Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613384.2213 | 393633.863 | 219750.3583 | 2727547.4961 | 686226.7769 | 2041320.7191 |
Total P&L (%) | 613.3842 | 393.6339 | 219.7504 | 2727.5475 | 686.2268 | 2041.3207 |
Avg Daily Profit (%) | 0.3225 | 0.207 | 0.1155 | 0.1759 | 0.1085 | 0.1612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88422 | -53849 | -65295 | -1222315 | -1273698 | -560759 |
Profit Factor | 2.5857 | 2.639 | 2.4985 | 1.6207 | 1.2385 | 2.3453 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 42.1875 | 40.625 | 43.75 | 42.1875 | 40.625 | 43.75 |
Ratio Avg Win / Avg Loss | 3.5434 | 3.857 | 3.2124 | 2.221 | 1.8102 | 3.0154 |
Largest Winning Trade | 136027 | 136027 | 57991 | 1115221 | 1052816 | 1115221 |
Largest Losing Trade | -53834 | -53834 | -34588 | -849392 | -849392 | -392625 |
Avg Bars in Trades | 115 | 91 | 139 | 115 | 91 | 139 |
Avg Bars in Winners | 201 | 160 | 239 | 201 | 160 | 239 |
Avg Bars in Losers | 52 | 44 | 61 | 52 | 44 | 61 |
Bars Traded | 7387 | 2919 | 4468 | 7387 | 2919 | 4468 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132800 | 325285 | -36458 | -135916 | -50615 | 349561 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557770400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758892515841, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 59, "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": [ [ 613384.2213294661, 393633.863001427, 219750.3583280392, 2727547.496058268, 686226.7769138208, 2041320.7191444472 ], [ 613.384221, 393.633863, 219.750358, 2727.547496, 686.226777, 2041.320719 ], [ 0.322494, 0.206958, 0.115536, 0.175864, 0.108475, 0.161224 ], [ 10, 10, 10, 10, 10, 10 ], [ -88422, -53849, -65295, -1222315, -1273698, -560759 ], [ 2.585732, 2.63898, 2.498525, 1.620725, 1.238541, 2.345312 ], [ 64, 32, 32, 64, 32, 32 ], [ 27, 13, 14, 27, 13, 14 ], [ 37, 19, 18, 37, 19, 18 ], [ 42.1875, 40.625, 43.75, 42.1875, 40.625, 43.75 ], [ 3.543411, 3.856971, 3.21239, 2.220994, 1.810175, 3.015401 ], [ 136027, 136027, 57991, 1115221, 1052816, 1115221 ], [ -53834, -53834, -34588, -849392, -849392, -392625 ], [ 115, 91, 139, 115, 91, 139 ], [ 201, 160, 239, 201, 160, 239 ], [ 52, 44, 61, 52, 44, 61 ], [ 7387, 2919, 4468, 7387, 2919, 4468 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132800, 325285, -36458, -135916, -50615, 349561 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557770400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758892515841, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 59, "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) |
---|