Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738606.8829 | 541013.4804 | 197593.4025 | 1311427.5504 | 1643815.173 | -332387.6226 |
Total P&L (%) | 738.6069 | 541.0135 | 197.5934 | 1311.4276 | 1643.8152 | -332.3876 |
Avg Daily Profit (%) | 0.3883 | 0.2844 | 0.1039 | 0.1393 | 0.1504 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122040 | -91557 | -123654 | -2130197 | -925169 | -2415246 |
Profit Factor | 2.2255 | 2.9349 | 1.6115 | 1.1942 | 1.6053 | 0.9177 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.2255 | 3.6687 | 1.2892 | 1.1942 | 2.0066 | 0.7341 |
Largest Winning Trade | 217341 | 217341 | 65298 | 753111 | 753111 | 608157 |
Largest Losing Trade | -71766 | -32910 | -71766 | -1111805 | -580025 | -1111805 |
Avg Bars in Trades | 61 | 44 | 78 | 61 | 44 | 78 |
Avg Bars in Winners | 89 | 63 | 110 | 89 | 63 | 110 |
Avg Bars in Losers | 34 | 29 | 39 | 34 | 29 | 39 |
Bars Traded | 5551 | 2013 | 3536 | 5551 | 2013 | 3536 |
Profit Streak | 493.7059 | 0 | 509.3725 | 493.7059 | 0 | 509.3725 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529441 | 441684 | -50628 | -12809 | 308077 | -579031 |
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{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 29, "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": [ [ 738606.8829013358, 541013.4803640766, 197593.4025372593, 1311427.5504109177, 1643815.172989958, -332387.6225790395 ], [ 738.606883, 541.01348, 197.593403, 1311.42755, 1643.815173, -332.387623 ], [ 0.388264, 0.284395, 0.103869, 0.139252, 0.150384, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -122040, -91557, -123654, -2130197, -925169, -2415246 ], [ 2.225478, 2.934926, 1.611546, 1.194194, 1.605314, 0.917676 ], [ 90, 45, 45, 90, 45, 45 ], [ 45, 20, 25, 45, 20, 25 ], [ 45, 25, 20, 45, 25, 20 ], [ 50, 44.444444, 55.555556, 50, 44.444444, 55.555556 ], [ 2.225478, 3.668657, 1.289237, 1.194194, 2.006642, 0.734141 ], [ 217341, 217341, 65298, 753111, 753111, 608157 ], [ -71766, -32910, -71766, -1111805, -580025, -1111805 ], [ 61, 44, 78, 61, 44, 78 ], [ 89, 63, 110, 89, 63, 110 ], [ 34, 29, 39, 34, 29, 39 ], [ 5551, 2013, 3536, 5551, 2013, 3536 ], [ 493.70585, 0, 509.372517, 493.70585, 0, 509.372517 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 529441, 441684, -50628, -12809, 308077, -579031 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557014400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760230585482, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 29, "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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