Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868626.0495 | 615124.2493 | 253501.8002 | 17516372.7384 | 4387180.5093 | 13129192.2291 |
Total P&L (%) | 868.626 | 615.1242 | 253.5018 | 17516.3727 | 4387.1805 | 13129.1922 |
Avg Daily Profit (%) | 0.5369 | 0.3802 | 0.1567 | 0.3201 | 0.2354 | 0.3024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53119 | -83793 | -57624 | -4491503 | -6782806 | -3598813 |
Profit Factor | 3.1624 | 3.6823 | 2.4707 | 1.6644 | 1.2657 | 2.3327 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 46.0674 | 42.2222 | 50 | 46.0674 | 42.2222 | 50 |
Ratio Avg Win / Avg Loss | 3.7023 | 5.039 | 2.4707 | 1.9486 | 1.732 | 2.3327 |
Largest Winning Trade | 241856 | 241856 | 56457 | 6409508 | 6409508 | 5244412 |
Largest Losing Trade | -24807 | -24807 | -19592 | -3150263 | -3150263 | -2440508 |
Avg Bars in Trades | 213 | 186 | 241 | 213 | 186 | 241 |
Avg Bars in Winners | 361 | 338 | 380 | 361 | 338 | 380 |
Avg Bars in Losers | 87 | 74 | 103 | 87 | 74 | 103 |
Bars Traded | 19029 | 8384 | 10645 | 19029 | 8384 | 10645 |
Profit Streak | 0 | 0 | 561.2426 | 0 | 0 | 561.2426 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564065 | 484115 | 453649 | 393313 | 229204 | 503897 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579795200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760010559811, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 1.22622 } }, "second_band": { "type": "dema", "factors": { "length": 148, "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": [ [ 868626.0494653565, 615124.2492613605, 253501.8002039957, 17516372.73838844, 4387180.509265982, 13129192.229122467 ], [ 868.626049, 615.124249, 253.5018, 17516.372738, 4387.180509, 13129.192229 ], [ 0.536852, 0.380176, 0.156676, 0.320129, 0.23537, 0.302373 ], [ 10, 10, 10, 10, 10, 10 ], [ -53119, -83793, -57624, -4491503, -6782806, -3598813 ], [ 3.162384, 3.682312, 2.470665, 1.664448, 1.265713, 2.332739 ], [ 89, 45, 44, 89, 45, 44 ], [ 41, 19, 22, 41, 19, 22 ], [ 48, 26, 22, 48, 26, 22 ], [ 46.067416, 42.222222, 50, 46.067416, 42.222222, 50 ], [ 3.702304, 5.038954, 2.470665, 1.948622, 1.732028, 2.332739 ], [ 241856, 241856, 56457, 6409508, 6409508, 5244412 ], [ -24807, -24807, -19592, -3150263, -3150263, -2440508 ], [ 213, 186, 241, 213, 186, 241 ], [ 361, 338, 380, 361, 338, 380 ], [ 87, 74, 103, 87, 74, 103 ], [ 19029, 8384, 10645, 19029, 8384, 10645 ], [ 0, 0, 561.24259, 0, 0, 561.24259 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 564065, 484115, 453649, 393313, 229204, 503897 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579795200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760010559811, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 1.22622 } }, "second_band": { "type": "dema", "factors": { "length": 148, "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) |
---|