Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846814.9097 | 584585.4104 | 262229.4992 | 11266955.9836 | 4308257.2261 | 6958698.7575 |
Total P&L (%) | 846.8149 | 584.5854 | 262.2295 | 11266.956 | 4308.2572 | 6958.6988 |
Avg Daily Profit (%) | 0.4454 | 0.3075 | 0.1379 | 0.2493 | 0.1993 | 0.2241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116496 | -131774 | -96403 | -5386701 | -6858379 | -2380697 |
Profit Factor | 2.0027 | 2.3533 | 1.6356 | 1.3972 | 1.2572 | 1.5992 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 40.884 | 38.4615 | 43.3333 | 40.884 | 38.4615 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.8959 | 3.7653 | 2.1389 | 2.0203 | 2.0115 | 2.0913 |
Largest Winning Trade | 219390 | 219390 | 51140 | 5951679 | 5951679 | 3444279 |
Largest Losing Trade | -37244 | -18874 | -37244 | -1957708 | -1957708 | -1439413 |
Avg Bars in Trades | 61 | 59 | 63 | 61 | 59 | 63 |
Avg Bars in Winners | 102 | 99 | 104 | 102 | 99 | 104 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 11127 | 5392 | 5735 | 11127 | 5392 | 5735 |
Profit Streak | 497.8023 | 503.1357 | 0 | 497.8023 | 503.1357 | 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 | 429393 | 332074 | -8723 | 296458 | 171048 | 301003 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1555315200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759029320572, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 4.60695 } }, "second_band": { "type": "ema", "factors": { "length": 47, "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": [ [ 846814.9096528288, 584585.4104465456, 262229.4992062832, 11266955.983592354, 4308257.226092037, 6958698.757500316 ], [ 846.81491, 584.58541, 262.229499, 11266.955984, 4308.257226, 6958.698758 ], [ 0.44538, 0.307461, 0.137919, 0.249257, 0.199326, 0.224139 ], [ 10, 10, 10, 10, 10, 10 ], [ -116496, -131774, -96403, -5386701, -6858379, -2380697 ], [ 2.002739, 2.353323, 1.635648, 1.397226, 1.257197, 1.5992 ], [ 181, 91, 90, 181, 91, 90 ], [ 74, 35, 39, 74, 35, 39 ], [ 107, 56, 51, 107, 56, 51 ], [ 40.883978, 38.461538, 43.333333, 40.883978, 38.461538, 43.333333 ], [ 2.895852, 3.765316, 2.138924, 2.020313, 2.011515, 2.091262 ], [ 219390, 219390, 51140, 5951679, 5951679, 3444279 ], [ -37244, -18874, -37244, -1957708, -1957708, -1439413 ], [ 61, 59, 63, 61, 59, 63 ], [ 102, 99, 104, 102, 99, 104 ], [ 33, 34, 32, 33, 34, 32 ], [ 11127, 5392, 5735, 11127, 5392, 5735 ], [ 497.802321, 503.135655, 0, 497.802321, 503.135655, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429393, 332074, -8723, 296458, 171048, 301003 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1555315200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759029320572, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 4.60695 } }, "second_band": { "type": "ema", "factors": { "length": 47, "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) |
---|