Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625407.4757 | 434778.0225 | 190629.4532 | 2644349.8803 | 1115606.5815 | 1528743.2987 |
Total P&L (%) | 625.4075 | 434.778 | 190.6295 | 2644.3499 | 1115.6066 | 1528.7433 |
Avg Daily Profit (%) | 0.3865 | 0.2687 | 0.1178 | 0.2049 | 0.1545 | 0.1726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70690 | -91896 | -86541 | -2226317 | -1478800 | -935650 |
Profit Factor | 1.7334 | 1.9723 | 1.4701 | 1.2258 | 1.17 | 1.2969 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 146 | 69 | 77 | 146 | 69 | 77 |
Losing Trades | 152 | 80 | 72 | 152 | 80 | 72 |
Profitability (%) | 48.9933 | 46.3087 | 51.6779 | 48.9933 | 46.3087 | 51.6779 |
Ratio Avg Win / Avg Loss | 1.8047 | 2.2867 | 1.3746 | 1.2761 | 1.3565 | 1.2127 |
Largest Winning Trade | 139343 | 139343 | 53842 | 1426449 | 1426449 | 1233490 |
Largest Losing Trade | -31589 | -30042 | -31589 | -1178542 | -1178542 | -555175 |
Avg Bars in Trades | 62 | 60 | 65 | 62 | 60 | 65 |
Avg Bars in Winners | 85 | 83 | 87 | 85 | 83 | 87 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 18765 | 9019 | 9746 | 18765 | 9019 | 9746 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507056 | 372956 | -34534 | 319573 | -27527 | 285358 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580976000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759327688858, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 165, "offset": 148 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 625407.4757028522, 434778.0225200735, 190629.453182779, 2644349.880265469, 1115606.5815383089, 1528743.2987271582 ], [ 625.407476, 434.778023, 190.629453, 2644.34988, 1115.606582, 1528.743299 ], [ 0.386531, 0.268713, 0.117818, 0.204915, 0.154497, 0.172608 ], [ 10, 10, 10, 10, 10, 10 ], [ -70690, -91896, -86541, -2226317, -1478800, -935650 ], [ 1.733442, 1.972286, 1.470073, 1.225772, 1.169951, 1.296948 ], [ 298, 149, 149, 298, 149, 149 ], [ 146, 69, 77, 146, 69, 77 ], [ 152, 80, 72, 152, 80, 72 ], [ 48.993289, 46.308725, 51.677852, 48.993289, 46.308725, 51.677852 ], [ 1.804679, 2.286709, 1.374614, 1.276146, 1.356465, 1.212731 ], [ 139343, 139343, 53842, 1426449, 1426449, 1233490 ], [ -31589, -30042, -31589, -1178542, -1178542, -555175 ], [ 62, 60, 65, 62, 60, 65 ], [ 85, 83, 87, 85, 83, 87 ], [ 41, 40, 42, 41, 40, 42 ], [ 18765, 9019, 9746, 18765, 9019, 9746 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 507056, 372956, -34534, 319573, -27527, 285358 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580976000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759327688858, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 165, "offset": 148 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|