Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435041.2508 | 348902.7249 | 86138.5259 | 348601.571 | 520965.6103 | -172364.0394 |
Total P&L (%) | 435.0413 | 348.9027 | 86.1385 | 348.6016 | 520.9656 | -172.364 |
Avg Daily Profit (%) | 0.2689 | 0.2156 | 0.0532 | 0.0928 | 0.1129 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126195 | -154229 | -127499 | -897613 | -646289 | -614678 |
Profit Factor | 1.3493 | 1.5413 | 1.1433 | 1.0726 | 1.2149 | 0.9274 |
Total Trades | 504 | 252 | 252 | 504 | 252 | 252 |
Winning Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Losing Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Profitability (%) | 49.2063 | 49.2063 | 49.2063 | 49.2063 | 49.2063 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.3928 | 1.591 | 1.1802 | 1.1072 | 1.2541 | 0.9573 |
Largest Winning Trade | 110780 | 110780 | 50777 | 438907 | 438907 | 179350 |
Largest Losing Trade | -29810 | -29810 | -27964 | -215835 | -176865 | -215835 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 49 | 45 | 54 | 49 | 45 | 54 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 19002 | 9047 | 9955 | 19002 | 9047 | 9955 |
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 | 393114 | 391619 | -184214 | -207351 | -41803 | -580323 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579968000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758888579464, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 172 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 435041.2507670593, 348902.7249107251, 86138.525856334, 348601.5709739131, 520965.6103361951, -172364.0393622812 ], [ 435.041251, 348.902725, 86.138526, 348.601571, 520.96561, -172.364039 ], [ 0.268876, 0.215638, 0.053238, 0.09281, 0.112926, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -126195, -154229, -127499, -897613, -646289, -614678 ], [ 1.349282, 1.541257, 1.143346, 1.072646, 1.214879, 0.927401 ], [ 504, 252, 252, 504, 252, 252 ], [ 248, 124, 124, 248, 124, 124 ], [ 256, 128, 128, 256, 128, 128 ], [ 49.206349, 49.206349, 49.206349, 49.206349, 49.206349, 49.206349 ], [ 1.392807, 1.590975, 1.180228, 1.107247, 1.254069, 0.957317 ], [ 110780, 110780, 50777, 438907, 438907, 179350 ], [ -29810, -29810, -27964, -215835, -176865, -215835 ], [ 37, 35, 39, 37, 35, 39 ], [ 49, 45, 54, 49, 45, 54 ], [ 25, 26, 24, 25, 26, 24 ], [ 19002, 9047, 9955, 19002, 9047, 9955 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 393114, 391619, -184214, -207351, -41803, -580323 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579968000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758888579464, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 172 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|