Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413922.9581 | 488651.5275 | -74728.5694 | -63267.3576 | 53741.831 | -117009.1885 |
Total P&L (%) | 413.923 | 488.6515 | -74.7286 | -63.2674 | 53.7418 | -117.0092 |
Avg Daily Profit (%) | 0.2176 | 0.2569 | -0.0393 | -0.0526 | 0.0226 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287529 | -226858 | -87797 | -1274980 | -1020379 | -261788 |
Profit Factor | 1.8073 | 2.5417 | 0.6183 | 0.9606 | 1.0447 | 0.7091 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 42.623 | 43.3333 | 41.9355 | 42.623 | 43.3333 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.4329 | 3.3238 | 0.8561 | 1.2931 | 1.3661 | 0.9818 |
Largest Winning Trade | 511878 | 511878 | 21931 | 948425 | 948425 | 164782 |
Largest Losing Trade | -62914 | -62914 | -26187 | -480535 | -480535 | -132780 |
Avg Bars in Trades | 78 | 143 | 16 | 78 | 143 | 16 |
Avg Bars in Winners | 73 | 126 | 21 | 73 | 126 | 21 |
Avg Bars in Losers | 82 | 156 | 12 | 82 | 156 | 12 |
Bars Traded | 4812 | 4313 | 499 | 4812 | 4313 | 499 |
Profit Streak | 0 | 730.7637 | 0 | 0 | 730.7637 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157946 | 419166 | -583676 | -748257 | -336411 | -583676 |
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{ "first_band": { "type": "bbl", "factors": { "length": 31, "offset": 0, "std": 3.31597 } }, "second_band": { "type": "dema", "factors": { "length": 197, "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": [ [ 413922.9580995384, 488651.5274897758, -74728.5693902373, -63267.3575591034, 53741.8309827562, -117009.1885418595 ], [ 413.922958, 488.651527, -74.728569, -63.267358, 53.741831, -117.009189 ], [ 0.217587, 0.25687, -0.039283, -0.052632, 0.022612, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -287529, -226858, -87797, -1274980, -1020379, -261788 ], [ 1.807286, 2.541698, 0.618298, 0.960572, 1.044696, 0.709108 ], [ 61, 30, 31, 61, 30, 31 ], [ 26, 13, 13, 26, 13, 13 ], [ 35, 17, 18, 35, 17, 18 ], [ 42.622951, 43.333333, 41.935484, 42.622951, 43.333333, 41.935484 ], [ 2.432885, 3.323759, 0.856105, 1.293078, 1.366141, 0.981842 ], [ 511878, 511878, 21931, 948425, 948425, 164782 ], [ -62914, -62914, -26187, -480535, -480535, -132780 ], [ 78, 143, 16, 78, 143, 16 ], [ 73, 126, 21, 73, 126, 21 ], [ 82, 156, 12, 82, 156, 12 ], [ 4812, 4313, 499, 4812, 4313, 499 ], [ 0, 730.763717, 0, 0, 730.763717, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157946, 419166, -583676, -748257, -336411, -583676 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559894400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759832385119, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 31, "offset": 0, "std": 3.31597 } }, "second_band": { "type": "dema", "factors": { "length": 197, "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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