Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506249.6208 | 425955.1972 | 80294.4235 | 194404.1281 | -260339.4077 | 454743.5358 |
Total P&L (%) | 506.2496 | 425.9552 | 80.2944 | 194.4041 | -260.3394 | 454.7435 |
Avg Daily Profit (%) | 0.3129 | 0.2633 | 0.0496 | 0.0668 | 0 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188389 | -205778 | -79949 | -2036471 | -2211764 | -475492 |
Profit Factor | 1.5085 | 1.6962 | 1.2093 | 1.0287 | 0.941 | 1.1927 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
Profitability (%) | 44.3089 | 39.8374 | 48.7805 | 44.3089 | 39.8374 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.896 | 2.5616 | 1.2697 | 1.293 | 1.4211 | 1.2523 |
Largest Winning Trade | 185658 | 185658 | 38778 | 908642 | 908642 | 480649 |
Largest Losing Trade | -35847 | -35847 | -26246 | -777608 | -777608 | -365245 |
Avg Bars in Trades | 77 | 107 | 47 | 77 | 107 | 47 |
Avg Bars in Winners | 101 | 164 | 51 | 101 | 164 | 51 |
Avg Bars in Losers | 58 | 70 | 44 | 58 | 70 | 44 |
Bars Traded | 19124 | 13273 | 5851 | 19124 | 13273 | 5851 |
Profit Streak | 478.5077 | 478.5077 | 498.7577 | 478.5077 | 478.5077 | 498.7577 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414229 | 280096 | -127226 | -292719 | -582706 | -60228 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579860000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759039865458, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 57 } }, "second_band": { "type": "bbu", "factors": { "length": 162, "offset": 0, "std": 1.03129 } } }
{ "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": [ [ 506249.6207509929, 425955.1972355425, 80294.4235154502, 194404.1281375645, -260339.4076536069, 454743.5357911717 ], [ 506.249621, 425.955197, 80.294424, 194.404128, -260.339408, 454.743536 ], [ 0.312886, 0.26326, 0.049626, 0.066758, 0, 0.105948 ], [ 10, 10, 10, 10, 10, 10 ], [ -188389, -205778, -79949, -2036471, -2211764, -475492 ], [ 1.508498, 1.696166, 1.209253, 1.028699, 0.941018, 1.19269 ], [ 246, 123, 123, 246, 123, 123 ], [ 109, 49, 60, 109, 49, 60 ], [ 137, 74, 63, 137, 74, 63 ], [ 44.308943, 39.837398, 48.780488, 44.308943, 39.837398, 48.780488 ], [ 1.896002, 2.561556, 1.269716, 1.292952, 1.421129, 1.252324 ], [ 185658, 185658, 38778, 908642, 908642, 480649 ], [ -35847, -35847, -26246, -777608, -777608, -365245 ], [ 77, 107, 47, 77, 107, 47 ], [ 101, 164, 51, 101, 164, 51 ], [ 58, 70, 44, 58, 70, 44 ], [ 19124, 13273, 5851, 19124, 13273, 5851 ], [ 478.507702, 478.507702, 498.757702, 478.507702, 478.507702, 498.757702 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 414229, 280096, -127226, -292719, -582706, -60228 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579860000000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759039865458, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 57 } }, "second_band": { "type": "bbu", "factors": { "length": 162, "offset": 0, "std": 1.03129 } } }
# | 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) |
---|