Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318960.2529 | 270245.811 | 48714.4418 | 49344.9198 | 115770.975 | -66426.0552 |
Total P&L (%) | 318.9603 | 270.2458 | 48.7144 | 49.3449 | 115.771 | -66.4261 |
Avg Daily Profit (%) | 0.1971 | 0.167 | 0.0301 | 0.0248 | 0.0475 | -0.0674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120651 | -158358 | -163171 | -258916 | -255039 | -286865 |
Profit Factor | 1.2316 | 1.3816 | 1.0728 | 1.0219 | 1.0993 | 0.9388 |
Total Trades | 542 | 271 | 271 | 542 | 271 | 271 |
Winning Trades | 261 | 127 | 134 | 261 | 127 | 134 |
Losing Trades | 281 | 144 | 137 | 281 | 144 | 137 |
Profitability (%) | 48.155 | 46.8635 | 49.4465 | 48.155 | 46.8635 | 49.4465 |
Ratio Avg Win / Avg Loss | 1.326 | 1.5666 | 1.0968 | 1.1002 | 1.2465 | 0.9598 |
Largest Winning Trade | 127639 | 127639 | 46255 | 145032 | 145032 | 63795 |
Largest Losing Trade | -33491 | -33491 | -30356 | -56850 | -56850 | -41512 |
Avg Bars in Trades | 34 | 30 | 39 | 34 | 30 | 39 |
Avg Bars in Winners | 47 | 41 | 54 | 47 | 41 | 54 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 18802 | 8201 | 10601 | 18802 | 8201 | 10601 |
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 | 337573 | 312313 | -293891 | -355444 | -241043 | -580131 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580371200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759897020711, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 229, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 318960.2528859103, 270245.8110456594, 48714.4418402514, 49344.9198240215, 115770.9749924971, -66426.0551684758 ], [ 318.960253, 270.245811, 48.714442, 49.34492, 115.770975, -66.426055 ], [ 0.197132, 0.167025, 0.030108, 0.024792, 0.047542, -0.067432 ], [ 10, 10, 10, 10, 10, 10 ], [ -120651, -158358, -163171, -258916, -255039, -286865 ], [ 1.231612, 1.381632, 1.072817, 1.021918, 1.099326, 0.938822 ], [ 542, 271, 271, 542, 271, 271 ], [ 261, 127, 134, 261, 127, 134 ], [ 281, 144, 137, 281, 144, 137 ], [ 48.154982, 46.863469, 49.446494, 48.154982, 46.863469, 49.446494 ], [ 1.325989, 1.566575, 1.096835, 1.100226, 1.24648, 0.95984 ], [ 127639, 127639, 46255, 145032, 145032, 63795 ], [ -33491, -33491, -30356, -56850, -56850, -41512 ], [ 34, 30, 39, 34, 30, 39 ], [ 47, 41, 54, 47, 41, 54 ], [ 22, 20, 24, 22, 20, 24 ], [ 18802, 8201, 10601, 18802, 8201, 10601 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337573, 312313, -293891, -355444, -241043, -580131 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580371200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759897020711, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 229, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|