Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482296.7806 | 372506.526 | 109790.2546 | 159223.1517 | 19972.4126 | 139250.7392 |
Total P&L (%) | 482.2968 | 372.5065 | 109.7903 | 159.2232 | 19.9724 | 139.2507 |
Avg Daily Profit (%) | 0.2537 | 0.1959 | 0.0577 | 0.0501 | 0.0096 | 0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145011 | -130379 | -164857 | -264460 | -243422 | -153271 |
Profit Factor | 1.3928 | 1.7117 | 1.1558 | 1.1025 | 1.0276 | 1.1677 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 113 | 46 | 67 | 113 | 46 | 67 |
Losing Trades | 133 | 77 | 56 | 133 | 77 | 56 |
Profitability (%) | 45.935 | 37.3984 | 54.4715 | 45.935 | 37.3984 | 54.4715 |
Ratio Avg Win / Avg Loss | 1.6393 | 2.8652 | 0.9661 | 1.2976 | 1.7201 | 0.976 |
Largest Winning Trade | 152800 | 152800 | 49465 | 107862 | 107862 | 101381 |
Largest Losing Trade | -54964 | -24875 | -54964 | -107794 | -67378 | -107794 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 60 | 57 | 62 | 60 | 57 | 62 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 11044 | 5154 | 5890 | 11044 | 5154 | 5890 |
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 | 343725 | 205266 | -166234 | -234065 | -381108 | -168957 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1557676800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758902893467, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 482296.7806078192, 372506.52597544, 109790.254632379, 159223.1517474161, 19972.4125745207, 139250.7391728951 ], [ 482.296781, 372.506526, 109.790255, 159.223152, 19.972413, 139.250739 ], [ 0.253663, 0.195919, 0.057744, 0.05011, 0.009578, 0.045891 ], [ 10, 10, 10, 10, 10, 10 ], [ -145011, -130379, -164857, -264460, -243422, -153271 ], [ 1.392774, 1.711692, 1.155838, 1.102499, 1.027617, 1.16773 ], [ 246, 123, 123, 246, 123, 123 ], [ 113, 46, 67, 113, 46, 67 ], [ 133, 77, 56, 133, 77, 56 ], [ 45.934959, 37.398374, 54.471545, 45.934959, 37.398374, 54.471545 ], [ 1.639283, 2.865224, 0.966074, 1.297632, 1.720141, 0.976013 ], [ 152800, 152800, 49465, 107862, 107862, 101381 ], [ -54964, -24875, -54964, -107794, -67378, -107794 ], [ 44, 41, 47, 44, 41, 47 ], [ 60, 57, 62, 60, 57, 62 ], [ 31, 32, 30, 31, 32, 30 ], [ 11044, 5154, 5890, 11044, 5154, 5890 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343725, 205266, -166234, -234065, -381108, -168957 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1557676800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758902893467, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|