Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453717.6732 | 329239.6865 | 124477.9867 | 171985.7001 | 413393.0094 | -241407.3093 |
Total P&L (%) | 453.7177 | 329.2397 | 124.478 | 171.9857 | 413.393 | -241.4073 |
Avg Daily Profit (%) | 0.2385 | 0.1731 | 0.0654 | 0.0526 | 0.086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189393 | -75170 | -183713 | -559428 | -127835 | -593660 |
Profit Factor | 1.9062 | 2.2827 | 1.5102 | 1.162 | 2.0596 | 0.6405 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 45.1613 | 41.9355 | 48.3871 | 45.1613 | 41.9355 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.3147 | 3.1607 | 1.6109 | 1.411 | 2.8517 | 0.6832 |
Largest Winning Trade | 149468 | 149468 | 59193 | 237315 | 237315 | 99981 |
Largest Losing Trade | -79483 | -43179 | -79483 | -468095 | -62170 | -468095 |
Avg Bars in Trades | 115 | 82 | 149 | 115 | 82 | 149 |
Avg Bars in Winners | 167 | 113 | 213 | 167 | 113 | 213 |
Avg Bars in Losers | 73 | 59 | 88 | 73 | 59 | 88 |
Bars Traded | 7169 | 2550 | 4619 | 7169 | 2550 | 4619 |
Profit Streak | 0 | 0 | 586.5252 | 0 | 0 | 586.5252 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148811 | 308189 | -102774 | -325363 | -77340 | -580486 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558807200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759494978689, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 125, "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": [ [ 453717.6731847944, 329239.6864623489, 124477.9867224453, 171985.7001178567, 413393.0094422479, -241407.3093243912 ], [ 453.717673, 329.239686, 124.477987, 171.9857, 413.393009, -241.407309 ], [ 0.238548, 0.173102, 0.065446, 0.052621, 0.086045, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -189393, -75170, -183713, -559428, -127835, -593660 ], [ 1.906231, 2.282705, 1.51018, 1.161991, 2.059574, 0.640523 ], [ 62, 31, 31, 62, 31, 31 ], [ 28, 13, 15, 28, 13, 15 ], [ 34, 18, 16, 34, 18, 16 ], [ 45.16129, 41.935484, 48.387097, 45.16129, 41.935484, 48.387097 ], [ 2.314709, 3.160669, 1.610858, 1.410989, 2.851717, 0.683224 ], [ 149468, 149468, 59193, 237315, 237315, 99981 ], [ -79483, -43179, -79483, -468095, -62170, -468095 ], [ 115, 82, 149, 115, 82, 149 ], [ 167, 113, 213, 167, 113, 213 ], [ 73, 59, 88, 73, 59, 88 ], [ 7169, 2550, 4619, 7169, 2550, 4619 ], [ 0, 0, 586.525216, 0, 0, 586.525216 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148811, 308189, -102774, -325363, -77340, -580486 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558807200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759494978689, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 125, "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) |
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