Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775205.4119 | 546446.1833 | 228759.2286 | 4641860.9359 | 438826.3048 | 4203034.6311 |
Total P&L (%) | 775.2054 | 546.4462 | 228.7592 | 4641.8609 | 438.8263 | 4203.0346 |
Avg Daily Profit (%) | 0.4076 | 0.2873 | 0.1203 | 0.2031 | 0.0886 | 0.198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151381 | -81330 | -111371 | -2180826 | -3116926 | -1135059 |
Profit Factor | 2.5957 | 3.19 | 1.9681 | 1.4056 | 1.063 | 1.9386 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 37.3333 | 31.5789 | 43.2432 | 37.3333 | 31.5789 | 43.2432 |
Ratio Avg Win / Avg Loss | 4.3571 | 6.9116 | 2.5832 | 2.3595 | 2.3032 | 2.5445 |
Largest Winning Trade | 218722 | 218722 | 58493 | 1760307 | 1666995 | 1760307 |
Largest Losing Trade | -41268 | -24605 | -41268 | -1547503 | -1547503 | -1135059 |
Avg Bars in Trades | 98 | 75 | 122 | 98 | 75 | 122 |
Avg Bars in Winners | 210 | 173 | 238 | 210 | 173 | 238 |
Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
Bars Traded | 7383 | 2852 | 4531 | 7383 | 2852 | 4531 |
Profit Streak | 0 | 0 | 552.8518 | 0 | 0 | 552.8518 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51441 | 278273 | -30742 | -56298 | -231954 | 347899 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557792000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759069595881, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 29, "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": [ [ 775205.4118558156, 546446.1832829169, 228759.2285728986, 4641860.935923551, 438826.3047854777, 4203034.631138072 ], [ 775.205412, 546.446183, 228.759229, 4641.860936, 438.826305, 4203.034631 ], [ 0.407574, 0.287301, 0.120273, 0.203098, 0.088589, 0.197983 ], [ 10, 10, 10, 10, 10, 10 ], [ -151381, -81330, -111371, -2180826, -3116926, -1135059 ], [ 2.59569, 3.189973, 1.968129, 1.405643, 1.063, 1.938645 ], [ 75, 38, 37, 75, 38, 37 ], [ 28, 12, 16, 28, 12, 16 ], [ 47, 26, 21, 47, 26, 21 ], [ 37.333333, 31.578947, 43.243243, 37.333333, 31.578947, 43.243243 ], [ 4.357051, 6.911608, 2.583169, 2.359472, 2.303168, 2.544472 ], [ 218722, 218722, 58493, 1760307, 1666995, 1760307 ], [ -41268, -24605, -41268, -1547503, -1547503, -1135059 ], [ 98, 75, 122, 98, 75, 122 ], [ 210, 173, 238, 210, 173, 238 ], [ 31, 29, 33, 31, 29, 33 ], [ 7383, 2852, 4531, 7383, 2852, 4531 ], [ 0, 0, 552.851804, 0, 0, 552.851804 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -51441, 278273, -30742, -56298, -231954, 347899 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557792000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759069595881, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 29, "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) |
---|