Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243288.8979 | 257734.3822 | -14445.4843 | -97377.2416 | 23914.9751 | -121292.2167 |
Total P&L (%) | 243.2889 | 257.7344 | -14.4455 | -97.3772 | 23.915 | -121.2922 |
Avg Daily Profit (%) | 0.1504 | 0.1593 | -0.0089 | -0.2248 | 0.0133 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173289 | -96542 | -225338 | -123504 | -43401 | -145429 |
Profit Factor | 1.1368 | 1.334 | 0.9856 | 0.7046 | 1.2621 | 0.4912 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 255 | 121 | 134 | 255 | 121 | 134 |
Losing Trades | 219 | 116 | 103 | 219 | 116 | 103 |
Profitability (%) | 53.7975 | 51.0549 | 56.5401 | 53.7975 | 51.0549 | 56.5401 |
Ratio Avg Win / Avg Loss | 0.9763 | 1.2788 | 0.7576 | 0.6051 | 1.2099 | 0.3776 |
Largest Winning Trade | 60686 | 60686 | 32212 | 27221 | 18899 | 27221 |
Largest Losing Trade | -97145 | -34121 | -97145 | -94274 | -23448 | -94274 |
Avg Bars in Trades | 40 | 39 | 42 | 40 | 39 | 42 |
Avg Bars in Winners | 37 | 34 | 41 | 37 | 34 | 41 |
Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
Bars Traded | 19238 | 9254 | 9984 | 19238 | 9254 | 9984 |
Profit Streak | 0 | 0 | 502.4806 | 0 | 0 | 502.4806 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61505 | 301891 | -578285 | -577808 | -178741 | -578285 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579399200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759836725914, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 74, "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": [ [ 243288.8979123463, 257734.3821768129, -14445.4842644669, -97377.2415528463, 23914.9751179573, -121292.2166708035 ], [ 243.288898, 257.734382, -14.445484, -97.377242, 23.914975, -121.292217 ], [ 0.150364, 0.159292, -0.008928, -0.224774, 0.013253, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -173289, -96542, -225338, -123504, -43401, -145429 ], [ 1.136838, 1.333953, 0.985643, 0.704609, 1.262064, 0.491222 ], [ 474, 237, 237, 474, 237, 237 ], [ 255, 121, 134, 255, 121, 134 ], [ 219, 116, 103, 219, 116, 103 ], [ 53.797468, 51.054852, 56.540084, 53.797468, 51.054852, 56.540084 ], [ 0.976343, 1.278831, 0.757621, 0.605135, 1.209913, 0.377581 ], [ 60686, 60686, 32212, 27221, 18899, 27221 ], [ -97145, -34121, -97145, -94274, -23448, -94274 ], [ 40, 39, 42, 40, 39, 42 ], [ 37, 34, 41, 37, 34, 41 ], [ 43, 43, 43, 43, 43, 43 ], [ 19238, 9254, 9984, 19238, 9254, 9984 ], [ 0, 0, 502.480624, 0, 0, 502.480624 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -61505, 301891, -578285, -577808, -178741, -578285 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579399200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759836725914, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 74, "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) |
---|