Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425278.0885 | 413095.0402 | 12183.0483 | -357295.1733 | 852618.1558 | -1209913.3292 |
Total P&L (%) | 425.2781 | 413.095 | 12.183 | -357.2952 | 852.6182 | -1209.9133 |
Avg Daily Profit (%) | 0.2237 | 0.2173 | 0.0064 | 0 | 0.1186 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -283701 | -109410 | -268215 | -1119620 | -255246 | -1299287 |
Profit Factor | 1.5561 | 2.0909 | 1.0316 | 0.8631 | 2.0207 | 0.3179 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 19 | 19 | 41 | 25 | 16 |
Losing Trades | 35 | 18 | 17 | 32 | 12 | 20 |
Profitability (%) | 52.0548 | 51.3514 | 52.7778 | 56.1644 | 67.5676 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.4333 | 1.9809 | 0.923 | 0.6736 | 0.9699 | 0.3973 |
Largest Winning Trade | 291087 | 291087 | 60271 | 289964 | 289964 | 127345 |
Largest Losing Trade | -161893 | -45465 | -161893 | -1091550 | -218151 | -1091550 |
Avg Bars in Trades | 151 | 114 | 189 | 151 | 114 | 189 |
Avg Bars in Winners | 193 | 129 | 256 | 117 | 88 | 162 |
Avg Bars in Losers | 106 | 99 | 113 | 195 | 170 | 210 |
Bars Traded | 11061 | 4253 | 6808 | 11061 | 4253 | 6808 |
Profit Streak | 0 | 0 | 584.1332 | 494.9665 | 575.7999 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66538 | 429298 | -468286 | -655394 | -29924 | -582940 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1557604800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759173107560, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 145, "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": [ [ 425278.0884865311, 413095.040183046, 12183.048303485, -357295.1733141183, 852618.1558499013, -1209913.3291640193 ], [ 425.278088, 413.09504, 12.183048, -357.295173, 852.618156, -1209.913329 ], [ 0.223674, 0.217266, 0.006408, 0, 0.118621, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -283701, -109410, -268215, -1119620, -255246, -1299287 ], [ 1.556122, 2.09092, 1.031558, 0.863057, 2.020692, 0.317879 ], [ 73, 37, 36, 73, 37, 36 ], [ 38, 19, 19, 41, 25, 16 ], [ 35, 18, 17, 32, 12, 20 ], [ 52.054795, 51.351351, 52.777778, 56.164384, 67.567568, 44.444444 ], [ 1.43327, 1.980872, 0.922973, 0.673606, 0.969932, 0.397349 ], [ 291087, 291087, 60271, 289964, 289964, 127345 ], [ -161893, -45465, -161893, -1091550, -218151, -1091550 ], [ 151, 114, 189, 151, 114, 189 ], [ 193, 129, 256, 117, 88, 162 ], [ 106, 99, 113, 195, 170, 210 ], [ 11061, 4253, 6808, 11061, 4253, 6808 ], [ 0, 0, 584.133189, 494.966523, 575.799856, 0 ], [ 0, 0, 2, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -66538, 429298, -468286, -655394, -29924, -582940 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1557604800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759173107560, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 145, "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) |
---|