Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699986.1228 | 478418.5939 | 221567.5289 | 2198418.6254 | 4819309.082 | -2620890.4566 |
Total P&L (%) | 699.9861 | 478.4186 | 221.5675 | 2198.4186 | 4819.3091 | -2620.8905 |
Avg Daily Profit (%) | 0.368 | 0.2515 | 0.1165 | 0.1649 | 0.205 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161511 | -127570 | -145172 | -17689587 | -9324548 | -15953069 |
Profit Factor | 1.5664 | 1.7828 | 1.3546 | 1.0411 | 1.2056 | 0.9126 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 181 | 92 | 89 | 181 | 92 | 89 |
Profitability (%) | 36.4912 | 35.6643 | 37.3239 | 36.4912 | 35.6643 | 37.3239 |
Ratio Avg Win / Avg Loss | 2.7261 | 3.216 | 2.2748 | 1.812 | 2.1747 | 1.5325 |
Largest Winning Trade | 215058 | 215058 | 46295 | 3815503 | 3279551 | 3815503 |
Largest Losing Trade | -34158 | -34158 | -28629 | -3316147 | -1757105 | -3316147 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 5483 | 2738 | 2745 | 5483 | 2738 | 2745 |
Profit Streak | 0 | 0 | 498.1953 | 0 | 0 | 498.1953 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317200 | 214908 | -40226 | -169910 | 116123 | -582245 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559750400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758890473531, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 192, "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": [ [ 699986.1227755887, 478418.593882396, 221567.5288931923, 2198418.6254059565, 4819309.082017706, -2620890.4566117353 ], [ 699.986123, 478.418594, 221.567529, 2198.418625, 4819.309082, -2620.890457 ], [ 0.367963, 0.251491, 0.116472, 0.164924, 0.204998, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -161511, -127570, -145172, -17689587, -9324548, -15953069 ], [ 1.566359, 1.782797, 1.354636, 1.041139, 1.20555, 0.912615 ], [ 285, 143, 142, 285, 143, 142 ], [ 104, 51, 53, 104, 51, 53 ], [ 181, 92, 89, 181, 92, 89 ], [ 36.491228, 35.664336, 37.323944, 36.491228, 35.664336, 37.323944 ], [ 2.726067, 3.216026, 2.274766, 1.811983, 2.174718, 1.532505 ], [ 215058, 215058, 46295, 3815503, 3279551, 3815503 ], [ -34158, -34158, -28629, -3316147, -1757105, -3316147 ], [ 19, 19, 19, 19, 19, 19 ], [ 32, 31, 33, 32, 31, 33 ], [ 11, 12, 10, 11, 12, 10 ], [ 5483, 2738, 2745, 5483, 2738, 2745 ], [ 0, 0, 498.195295, 0, 0, 498.195295 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317200, 214908, -40226, -169910, 116123, -582245 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559750400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758890473531, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 192, "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) |
---|