Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568561.135 | 459351.3299 | 109209.8051 | -126739.4325 | 1016092.9141 | -1142832.3466 |
Total P&L (%) | 568.5611 | 459.3513 | 109.2098 | -126.7394 | 1016.0929 | -1142.8323 |
Avg Daily Profit (%) | 0.3514 | 0.2839 | 0.0675 | 0 | 0.1492 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146825 | -124740 | -137210 | -1044943 | -147593 | -1204004 |
Profit Factor | 1.9946 | 2.5945 | 1.3851 | 0.9147 | 5.9715 | 0.1082 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 16 | 27 | 48 | 32 | 16 |
Losing Trades | 47 | 29 | 18 | 42 | 13 | 29 |
Profitability (%) | 47.7778 | 35.5556 | 60 | 53.3333 | 71.1111 | 35.5556 |
Ratio Avg Win / Avg Loss | 2.1801 | 4.7026 | 0.9234 | 0.8004 | 2.4259 | 0.196 |
Largest Winning Trade | 212771 | 212771 | 47823 | 437286 | 437286 | 51305 |
Largest Losing Trade | -101231 | -45593 | -101231 | -1019639 | -52231 | -1019639 |
Avg Bars in Trades | 208 | 192 | 223 | 208 | 192 | 223 |
Avg Bars in Winners | 308 | 375 | 268 | 145 | 144 | 148 |
Avg Bars in Losers | 116 | 92 | 154 | 279 | 312 | 264 |
Bars Traded | 18721 | 8683 | 10038 | 18721 | 8683 | 10038 |
Profit Streak | 0 | 0 | 671.4395 | 507.0228 | 516.7728 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449908 | 278439 | -101178 | -579521 | 664240 | -586329 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580752800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759955571192, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 72, "offset": 210 } }, "second_band": { "type": "t3", "factors": { "length": 57, "offset": 0, "a": 0.78038 } } }
{ "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": [ [ 568561.1350110951, 459351.3298804113, 109209.805130684, -126739.4324666848, 1016092.9141319892, -1142832.3465986738 ], [ 568.561135, 459.35133, 109.209805, -126.739432, 1016.092914, -1142.832347 ], [ 0.351397, 0.283901, 0.067497, 0, 0.14921, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -146825, -124740, -137210, -1044943, -147593, -1204004 ], [ 1.994571, 2.594517, 1.385107, 0.9147, 5.971453, 0.108156 ], [ 90, 45, 45, 90, 45, 45 ], [ 43, 16, 27, 48, 32, 16 ], [ 47, 29, 18, 42, 13, 29 ], [ 47.777778, 35.555556, 60, 53.333333, 71.111111, 35.555556 ], [ 2.180112, 4.702562, 0.923405, 0.800363, 2.425903, 0.196033 ], [ 212771, 212771, 47823, 437286, 437286, 51305 ], [ -101231, -45593, -101231, -1019639, -52231, -1019639 ], [ 208, 192, 223, 208, 192, 223 ], [ 308, 375, 268, 145, 144, 148 ], [ 116, 92, 154, 279, 312, 264 ], [ 18721, 8683, 10038, 18721, 8683, 10038 ], [ 0, 0, 671.439481, 507.022815, 516.772815, 0 ], [ 0, 0, 3, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 449908, 278439, -101178, -579521, 664240, -586329 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580752800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759955571192, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 72, "offset": 210 } }, "second_band": { "type": "t3", "factors": { "length": 57, "offset": 0, "a": 0.78038 } } }
# | 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) |
---|