Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699206.3207 | 470655.3637 | 228550.957 | 4668426.2316 | 1945734.8375 | 2722691.3941 |
Total P&L (%) | 699.2063 | 470.6554 | 228.551 | 4668.4262 | 1945.7348 | 2722.6914 |
Avg Daily Profit (%) | 0.3676 | 0.2474 | 0.1201 | 0.2034 | 0.1588 | 0.1757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86610 | -130021 | -95414 | -1982683 | -2519680 | -784143 |
Profit Factor | 2.01 | 2.2327 | 1.7362 | 1.5121 | 1.3186 | 1.9048 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 48.2517 | 44.4444 | 52.1127 | 48.2517 | 44.4444 | 52.1127 |
Ratio Avg Win / Avg Loss | 2.1557 | 2.7909 | 1.5954 | 1.6217 | 1.6483 | 1.7504 |
Largest Winning Trade | 150594 | 150594 | 54800 | 2526067 | 2526067 | 1605438 |
Largest Losing Trade | -32297 | -31052 | -32297 | -1201746 | -1201746 | -385098 |
Avg Bars in Trades | 38 | 36 | 41 | 38 | 36 | 41 |
Avg Bars in Winners | 60 | 60 | 61 | 60 | 60 | 61 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 5560 | 2633 | 2927 | 5560 | 2633 | 2927 |
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 | 467568 | -69343 | -115730 | 369228 | -72624 | -74959 |
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{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 2.58744 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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": [ [ 699206.3207408311, 470655.3637469744, 228550.9569938567, 4668426.231597387, 1945734.8375129278, 2722691.39408446 ], [ 699.206321, 470.655364, 228.550957, 4668.426232, 1945.734838, 2722.691394 ], [ 0.367553, 0.24741, 0.120143, 0.203357, 0.158791, 0.175743 ], [ 10, 10, 10, 10, 10, 10 ], [ -86610, -130021, -95414, -1982683, -2519680, -784143 ], [ 2.010042, 2.232701, 1.7362, 1.512128, 1.31863, 1.904798 ], [ 143, 72, 71, 143, 72, 71 ], [ 69, 32, 37, 69, 32, 37 ], [ 74, 40, 34, 74, 40, 34 ], [ 48.251748, 44.444444, 52.112676, 48.251748, 44.444444, 52.112676 ], [ 2.155697, 2.790877, 1.595427, 1.621702, 1.648287, 1.750355 ], [ 150594, 150594, 54800, 2526067, 2526067, 1605438 ], [ -32297, -31052, -32297, -1201746, -1201746, -385098 ], [ 38, 36, 41, 38, 36, 41 ], [ 60, 60, 61, 60, 60, 61 ], [ 18, 17, 19, 18, 17, 19 ], [ 5560, 2633, 2927, 5560, 2633, 2927 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 467568, -69343, -115730, 369228, -72624, -74959 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555689600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759267252215, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 2.58744 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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