66.5493 | -14.2594 | -192.0641 | 177.8047 |
Avg Daily Profit (%) | 0.2491 | 0.2141 | 0.035 | -0.0081 | 0 | 0.0537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203435 | -209264 | -12804 | -976371 | -990419 | -60261 |
Profit Factor | 1.9729 | 1.9214 | 2.4783 | 0.9915 | 0.8719 | 1.9909 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 51 | 18 | 33 | 51 | 18 | 33 |
Losing Trades | 37 | 26 | 11 | 37 | 26 | 11 |
Profitability (%) | 57.9545 | 40.9091 | 75 | 57.9545 | 40.9091 | 75 |
Ratio Avg Win / Avg Loss | 1.4313 | 2.7753 | 0.8261 | 0.7193 | 1.2594 | 0.6636 |
Largest Winning Trade | 462481 | 462481 | 8967 | 482862 | 482862 | 79546 |
Largest Losing Trade | -57245 | -57245 | -9019 | -467067 | -467067 | -60261 |
Avg Bars in Trades | 85 | 165 | 4 | 85 | 165 | 4 |
Avg Bars in Winners | 88 | 240 | 5 | 88 | 240 | 5 |
Avg Bars in Losers | 80 | 113 | 3 | 80 | 113 | 3 |
Bars Traded | 7483 | 7271 | 212 | 7483 | 7271 | 212 |
Profit Streak | 483.0001 | 483.0001 | 886.7501 | 483.0001 | 483.0001 | 886.7501 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464543 | 305910 | -139472 | -578551 | -582003 | -115190 |
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{ "first_band": { "type": "dcl", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 39, "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": [ [ 473741.9346716844, 407192.624260893, 66549.3104107914, -14259.4411446353, -192064.1110753982, 177804.6699307627 ], [ 473.741935, 407.192624, 66.54931, -14.259441, -192.064111, 177.80467 ], [ 0.249076, 0.214087, 0.034989, -0.008088, 0, 0.053734 ], [ 10, 10, 10, 10, 10, 10 ], [ -203435, -209264, -12804, -976371, -990419, -60261 ], [ 1.972872, 1.921386, 2.478307, 0.991505, 0.871879, 1.990898 ], [ 88, 44, 44, 88, 44, 44 ], [ 51, 18, 33, 51, 18, 33 ], [ 37, 26, 11, 37, 26, 11 ], [ 57.954545, 40.909091, 75, 57.954545, 40.909091, 75 ], [ 1.431299, 2.775336, 0.826102, 0.719327, 1.25938, 0.663633 ], [ 462481, 462481, 8967, 482862, 482862, 79546 ], [ -57245, -57245, -9019, -467067, -467067, -60261 ], [ 85, 165, 4, 85, 165, 4 ], [ 88, 240, 5, 88, 240, 5 ], [ 80, 113, 3, 80, 113, 3 ], [ 7483, 7271, 212, 7483, 7271, 212 ], [ 483.000125, 483.000125, 886.750125, 483.000125, 483.000125, 886.750125 ], [ 2, 1, 7, 2, 1, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 464543, 305910, -139472, -578551, -582003, -115190 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555070400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759903210776, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 39, "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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