Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664038.9486 | 526827.5908 | 137211.3578 | 1596391.4358 | 1198100.7918 | 398290.644 |
Total P&L (%) | 664.0389 | 526.8276 | 137.2114 | 1596.3914 | 1198.1008 | 398.2906 |
Avg Daily Profit (%) | 0.4104 | 0.3256 | 0.0848 | 0.1751 | 0.1586 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182814 | -165939 | -98295 | -2074667 | -1327750 | -1169016 |
Profit Factor | 1.7892 | 2.259 | 1.3244 | 1.238 | 1.3098 | 1.1403 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 41.7647 | 36.4706 | 47.0588 | 41.7647 | 36.4706 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.4948 | 3.9351 | 1.4899 | 1.7262 | 2.2815 | 1.2828 |
Largest Winning Trade | 218477 | 218477 | 46056 | 1303061 | 1303061 | 382690 |
Largest Losing Trade | -37101 | -24819 | -37101 | -623502 | -623502 | -569425 |
Avg Bars in Trades | 112 | 110 | 113 | 112 | 110 | 113 |
Avg Bars in Winners | 181 | 186 | 177 | 181 | 186 | 177 |
Avg Bars in Losers | 62 | 67 | 57 | 62 | 67 | 57 |
Bars Traded | 19067 | 9404 | 9663 | 19067 | 9404 | 9663 |
Profit Streak | 496.3418 | 502.3418 | 0 | 496.3418 | 502.3418 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414058 | 302666 | -80973 | 248885 | 141631 | -128090 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579651200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758910329769, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 225, "offset": 0, "std": 2.24388 } }, "second_band": { "type": "sma", "factors": { "length": 49, "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": [ [ 664038.9485885551, 526827.5907671701, 137211.357821385, 1596391.4357531916, 1198100.7917581578, 398290.6439950347 ], [ 664.038949, 526.827591, 137.211358, 1596.391436, 1198.100792, 398.290644 ], [ 0.410407, 0.325604, 0.084803, 0.175128, 0.158561, 0.099308 ], [ 10, 10, 10, 10, 10, 10 ], [ -182814, -165939, -98295, -2074667, -1327750, -1169016 ], [ 1.789178, 2.259017, 1.324386, 1.238012, 1.309759, 1.140275 ], [ 170, 85, 85, 170, 85, 85 ], [ 71, 31, 40, 71, 31, 40 ], [ 99, 54, 45, 99, 54, 45 ], [ 41.764706, 36.470588, 47.058824, 41.764706, 36.470588, 47.058824 ], [ 2.494769, 3.935062, 1.489934, 1.726242, 2.281516, 1.28281 ], [ 218477, 218477, 46056, 1303061, 1303061, 382690 ], [ -37101, -24819, -37101, -623502, -623502, -569425 ], [ 112, 110, 113, 112, 110, 113 ], [ 181, 186, 177, 181, 186, 177 ], [ 62, 67, 57, 62, 67, 57 ], [ 19067, 9404, 9663, 19067, 9404, 9663 ], [ 496.34178, 502.34178, 0, 496.34178, 502.34178, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 414058, 302666, -80973, 248885, 141631, -128090 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579651200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758910329769, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 225, "offset": 0, "std": 2.24388 } }, "second_band": { "type": "sma", "factors": { "length": 49, "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) |
---|