Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670829.9109 | 492723.3274 | 178106.5835 | 4007764.4962 | 1820682.7097 | 2187081.7865 |
Total P&L (%) | 670.8299 | 492.7233 | 178.1066 | 4007.7645 | 1820.6827 | 2187.0818 |
Avg Daily Profit (%) | 0.4146 | 0.3045 | 0.1101 | 0.2299 | 0.1828 | 0.1936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113019 | -123440 | -113667 | -891516 | -1660848 | -454643 |
Profit Factor | 2.1954 | 2.6511 | 1.6778 | 1.6589 | 1.4864 | 1.935 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 36.1111 | 36.1111 | 36.1111 | 36.1111 | 36.1111 | 36.1111 |
Ratio Avg Win / Avg Loss | 3.8842 | 4.6904 | 2.9685 | 2.935 | 2.6297 | 3.4235 |
Largest Winning Trade | 160552 | 160552 | 58614 | 1723616 | 1723616 | 1158635 |
Largest Losing Trade | -21935 | -18697 | -21935 | -546869 | -546869 | -209172 |
Avg Bars in Trades | 130 | 116 | 144 | 130 | 116 | 144 |
Avg Bars in Winners | 272 | 238 | 305 | 272 | 238 | 305 |
Avg Bars in Losers | 50 | 47 | 53 | 50 | 47 | 53 |
Bars Traded | 18765 | 8389 | 10376 | 18765 | 8389 | 10376 |
Profit Streak | 501.9627 | 508.6293 | 0 | 501.9627 | 508.6293 | 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 | 346081 | -70703 | -127716 | 251977 | -74050 | -73201 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579780800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759374374941, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 78, "offset": 0, "std": 4.04617 } }, "second_band": { "type": "zlma", "factors": { "length": 147, "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": [ [ 670829.9108721139, 492723.3273838271, 178106.5834882876, 4007764.4961686945, 1820682.7096972032, 2187081.7864714926 ], [ 670.829911, 492.723327, 178.106583, 4007.764496, 1820.68271, 2187.081786 ], [ 0.414604, 0.304526, 0.110078, 0.229897, 0.182816, 0.193627 ], [ 10, 10, 10, 10, 10, 10 ], [ -113019, -123440, -113667, -891516, -1660848, -454643 ], [ 2.195395, 2.65112, 1.677828, 1.658909, 1.486379, 1.935018 ], [ 144, 72, 72, 144, 72, 72 ], [ 52, 26, 26, 52, 26, 26 ], [ 92, 46, 46, 92, 46, 46 ], [ 36.111111, 36.111111, 36.111111, 36.111111, 36.111111, 36.111111 ], [ 3.88416, 4.690443, 2.968464, 2.934993, 2.629747, 3.423493 ], [ 160552, 160552, 58614, 1723616, 1723616, 1158635 ], [ -21935, -18697, -21935, -546869, -546869, -209172 ], [ 130, 116, 144, 130, 116, 144 ], [ 272, 238, 305, 272, 238, 305 ], [ 50, 47, 53, 50, 47, 53 ], [ 18765, 8389, 10376, 18765, 8389, 10376 ], [ 501.962673, 508.62934, 0, 501.962673, 508.62934, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346081, -70703, -127716, 251977, -74050, -73201 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579780800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759374374941, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 78, "offset": 0, "std": 4.04617 } }, "second_band": { "type": "zlma", "factors": { "length": 147, "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) |
---|