Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794676.1215 | 493415.8282 | 301260.2933 | 6059497.4057 | 2095135.003 | 3964362.4027 |
Total P&L (%) | 794.6761 | 493.4158 | 301.2603 | 6059.4974 | 2095.135 | 3964.3624 |
Avg Daily Profit (%) | 0.4177 | 0.2594 | 0.1584 | 0.2168 | 0.1625 | 0.1949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96608 | -45502 | -140801 | -4319147 | -1678369 | -3718940 |
Profit Factor | 2.3368 | 2.9848 | 1.8711 | 1.5023 | 1.3491 | 1.6539 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 66.3265 | 63.2653 | 69.3878 | 66.3265 | 63.2653 | 69.3878 |
Ratio Avg Win / Avg Loss | 1.1864 | 1.7331 | 0.8255 | 0.7627 | 0.7833 | 0.7297 |
Largest Winning Trade | 105717 | 105717 | 58417 | 2184895 | 1806747 | 2184895 |
Largest Losing Trade | -81596 | -35484 | -81596 | -2000655 | -1295527 | -2000655 |
Avg Bars in Trades | 36 | 18 | 55 | 36 | 18 | 55 |
Avg Bars in Winners | 39 | 17 | 59 | 39 | 17 | 59 |
Avg Bars in Losers | 32 | 19 | 47 | 32 | 19 | 47 |
Bars Traded | 3620 | 898 | 2722 | 3620 | 898 | 2722 |
Profit Streak | 492.1355 | 492.1355 | 559.6355 | 492.1355 | 492.1355 | 559.6355 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 620882 | 607790 | 431978 | 426383 | 341576 | 443148 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760066107906, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 3.6423 } }, "second_band": { "type": "dema", "factors": { "length": 110, "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": [ [ 794676.1214962912, 493415.8281729015, 301260.2933233901, 6059497.40574284, 2095135.0030083475, 3964362.4027344934 ], [ 794.676121, 493.415828, 301.260293, 6059.497406, 2095.135003, 3964.362403 ], [ 0.417701, 0.259351, 0.15835, 0.216822, 0.162488, 0.194925 ], [ 10, 10, 10, 10, 10, 10 ], [ -96608, -45502, -140801, -4319147, -1678369, -3718940 ], [ 2.336821, 2.984812, 1.871056, 1.502272, 1.349081, 1.653936 ], [ 98, 49, 49, 98, 49, 49 ], [ 65, 31, 34, 65, 31, 34 ], [ 33, 18, 15, 33, 18, 15 ], [ 66.326531, 63.265306, 69.387755, 66.326531, 63.265306, 69.387755 ], [ 1.186386, 1.733116, 0.825466, 0.762692, 0.783337, 0.729677 ], [ 105717, 105717, 58417, 2184895, 1806747, 2184895 ], [ -81596, -35484, -81596, -2000655, -1295527, -2000655 ], [ 36, 18, 55, 36, 18, 55 ], [ 39, 17, 59, 39, 17, 59 ], [ 32, 19, 47, 32, 19, 47 ], [ 3620, 898, 2722, 3620, 898, 2722 ], [ 492.135508, 492.135508, 559.635508, 492.135508, 492.135508, 559.635508 ], [ 4, 2, 4, 4, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 620882, 607790, 431978, 426383, 341576, 443148 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760066107906, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 189, "offset": 0, "multiplier": 3.6423 } }, "second_band": { "type": "dema", "factors": { "length": 110, "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) |
---|