Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475850.5605 | 368955.7132 | 106894.8473 | 203779.0214 | 594479.5107 | -390700.4893 |
Total P&L (%) | 475.8506 | 368.9557 | 106.8948 | 203.779 | 594.4795 | -390.7005 |
Avg Daily Profit (%) | 0.2502 | 0.194 | 0.0562 | 0.0584 | 0.1019 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156563 | -166941 | -99505 | -2340354 | -1711066 | -1800005 |
Profit Factor | 1.3755 | 1.565 | 1.1741 | 1.0214 | 1.1279 | 0.9196 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 146 | 71 | 75 | 146 | 71 | 75 |
Profitability (%) | 41.3655 | 42.7419 | 40 | 41.3655 | 42.7419 | 40 |
Ratio Avg Win / Avg Loss | 1.9498 | 2.0965 | 1.7611 | 1.4479 | 1.511 | 1.3794 |
Largest Winning Trade | 206374 | 206374 | 43993 | 520436 | 520436 | 512906 |
Largest Losing Trade | -35223 | -35223 | -32583 | -636955 | -636955 | -468863 |
Avg Bars in Trades | 30 | 33 | 26 | 30 | 33 | 26 |
Avg Bars in Winners | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Losers | 24 | 29 | 19 | 24 | 29 | 19 |
Bars Traded | 7485 | 4156 | 3329 | 7485 | 4156 | 3329 |
Profit Streak | 496.885 | 500.885 | 496.885 | 496.885 | 500.885 | 496.885 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310027 | 285152 | -149059 | -312935 | -137636 | -582360 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555826400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758813260828, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 9, "offset": 0, "a": 0.76453 } } }
{ "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": [ [ 475850.5605059976, 368955.7131744754, 106894.8473315223, 203779.0214489423, 594479.5107408855, -390700.4892919423 ], [ 475.850561, 368.955713, 106.894847, 203.779021, 594.479511, -390.700489 ], [ 0.250184, 0.193983, 0.056201, 0.058436, 0.101944, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -156563, -166941, -99505, -2340354, -1711066, -1800005 ], [ 1.375548, 1.565024, 1.17407, 1.021435, 1.127916, 0.919599 ], [ 249, 124, 125, 249, 124, 125 ], [ 103, 53, 50, 103, 53, 50 ], [ 146, 71, 75, 146, 71, 75 ], [ 41.365462, 42.741935, 40, 41.365462, 42.741935, 40 ], [ 1.949806, 2.096542, 1.761105, 1.447859, 1.510982, 1.379399 ], [ 206374, 206374, 43993, 520436, 520436, 512906 ], [ -35223, -35223, -32583, -636955, -636955, -468863 ], [ 30, 33, 26, 30, 33, 26 ], [ 38, 39, 38, 38, 39, 38 ], [ 24, 29, 19, 24, 29, 19 ], [ 7485, 4156, 3329, 7485, 4156, 3329 ], [ 496.884963, 500.884963, 496.884963, 496.884963, 500.884963, 496.884963 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310027, 285152, -149059, -312935, -137636, -582360 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555826400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758813260828, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 9, "offset": 0, "a": 0.76453 } } }
# | 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) |
---|