Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689525.6593 | 425076.0641 | 264449.5951 | 3626806.3488 | -2299314.5298 | 5926120.8785 |
Total P&L (%) | 689.5257 | 425.0761 | 264.4496 | 3626.8063 | -2299.3145 | 5926.1209 |
Avg Daily Profit (%) | 0.3624 | 0.2234 | 0.139 | 0.1904 | 0 | 0.2157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119873 | -111399 | -61764 | -6958952 | -5895773 | -2589498 |
Profit Factor | 1.6264 | 1.6336 | 1.6151 | 1.1351 | 0.8686 | 1.6348 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Losing Trades | 148 | 77 | 71 | 148 | 77 | 71 |
Profitability (%) | 48.2517 | 46.1538 | 50.3497 | 48.2517 | 46.1538 | 50.3497 |
Ratio Avg Win / Avg Loss | 1.7443 | 1.9059 | 1.5927 | 1.2174 | 1.0134 | 1.6121 |
Largest Winning Trade | 206273 | 206273 | 39564 | 1521964 | 1521964 | 1106786 |
Largest Losing Trade | -33797 | -27626 | -33797 | -1392084 | -1392084 | -1054042 |
Avg Bars in Trades | 12 | 16 | 9 | 12 | 16 | 9 |
Avg Bars in Winners | 15 | 19 | 12 | 15 | 19 | 12 |
Avg Bars in Losers | 9 | 12 | 6 | 9 | 12 | 6 |
Bars Traded | 3640 | 2292 | 1348 | 3640 | 2292 | 1348 |
Profit Streak | 482.231 | 0 | 506.231 | 482.231 | 0 | 506.231 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510607 | 342764 | -2930 | -62253 | -580504 | 459027 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759987958262, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 1.21383 } } }
{ "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": [ [ 689525.6592551304, 425076.0641369835, 264449.5951181472, 3626806.348771219, -2299314.529769746, 5926120.878540961 ], [ 689.525659, 425.076064, 264.449595, 3626.806349, -2299.31453, 5926.120879 ], [ 0.362431, 0.22343, 0.139001, 0.190359, 0, 0.215669 ], [ 10, 10, 10, 10, 10, 10 ], [ -119873, -111399, -61764, -6958952, -5895773, -2589498 ], [ 1.626396, 1.633639, 1.615094, 1.135127, 0.868644, 1.634797 ], [ 286, 143, 143, 286, 143, 143 ], [ 138, 66, 72, 138, 66, 72 ], [ 148, 77, 71, 148, 77, 71 ], [ 48.251748, 46.153846, 50.34965, 48.251748, 46.153846, 50.34965 ], [ 1.744251, 1.905912, 1.592662, 1.217383, 1.013419, 1.612092 ], [ 206273, 206273, 39564, 1521964, 1521964, 1106786 ], [ -33797, -27626, -33797, -1392084, -1392084, -1054042 ], [ 12, 16, 9, 12, 16, 9 ], [ 15, 19, 12, 15, 19, 12 ], [ 9, 12, 6, 9, 12, 6 ], [ 3640, 2292, 1348, 3640, 2292, 1348 ], [ 482.230998, 0, 506.230998, 482.230998, 0, 506.230998 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 510607, 342764, -2930, -62253, -580504, 459027 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759987958262, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 211, "offset": 0, "multiplier": 1.21383 } } }
# | 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) |
---|