Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684600.7269 | 497791.7084 | 186809.0184 | 2903163.333 | 978146.3889 | 1925016.9441 |
Total P&L (%) | 684.6007 | 497.7917 | 186.809 | 2903.1633 | 978.1464 | 1925.0169 |
Avg Daily Profit (%) | 0.3599 | 0.2617 | 0.0982 | 0.179 | 0.1251 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124884 | -141379 | -130351 | -2689265 | -3627228 | -1009939 |
Profit Factor | 1.8401 | 2.1516 | 1.4881 | 1.2455 | 1.1421 | 1.3897 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 35.0282 | 32.5843 | 37.5 | 35.0282 | 32.5843 | 37.5 |
Ratio Avg Win / Avg Loss | 3.413 | 4.4516 | 2.4802 | 2.3102 | 2.3629 | 2.3161 |
Largest Winning Trade | 165516 | 165516 | 56447 | 1347408 | 1347408 | 1143776 |
Largest Losing Trade | -22555 | -22555 | -21520 | -525876 | -525876 | -460979 |
Avg Bars in Trades | 41 | 37 | 46 | 41 | 37 | 46 |
Avg Bars in Winners | 84 | 78 | 89 | 84 | 78 | 89 |
Avg Bars in Losers | 18 | 17 | 20 | 18 | 17 | 20 |
Bars Traded | 7418 | 3352 | 4065 | 7418 | 3352 | 4065 |
Profit Streak | 507.9857 | 512.9857 | 0 | 507.9857 | 512.9857 | 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 | 309064 | 206513 | -64685 | 158741 | -95219 | 152786 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555610400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759815562872, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 2.43055 } }, "second_band": { "type": "linreg", "factors": { "length": 22, "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": [ [ 684600.7268857992, 497791.7084391458, 186809.0184466531, 2903163.333000476, 978146.3888649943, 1925016.9441354824 ], [ 684.600727, 497.791708, 186.809018, 2903.163333, 978.146389, 1925.016944 ], [ 0.359937, 0.26172, 0.098217, 0.179038, 0.125095, 0.158283 ], [ 10, 10, 10, 10, 10, 10 ], [ -124884, -141379, -130351, -2689265, -3627228, -1009939 ], [ 1.840056, 2.151628, 1.48814, 1.245525, 1.142089, 1.389661 ], [ 177, 89, 88, 177, 89, 88 ], [ 62, 29, 33, 62, 29, 33 ], [ 115, 60, 55, 115, 60, 55 ], [ 35.028249, 32.58427, 37.5, 35.028249, 32.58427, 37.5 ], [ 3.413008, 4.451645, 2.480233, 2.310249, 2.362942, 2.316101 ], [ 165516, 165516, 56447, 1347408, 1347408, 1143776 ], [ -22555, -22555, -21520, -525876, -525876, -460979 ], [ 41, 37, 46, 41, 37, 46 ], [ 84, 78, 89, 84, 78, 89 ], [ 18, 17, 20, 18, 17, 20 ], [ 7418, 3352, 4065, 7418, 3352, 4065 ], [ 507.985681, 512.985681, 0, 507.985681, 512.985681, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309064, 206513, -64685, 158741, -95219, 152786 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555610400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759815562872, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 2.43055 } }, "second_band": { "type": "linreg", "factors": { "length": 22, "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) |
---|