Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694893.865 | 485183.7833 | 209710.0817 | 2480430.613 | 241296.3315 | 2239134.2815 |
Total P&L (%) | 694.8939 | 485.1838 | 209.7101 | 2480.4306 | 241.2963 | 2239.1343 |
Avg Daily Profit (%) | 0.3655 | 0.2552 | 0.1103 | 0.1711 | 0.0646 | 0.1659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127556 | -117755 | -140341 | -1544134 | -2311013 | -866336 |
Profit Factor | 1.8289 | 2.0706 | 1.5445 | 1.262 | 1.0394 | 1.6684 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 53.8462 | 56.4706 | 51.1905 | 53.8462 | 56.4706 | 51.1905 |
Ratio Avg Win / Avg Loss | 1.5676 | 1.5961 | 1.4726 | 1.0817 | 0.8012 | 1.5908 |
Largest Winning Trade | 118326 | 118326 | 58444 | 1190720 | 1190720 | 1155121 |
Largest Losing Trade | -54606 | -37312 | -54606 | -1535885 | -1535885 | -485334 |
Avg Bars in Trades | 65 | 48 | 82 | 65 | 48 | 82 |
Avg Bars in Winners | 72 | 48 | 99 | 72 | 48 | 99 |
Avg Bars in Losers | 57 | 49 | 64 | 57 | 49 | 64 |
Bars Traded | 11072 | 4139 | 6934 | 11072 | 4139 | 6934 |
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 | 515012 | 451481 | -44340 | 324949 | -284982 | 386347 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556913600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760148268737, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 31, "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": [ [ 694893.8650022019, 485183.7833197785, 209710.0816824231, 2480430.613024818, 241296.3314846668, 2239134.2815401503 ], [ 694.893865, 485.183783, 209.710082, 2480.430613, 241.296331, 2239.134282 ], [ 0.365478, 0.255181, 0.110297, 0.171108, 0.064585, 0.165935 ], [ 10, 10, 10, 10, 10, 10 ], [ -127556, -117755, -140341, -1544134, -2311013, -866336 ], [ 1.828867, 2.07056, 1.544475, 1.262012, 1.039448, 1.668404 ], [ 169, 85, 84, 169, 85, 84 ], [ 91, 48, 43, 91, 48, 43 ], [ 78, 37, 41, 78, 37, 41 ], [ 53.846154, 56.470588, 51.190476, 53.846154, 56.470588, 51.190476 ], [ 1.567601, 1.596056, 1.472639, 1.081724, 0.801241, 1.590804 ], [ 118326, 118326, 58444, 1190720, 1190720, 1155121 ], [ -54606, -37312, -54606, -1535885, -1535885, -485334 ], [ 65, 48, 82, 65, 48, 82 ], [ 72, 48, 99, 72, 48, 99 ], [ 57, 49, 64, 57, 49, 64 ], [ 11072, 4139, 6934, 11072, 4139, 6934 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 515012, 451481, -44340, 324949, -284982, 386347 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556913600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760148268737, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 31, "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) |
---|