Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249864.4736 | 264297.2298 | -14432.7562 | -58341.0392 | 286909.8219 | -345250.8611 |
Total P&L (%) | 249.8645 | 264.2972 | -14.4328 | -58.341 | 286.9098 | -345.2509 |
Avg Daily Profit (%) | 0.1544 | 0.1633 | -0.0089 | -0.0541 | 0.0837 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176186 | -131157 | -254900 | -377127 | -97847 | -540283 |
Profit Factor | 1.1279 | 1.3043 | 0.9867 | 0.9699 | 1.3802 | 0.7086 |
Total Trades | 578 | 289 | 289 | 578 | 289 | 289 |
Winning Trades | 299 | 148 | 151 | 299 | 148 | 151 |
Losing Trades | 279 | 141 | 138 | 279 | 141 | 138 |
Profitability (%) | 51.7301 | 51.2111 | 52.2491 | 51.7301 | 51.2111 | 52.2491 |
Ratio Avg Win / Avg Loss | 1.0525 | 1.2426 | 0.9018 | 0.905 | 1.3149 | 0.6476 |
Largest Winning Trade | 51873 | 51873 | 46296 | 95376 | 95376 | 44832 |
Largest Losing Trade | -52663 | -34125 | -52663 | -133469 | -45989 | -133469 |
Avg Bars in Trades | 33 | 30 | 35 | 33 | 30 | 35 |
Avg Bars in Winners | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Losers | 36 | 34 | 37 | 36 | 34 | 37 |
Bars Traded | 19150 | 8872 | 10278 | 19150 | 8872 | 10278 |
Profit Streak | 0 | 0 | 493.8805 | 0 | 0 | 493.8805 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69359 | 307117 | -578946 | -577533 | -79575 | -578946 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579248000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759021673391, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 38, "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": [ [ 249864.473572518, 264297.2297763755, -14432.7562038577, -58341.0391562115, 286909.8219210327, -345250.8610772443 ], [ 249.864474, 264.29723, -14.432756, -58.341039, 286.909822, -345.250861 ], [ 0.154428, 0.163348, -0.00892, -0.054105, 0.083658, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -176186, -131157, -254900, -377127, -97847, -540283 ], [ 1.127902, 1.304312, 0.986698, 0.969919, 1.380193, 0.708599 ], [ 578, 289, 289, 578, 289, 289 ], [ 299, 148, 151, 299, 148, 151 ], [ 279, 141, 138, 279, 141, 138 ], [ 51.730104, 51.211073, 52.249135, 51.730104, 51.211073, 52.249135 ], [ 1.052457, 1.242621, 0.901751, 0.905041, 1.314913, 0.647594 ], [ 51873, 51873, 46296, 95376, 95376, 44832 ], [ -52663, -34125, -52663, -133469, -45989, -133469 ], [ 33, 30, 35, 33, 30, 35 ], [ 30, 27, 33, 30, 27, 33 ], [ 36, 34, 37, 36, 34, 37 ], [ 19150, 8872, 10278, 19150, 8872, 10278 ], [ 0, 0, 493.880479, 0, 0, 493.880479 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -69359, 307117, -578946, -577533, -79575, -578946 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579248000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759021673391, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 38, "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) |
---|