Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697496.3524 | 502199.2752 | 195297.0772 | 2130185.548 | 469011.2914 | 1661174.2567 |
Total P&L (%) | 697.4964 | 502.1993 | 195.2971 | 2130.1855 | 469.0113 | 1661.1743 |
Avg Daily Profit (%) | 0.3667 | 0.264 | 0.1027 | 0.1634 | 0.0915 | 0.1509 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168823 | -83164 | -129584 | -1832453 | -1404187 | -1311560 |
Profit Factor | 2.248 | 2.6153 | 1.7875 | 1.2889 | 1.0987 | 1.6339 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 38.7097 | 34.0426 | 43.4783 | 38.7097 | 34.0426 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.5593 | 5.0672 | 2.3237 | 2.0408 | 2.1287 | 2.124 |
Largest Winning Trade | 177364 | 177364 | 55563 | 1037653 | 1037653 | 845503 |
Largest Losing Trade | -45847 | -45847 | -44161 | -1194681 | -1155242 | -1194681 |
Avg Bars in Trades | 79 | 57 | 101 | 79 | 57 | 101 |
Avg Bars in Winners | 157 | 117 | 190 | 157 | 117 | 190 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 7367 | 2714 | 4653 | 7367 | 2714 | 4653 |
Profit Streak | 0 | 0 | 590.5846 | 0 | 0 | 590.5846 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345556 | 268135 | -54013 | 169526 | -187852 | 331483 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558159200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759284107045, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 8, "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": [ [ 697496.3524255486, 502199.2751963842, 195297.0772291644, 2130185.5480244854, 469011.2913531763, 1661174.2566713085 ], [ 697.496352, 502.199275, 195.297077, 2130.185548, 469.011291, 1661.174257 ], [ 0.366717, 0.264037, 0.10268, 0.163365, 0.091458, 0.150932 ], [ 10, 10, 10, 10, 10, 10 ], [ -168823, -83164, -129584, -1832453, -1404187, -1311560 ], [ 2.247988, 2.615323, 1.78749, 1.2889, 1.098682, 1.633873 ], [ 93, 47, 46, 93, 47, 46 ], [ 36, 16, 20, 36, 16, 20 ], [ 57, 31, 26, 57, 31, 26 ], [ 38.709677, 34.042553, 43.478261, 38.709677, 34.042553, 43.478261 ], [ 3.559315, 5.067188, 2.323737, 2.040758, 2.128696, 2.124035 ], [ 177364, 177364, 55563, 1037653, 1037653, 845503 ], [ -45847, -45847, -44161, -1194681, -1155242, -1194681 ], [ 79, 57, 101, 79, 57, 101 ], [ 157, 117, 190, 157, 117, 190 ], [ 29, 26, 32, 29, 26, 32 ], [ 7367, 2714, 4653, 7367, 2714, 4653 ], [ 0, 0, 590.584572, 0, 0, 590.584572 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345556, 268135, -54013, 169526, -187852, 331483 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558159200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759284107045, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 8, "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) |
---|