Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303386.4625 | 315828.9341 | -12442.4716 | -97231.3183 | 700679.4862 | -797910.8045 |
Total P&L (%) | 303.3865 | 315.8289 | -12.4425 | -97.2313 | 700.6795 | -797.9108 |
Avg Daily Profit (%) | 0.1875 | 0.1952 | -0.0077 | -0.2214 | 0.1287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235953 | -129658 | -238540 | -1308799 | -501021 | -1261968 |
Profit Factor | 1.301 | 1.6593 | 0.9765 | 0.9665 | 1.6082 | 0.5443 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 51.2658 | 53.1646 | 49.3671 | 51.2658 | 53.1646 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.2367 | 1.4618 | 1.0015 | 0.9188 | 1.4168 | 0.5583 |
Largest Winning Trade | 133720 | 133720 | 54545 | 667073 | 667073 | 229881 |
Largest Losing Trade | -98338 | -42968 | -98338 | -468727 | -446830 | -468727 |
Avg Bars in Trades | 120 | 108 | 132 | 120 | 108 | 132 |
Avg Bars in Winners | 124 | 101 | 148 | 124 | 101 | 148 |
Avg Bars in Losers | 116 | 115 | 118 | 116 | 115 | 118 |
Bars Traded | 19062 | 8558 | 10504 | 19062 | 8558 | 10504 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309458 | -16936 | -606315 | -579786 | -45465 | -607982 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579766400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759408530195, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 1.21999 } } }
{ "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": [ [ 303386.4625189146, 315828.9341486412, -12442.4716297268, -97231.3182690465, 700679.486205517, -797910.8044745629 ], [ 303.386463, 315.828934, -12.442472, -97.231318, 700.679486, -797.910804 ], [ 0.187507, 0.195197, -0.00769, -0.221435, 0.128654, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -235953, -129658, -238540, -1308799, -501021, -1261968 ], [ 1.300976, 1.659303, 0.976478, 0.966506, 1.608243, 0.544295 ], [ 158, 79, 79, 158, 79, 79 ], [ 81, 42, 39, 81, 42, 39 ], [ 77, 37, 40, 77, 37, 40 ], [ 51.265823, 53.164557, 49.367089, 51.265823, 53.164557, 49.367089 ], [ 1.23673, 1.461767, 1.001516, 0.918777, 1.416786, 0.558252 ], [ 133720, 133720, 54545, 667073, 667073, 229881 ], [ -98338, -42968, -98338, -468727, -446830, -468727 ], [ 120, 108, 132, 120, 108, 132 ], [ 124, 101, 148, 124, 101, 148 ], [ 116, 115, 118, 116, 115, 118 ], [ 19062, 8558, 10504, 19062, 8558, 10504 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309458, -16936, -606315, -579786, -45465, -607982 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579766400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759408530195, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 1.21999 } } }
# | 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) |
---|