Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497035.7702 | 406310.3418 | 90725.4284 | 69857.8322 | 1209552.057 | -1139694.2248 |
Total P&L (%) | 497.0358 | 406.3103 | 90.7254 | 69.8578 | 1209.5521 | -1139.6942 |
Avg Daily Profit (%) | 0.2613 | 0.2136 | 0.0477 | 0.0279 | 0.1353 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235496 | -191828 | -116254 | -1836959 | -953923 | -1849432 |
Profit Factor | 1.3502 | 1.582 | 1.1258 | 1.008 | 1.3147 | 0.7662 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Losing Trades | 186 | 94 | 92 | 186 | 94 | 92 |
Profitability (%) | 40.3846 | 39.7436 | 41.0256 | 40.3846 | 39.7436 | 41.0256 |
Ratio Avg Win / Avg Loss | 1.9932 | 2.3985 | 1.6184 | 1.488 | 1.9933 | 1.1014 |
Largest Winning Trade | 215878 | 215878 | 48165 | 703607 | 703607 | 509254 |
Largest Losing Trade | -47437 | -36322 | -47437 | -820887 | -517640 | -820887 |
Avg Bars in Trades | 24 | 25 | 22 | 24 | 25 | 22 |
Avg Bars in Winners | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 7520 | 3989 | 3531 | 7520 | 3989 | 3531 |
Profit Streak | 499.7374 | 505.4874 | 499.7374 | 499.7374 | 505.4874 | 499.7374 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315987 | 280472 | -212573 | -368254 | -13526 | -581477 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555545600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759102912908, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 61, "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": [ [ 497035.7701959747, 406310.3418220541, 90725.4283739213, 69857.8321918336, 1209552.0569859147, -1139694.224794082 ], [ 497.03577, 406.310342, 90.725428, 69.857832, 1209.552057, -1139.694225 ], [ 0.261323, 0.213623, 0.0477, 0.027858, 0.135332, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -235496, -191828, -116254, -1836959, -953923, -1849432 ], [ 1.350233, 1.581977, 1.125832, 1.008013, 1.314747, 0.766215 ], [ 312, 156, 156, 312, 156, 156 ], [ 126, 62, 64, 126, 62, 64 ], [ 186, 94, 92, 186, 94, 92 ], [ 40.384615, 39.74359, 41.025641, 40.384615, 39.74359, 41.025641 ], [ 1.993201, 2.398482, 1.618384, 1.488019, 1.993326, 1.101435 ], [ 215878, 215878, 48165, 703607, 703607, 509254 ], [ -47437, -36322, -47437, -820887, -517640, -820887 ], [ 24, 25, 22, 24, 25, 22 ], [ 32, 33, 31, 32, 33, 31 ], [ 18, 20, 16, 18, 20, 16 ], [ 7520, 3989, 3531, 7520, 3989, 3531 ], [ 499.737418, 505.487418, 499.737418, 499.737418, 505.487418, 499.737418 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315987, 280472, -212573, -368254, -13526, -581477 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555545600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759102912908, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 61, "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) |
---|