Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373592.568 | 297523.7036 | 76068.8644 | -22919.7101 | 3837.1071 | -26756.8172 |
Total P&L (%) | 373.5926 | 297.5237 | 76.0689 | -22.9197 | 3.8371 | -26.7568 |
Avg Daily Profit (%) | 0.1964 | 0.1564 | 0.04 | -0.0137 | 0.002 | -0.0164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201236 | -114229 | -260946 | -165428 | -89328 | -137962 |
Profit Factor | 1.1483 | 1.2563 | 1.056 | 0.9788 | 1.0077 | 0.9538 |
Total Trades | 801 | 400 | 401 | 801 | 400 | 401 |
Winning Trades | 406 | 197 | 209 | 406 | 197 | 209 |
Losing Trades | 395 | 203 | 192 | 395 | 203 | 192 |
Profitability (%) | 50.6866 | 49.25 | 52.1197 | 50.6866 | 49.25 | 52.1197 |
Ratio Avg Win / Avg Loss | 1.1172 | 1.2946 | 0.9701 | 0.9523 | 1.0384 | 0.8762 |
Largest Winning Trade | 120003 | 120003 | 37285 | 35990 | 35990 | 29310 |
Largest Losing Trade | -36565 | -29449 | -36565 | -38464 | -20012 | -38464 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5694 | 2841 | 2853 | 5694 | 2841 | 2853 |
Profit Streak | 477.1581 | 0 | 493.4914 | 477.1581 | 0 | 493.4914 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44201 | 309129 | -296605 | -575226 | -566521 | -577330 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554249600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759376859276, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.49213, "nc": 0.78016 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 373592.5680109176, 297523.7036218323, 76068.8643890846, -22919.7100987481, 3837.1071488571, -26756.817247605 ], [ 373.592568, 297.523704, 76.068864, -22.91971, 3.837107, -26.756817 ], [ 0.196387, 0.1564, 0.039987, -0.013683, 0.001979, -0.016367 ], [ 10, 10, 10, 10, 10, 10 ], [ -201236, -114229, -260946, -165428, -89328, -137962 ], [ 1.148349, 1.256339, 1.056029, 0.978782, 1.007663, 0.953822 ], [ 801, 400, 401, 801, 400, 401 ], [ 406, 197, 209, 406, 197, 209 ], [ 395, 203, 192, 395, 203, 192 ], [ 50.686642, 49.25, 52.119701, 50.686642, 49.25, 52.119701 ], [ 1.117236, 1.294604, 0.970132, 0.952263, 1.038353, 0.876239 ], [ 120003, 120003, 37285, 35990, 35990, 29310 ], [ -36565, -29449, -36565, -38464, -20012, -38464 ], [ 7, 7, 7, 7, 7, 7 ], [ 7, 7, 7, 7, 7, 7 ], [ 7, 7, 7, 7, 7, 7 ], [ 5694, 2841, 2853, 5694, 2841, 2853 ], [ 477.158093, 0, 493.491427, 477.158093, 0, 493.491427 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44201, 309129, -296605, -575226, -566521, -577330 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554249600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759376859276, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.49213, "nc": 0.78016 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|