Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565992.6581 | 471178.9508 | 94813.7073 | 634760.3197 | 551193.3215 | 83566.9982 |
Total P&L (%) | 565.9927 | 471.179 | 94.8137 | 634.7603 | 551.1933 | 83.567 |
Avg Daily Profit (%) | 0.3498 | 0.2912 | 0.0586 | 0.1233 | 0.1159 | 0.0375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185537 | -175062 | -123257 | -1037321 | -895904 | -612938 |
Profit Factor | 1.6367 | 2.04 | 1.2175 | 1.1689 | 1.2788 | 1.0469 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 38.6905 | 33.3333 | 44.0476 | 38.6905 | 33.3333 | 44.0476 |
Ratio Avg Win / Avg Loss | 2.5935 | 4.0799 | 1.5466 | 1.8523 | 2.5575 | 1.3299 |
Largest Winning Trade | 214549 | 214549 | 45735 | 660051 | 660051 | 244368 |
Largest Losing Trade | -36118 | -20631 | -36118 | -238729 | -150532 | -238729 |
Avg Bars in Trades | 113 | 109 | 117 | 113 | 109 | 117 |
Avg Bars in Winners | 199 | 208 | 193 | 199 | 208 | 193 |
Avg Bars in Losers | 58 | 59 | 57 | 58 | 59 | 57 |
Bars Traded | 19062 | 9186 | 9876 | 19062 | 9186 | 9876 |
Profit Streak | 509.0255 | 514.3588 | 0 | 509.0255 | 514.3588 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341398 | 217846 | -116627 | -64470 | -43061 | -314279 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579881600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759970199361, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 2.30553 } } }
{ "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": [ [ 565992.6580703104, 471178.9507821394, 94813.707288171, 634760.3197080148, 551193.3214750802, 83566.9982329349 ], [ 565.992658, 471.178951, 94.813707, 634.76032, 551.193321, 83.566998 ], [ 0.34981, 0.291211, 0.058599, 0.123338, 0.115867, 0.037548 ], [ 10, 10, 10, 10, 10, 10 ], [ -185537, -175062, -123257, -1037321, -895904, -612938 ], [ 1.636673, 2.039958, 1.217507, 1.168926, 1.278755, 1.04694 ], [ 168, 84, 84, 168, 84, 84 ], [ 65, 28, 37, 65, 28, 37 ], [ 103, 56, 47, 103, 56, 47 ], [ 38.690476, 33.333333, 44.047619, 38.690476, 33.333333, 44.047619 ], [ 2.593497, 4.079916, 1.546563, 1.852299, 2.55751, 1.329897 ], [ 214549, 214549, 45735, 660051, 660051, 244368 ], [ -36118, -20631, -36118, -238729, -150532, -238729 ], [ 113, 109, 117, 113, 109, 117 ], [ 199, 208, 193, 199, 208, 193 ], [ 58, 59, 57, 58, 59, 57 ], [ 19062, 9186, 9876, 19062, 9186, 9876 ], [ 509.025455, 514.358789, 0, 509.025456, 514.358789, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341398, 217846, -116627, -64470, -43061, -314279 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579881600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759970199361, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 2.30553 } } }
# | 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) |
---|