Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305878.8433 | 336227.3792 | -30348.5359 | -68613.5007 | -111919.3087 | 43305.808 |
Total P&L (%) | 305.8788 | 336.2274 | -30.3485 | -68.6135 | -111.9193 | 43.3058 |
Avg Daily Profit (%) | 0.189 | 0.2078 | -0.0188 | -0.0716 | 0 | 0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -336454 | -284016 | -125340 | -1144600 | -1235134 | -282513 |
Profit Factor | 1.2623 | 1.4274 | 0.92 | 0.9842 | 0.966 | 1.0412 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Profitability (%) | 47.2973 | 47.7477 | 46.8468 | 47.2973 | 47.7477 | 46.8468 |
Ratio Avg Win / Avg Loss | 1.4066 | 1.562 | 1.0438 | 1.0967 | 1.0571 | 1.1814 |
Largest Winning Trade | 259483 | 259483 | 40346 | 497307 | 497307 | 146811 |
Largest Losing Trade | -56170 | -56170 | -36351 | -624858 | -624858 | -111156 |
Avg Bars in Trades | 86 | 147 | 25 | 86 | 147 | 25 |
Avg Bars in Winners | 91 | 154 | 28 | 91 | 154 | 28 |
Avg Bars in Losers | 81 | 140 | 22 | 81 | 140 | 22 |
Bars Traded | 19147 | 16320 | 2826 | 19147 | 16320 | 2826 |
Profit Streak | 482.011 | 0 | 486.8443 | 482.011 | 0 | 486.8443 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290752 | 306951 | -579734 | -578416 | -580246 | -340918 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579831200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758860148467, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 154, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 305878.8432604542, 336227.3791551015, -30348.5358946474, -68613.500722327, -111919.3087488095, 43305.8080264827 ], [ 305.878843, 336.227379, -30.348536, -68.613501, -111.919309, 43.305808 ], [ 0.189047, 0.207804, -0.018757, -0.071593, 0, 0.02224 ], [ 10, 10, 10, 10, 10, 10 ], [ -336454, -284016, -125340, -1144600, -1235134, -282513 ], [ 1.262347, 1.427383, 0.919971, 0.984191, 0.965971, 1.041194 ], [ 222, 111, 111, 222, 111, 111 ], [ 105, 53, 52, 105, 53, 52 ], [ 117, 58, 59, 117, 58, 59 ], [ 47.297297, 47.747748, 46.846847, 47.297297, 47.747748, 46.846847 ], [ 1.406615, 1.562042, 1.043813, 1.09667, 1.0571, 1.181355 ], [ 259483, 259483, 40346, 497307, 497307, 146811 ], [ -56170, -56170, -36351, -624858, -624858, -111156 ], [ 86, 147, 25, 86, 147, 25 ], [ 91, 154, 28, 91, 154, 28 ], [ 81, 140, 22, 81, 140, 22 ], [ 19147, 16320, 2826, 19147, 16320, 2826 ], [ 482.010978, 0, 486.844311, 482.010978, 0, 486.844311 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 290752, 306951, -579734, -578416, -580246, -340918 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579831200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758860148467, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 154, "offset": 0, "scalar": 2 } } }
# | 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) |
---|