Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641741.4299 | 416224.6316 | 225516.7983 | 3364353.3394 | 1348311.166 | 2016042.1734 |
Total P&L (%) | 641.7414 | 416.2246 | 225.5168 | 3364.3533 | 1348.3112 | 2016.0422 |
Avg Daily Profit (%) | 0.3373 | 0.2188 | 0.1185 | 0.1865 | 0.1406 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70550 | -144849 | -67128 | -3007432 | -4151299 | -1473641 |
Profit Factor | 2.008 | 2.1284 | 1.8421 | 1.24 | 1.1568 | 1.3724 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 48.2143 | 42.8571 | 53.5714 | 48.2143 | 42.8571 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.1567 | 2.8379 | 1.5965 | 1.3319 | 1.5423 | 1.1894 |
Largest Winning Trade | 133269 | 133269 | 52988 | 2118530 | 2118530 | 1372382 |
Largest Losing Trade | -32998 | -32998 | -24257 | -1292844 | -1292844 | -701324 |
Avg Bars in Trades | 50 | 46 | 53 | 50 | 46 | 53 |
Avg Bars in Winners | 77 | 77 | 77 | 77 | 77 | 77 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 5619 | 2610 | 3009 | 5619 | 2610 | 3009 |
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 | 454695 | -171003 | -210839 | 260757 | -234730 | -171365 |
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{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "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": [ [ 641741.4298631437, 416224.6315815079, 225516.7982816354, 3364353.3393904534, 1348311.1659947545, 2016042.1733956998 ], [ 641.74143, 416.224632, 225.516798, 3364.353339, 1348.311166, 2016.042173 ], [ 0.337345, 0.218797, 0.118548, 0.18653, 0.14061, 0.160571 ], [ 10, 10, 10, 10, 10, 10 ], [ -70550, -144849, -67128, -3007432, -4151299, -1473641 ], [ 2.007983, 2.128403, 1.842119, 1.240048, 1.156753, 1.372388 ], [ 112, 56, 56, 112, 56, 56 ], [ 54, 24, 30, 54, 24, 30 ], [ 58, 32, 26, 58, 32, 26 ], [ 48.214286, 42.857143, 53.571429, 48.214286, 42.857143, 53.571429 ], [ 2.156723, 2.83787, 1.596503, 1.331904, 1.542337, 1.189403 ], [ 133269, 133269, 52988, 2118530, 2118530, 1372382 ], [ -32998, -32998, -24257, -1292844, -1292844, -701324 ], [ 50, 46, 53, 50, 46, 53 ], [ 77, 77, 77, 77, 77, 77 ], [ 24, 23, 26, 24, 23, 26 ], [ 5619, 2610, 3009, 5619, 2610, 3009 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 454695, -171003, -210839, 260757, -234730, -171365 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554681600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760170192617, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "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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