Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587896.0131 | 446375.3573 | 141520.6558 | 507067.5078 | -288347.2354 | 795414.7432 |
Total P&L (%) | 587.896 | 446.3754 | 141.5207 | 507.0675 | -288.3472 | 795.4147 |
Avg Daily Profit (%) | 0.309 | 0.2346 | 0.0744 | 0.0948 | 0 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118082 | -132604 | -75230 | -1362055 | -1315025 | -547568 |
Profit Factor | 1.503 | 1.7185 | 1.2585 | 1.082 | 0.9163 | 1.2903 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 95 | 42 | 53 | 95 | 42 | 53 |
Losing Trades | 165 | 88 | 77 | 165 | 88 | 77 |
Profitability (%) | 36.5385 | 32.3077 | 40.7692 | 36.5385 | 32.3077 | 40.7692 |
Ratio Avg Win / Avg Loss | 2.6104 | 3.6006 | 1.8283 | 1.8792 | 1.9198 | 1.8745 |
Largest Winning Trade | 190212 | 190212 | 46367 | 430778 | 430778 | 381009 |
Largest Losing Trade | -45171 | -42960 | -45171 | -402559 | -402559 | -266354 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 5632 | 2810 | 2822 | 5632 | 2810 | 2822 |
Profit Streak | 499.7122 | 505.0455 | 0 | 499.7122 | 505.0455 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302121 | 178072 | -96195 | -198165 | -584227 | -41042 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 6, "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": [ [ 587896.0130820398, 446375.3572940119, 141520.6557880278, 507067.5077957831, -288347.2354400116, 795414.7432357952 ], [ 587.896013, 446.375357, 141.520656, 507.067508, -288.347235, 795.414743 ], [ 0.30904, 0.234647, 0.074393, 0.094848, 0, 0.1153 ], [ 10, 10, 10, 10, 10, 10 ], [ -118082, -132604, -75230, -1362055, -1315025, -547568 ], [ 1.502976, 1.718465, 1.258465, 1.08199, 0.916277, 1.290253 ], [ 260, 130, 130, 260, 130, 130 ], [ 95, 42, 53, 95, 42, 53 ], [ 165, 88, 77, 165, 88, 77 ], [ 36.538462, 32.307692, 40.769231, 36.538462, 32.307692, 40.769231 ], [ 2.610432, 3.600592, 1.828335, 1.879246, 1.919819, 1.874518 ], [ 190212, 190212, 46367, 430778, 430778, 381009 ], [ -45171, -42960, -45171, -402559, -402559, -266354 ], [ 21, 21, 21, 21, 21, 21 ], [ 35, 38, 32, 35, 38, 32 ], [ 13, 13, 14, 13, 13, 14 ], [ 5632, 2810, 2822, 5632, 2810, 2822 ], [ 499.712209, 505.045543, 0, 499.712209, 505.045543, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302121, 178072, -96195, -198165, -584227, -41042 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554825600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759079134892, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 6, "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) |
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