Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646359.7506 | 468427.2997 | 177932.4509 | 1643485.5388 | 802388.4158 | 841097.1229 |
Total P&L (%) | 646.3598 | 468.4273 | 177.9325 | 1643.4855 | 802.3884 | 841.0971 |
Avg Daily Profit (%) | 0.3398 | 0.2463 | 0.0936 | 0.1504 | 0.1157 | 0.1179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68834 | -104903 | -118597 | -551592 | -851768 | -752081 |
Profit Factor | 2.2708 | 2.584 | 1.8358 | 1.4908 | 1.369 | 1.7164 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.9394 | 39.3939 | 48.4848 | 43.9394 | 39.3939 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.8972 | 3.9754 | 1.9505 | 1.902 | 2.1061 | 1.8237 |
Largest Winning Trade | 210993 | 210993 | 57496 | 635776 | 635776 | 476284 |
Largest Losing Trade | -35542 | -23961 | -35542 | -549420 | -549420 | -234226 |
Avg Bars in Trades | 113 | 114 | 112 | 113 | 114 | 112 |
Avg Bars in Winners | 181 | 198 | 168 | 181 | 198 | 168 |
Avg Bars in Losers | 59 | 59 | 60 | 59 | 59 | 60 |
Bars Traded | 7478 | 3766 | 3712 | 7478 | 3766 | 3712 |
Profit Streak | 0 | 0 | 733.1987 | 0 | 0 | 733.1987 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117578 | 316600 | -64247 | -121159 | -40618 | -31542 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554465600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759207571582, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 4.77932 } }, "second_band": { "type": "rma", "factors": { "length": 6, "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": [ [ 646359.7505957589, 468427.2997126367, 177932.4508831222, 1643485.5387678393, 802388.4158418919, 841097.1229259472 ], [ 646.359751, 468.4273, 177.932451, 1643.485539, 802.388416, 841.097123 ], [ 0.339832, 0.246281, 0.09355, 0.150401, 0.115728, 0.117939 ], [ 10, 10, 10, 10, 10, 10 ], [ -68834, -104903, -118597, -551592, -851768, -752081 ], [ 2.270807, 2.58398, 1.835781, 1.490795, 1.368989, 1.716401 ], [ 66, 33, 33, 66, 33, 33 ], [ 29, 13, 16, 29, 13, 16 ], [ 37, 20, 17, 37, 20, 17 ], [ 43.939394, 39.393939, 48.484848, 43.939394, 39.393939, 48.484848 ], [ 2.897236, 3.975354, 1.950518, 1.902049, 2.106137, 1.823676 ], [ 210993, 210993, 57496, 635776, 635776, 476284 ], [ -35542, -23961, -35542, -549420, -549420, -234226 ], [ 113, 114, 112, 113, 114, 112 ], [ 181, 198, 168, 181, 198, 168 ], [ 59, 59, 60, 59, 59, 60 ], [ 7478, 3766, 3712, 7478, 3766, 3712 ], [ 0, 0, 733.198745, 0, 0, 733.198745 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -117578, 316600, -64247, -121159, -40618, -31542 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554465600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759207571582, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 10, "offset": 0, "multiplier": 4.77932 } }, "second_band": { "type": "rma", "factors": { "length": 6, "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) |
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