Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442993.7262 | 415704.9006 | 27288.8256 | 226138.613 | 322109.1542 | -95970.5412 |
Total P&L (%) | 442.9937 | 415.7049 | 27.2888 | 226.1386 | 322.1092 | -95.9705 |
Avg Daily Profit (%) | 0.2738 | 0.2569 | 0.0169 | 0.0731 | 0.089 | -0.1983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109282 | -61093 | -180966 | -228266 | -119958 | -308707 |
Profit Factor | 1.5982 | 2.9037 | 1.0523 | 1.1736 | 1.8822 | 0.8976 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Losing Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Profitability (%) | 42.3729 | 47.4576 | 37.2881 | 42.3729 | 47.4576 | 37.2881 |
Ratio Avg Win / Avg Loss | 2.1735 | 3.2148 | 1.7697 | 1.5961 | 2.0839 | 1.5096 |
Largest Winning Trade | 167182 | 167182 | 65156 | 107187 | 106212 | 107187 |
Largest Losing Trade | -53304 | -22143 | -53304 | -73575 | -36566 | -73575 |
Avg Bars in Trades | 161 | 80 | 242 | 161 | 80 | 242 |
Avg Bars in Winners | 279 | 114 | 489 | 279 | 114 | 489 |
Avg Bars in Losers | 74 | 50 | 94 | 74 | 50 | 94 |
Bars Traded | 19055 | 4771 | 14284 | 19055 | 4771 | 14284 |
Profit Streak | 0 | 0 | 561.4493 | 0 | 0 | 561.4493 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310180 | -164017 | -516545 | -126435 | -248177 | -758942 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579773600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758890823136, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 146, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 105, "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": [ [ 442993.7262027517, 415704.9005739528, 27288.825628799, 226138.6129768531, 322109.154226476, -95970.5412496227 ], [ 442.993726, 415.704901, 27.288826, 226.138613, 322.109154, -95.970541 ], [ 0.273791, 0.256925, 0.016866, 0.073089, 0.089044, -0.198291 ], [ 10, 10, 10, 10, 10, 10 ], [ -109282, -61093, -180966, -228266, -119958, -308707 ], [ 1.598187, 2.903676, 1.052258, 1.173625, 1.88224, 0.897615 ], [ 118, 59, 59, 118, 59, 59 ], [ 50, 28, 22, 50, 28, 22 ], [ 68, 31, 37, 68, 31, 37 ], [ 42.372881, 47.457627, 37.288136, 42.372881, 47.457627, 37.288136 ], [ 2.173534, 3.214785, 1.769707, 1.59613, 2.083908, 1.509625 ], [ 167182, 167182, 65156, 107187, 106212, 107187 ], [ -53304, -22143, -53304, -73575, -36566, -73575 ], [ 161, 80, 242, 161, 80, 242 ], [ 279, 114, 489, 279, 114, 489 ], [ 74, 50, 94, 74, 50, 94 ], [ 19055, 4771, 14284, 19055, 4771, 14284 ], [ 0, 0, 561.449342, 0, 0, 561.449342 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310180, -164017, -516545, -126435, -248177, -758942 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579773600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1758890823136, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 146, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 105, "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) |
---|