Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717691.04 | 528688.4198 | 189002.6202 | 1819836.4201 | 692794.9403 | 1127041.4799 |
Total P&L (%) | 717.691 | 528.6884 | 189.0026 | 1819.8364 | 692.7949 | 1127.0415 |
Avg Daily Profit (%) | 0.3773 | 0.2779 | 0.0994 | 0.1554 | 0.1089 | 0.1319 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128174 | -56570 | -147147 | -1178941 | -1748970 | -1042787 |
Profit Factor | 2.4609 | 2.9302 | 1.8695 | 1.3175 | 1.1826 | 1.5815 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 50.8197 | 45.1613 | 56.6667 | 50.8197 | 45.1613 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.3815 | 3.558 | 1.4296 | 1.275 | 1.436 | 1.2094 |
Largest Winning Trade | 242633 | 242633 | 66402 | 1063963 | 1063963 | 741184 |
Largest Losing Trade | -55258 | -37831 | -55258 | -1168288 | -1168288 | -489301 |
Avg Bars in Trades | 90 | 62 | 119 | 90 | 62 | 119 |
Avg Bars in Winners | 138 | 90 | 178 | 138 | 90 | 178 |
Avg Bars in Losers | 40 | 39 | 42 | 40 | 39 | 42 |
Bars Traded | 5529 | 1940 | 3589 | 5529 | 1940 | 3589 |
Profit Streak | 0 | 0 | 583.8247 | 0 | 0 | 583.8247 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151651 | 445581 | -56123 | -158045 | -68787 | -12965 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558051200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759376856848, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 47, "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": [ [ 717691.0400353057, 528688.4198482459, 189002.6201870597, 1819836.4201427423, 692794.9402812538, 1127041.4798614888 ], [ 717.69104, 528.68842, 189.00262, 1819.83642, 692.79494, 1127.04148 ], [ 0.377269, 0.277916, 0.099353, 0.155447, 0.108894, 0.131883 ], [ 10, 10, 10, 10, 10, 10 ], [ -128174, -56570, -147147, -1178941, -1748970, -1042787 ], [ 2.460854, 2.93015, 1.869492, 1.317482, 1.182599, 1.581543 ], [ 61, 31, 30, 61, 31, 30 ], [ 31, 14, 17, 31, 14, 17 ], [ 30, 17, 13, 30, 17, 13 ], [ 50.819672, 45.16129, 56.666667, 50.819672, 45.16129, 56.666667 ], [ 2.381472, 3.55804, 1.429611, 1.274983, 1.436014, 1.209415 ], [ 242633, 242633, 66402, 1063963, 1063963, 741184 ], [ -55258, -37831, -55258, -1168288, -1168288, -489301 ], [ 90, 62, 119, 90, 62, 119 ], [ 138, 90, 178, 138, 90, 178 ], [ 40, 39, 42, 40, 39, 42 ], [ 5529, 1940, 3589, 5529, 1940, 3589 ], [ 0, 0, 583.824732, 0, 0, 583.824732 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151651, 445581, -56123, -158045, -68787, -12965 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558051200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759376856848, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 47, "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) |
---|