Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550269.4534 | 452373.6724 | 97895.781 | 612143.5747 | 383248.023 | 228895.5517 |
Total P&L (%) | 550.2695 | 452.3737 | 97.8958 | 612.1436 | 383.248 | 228.8956 |
Avg Daily Profit (%) | 0.3401 | 0.2796 | 0.0605 | 0.1214 | 0.0974 | 0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178477 | -170889 | -156783 | -540786 | -515119 | -340305 |
Profit Factor | 1.6395 | 2.0724 | 1.2232 | 1.2458 | 1.266 | 1.2181 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 46.3415 | 40.2439 | 52.439 | 46.3415 | 40.2439 | 52.439 |
Ratio Avg Win / Avg Loss | 1.8984 | 3.0771 | 1.1094 | 1.4425 | 1.8798 | 1.1048 |
Largest Winning Trade | 187411 | 187411 | 44605 | 488753 | 488753 | 128040 |
Largest Losing Trade | -51474 | -39244 | -51474 | -268724 | -268724 | -161329 |
Avg Bars in Trades | 116 | 113 | 118 | 116 | 113 | 118 |
Avg Bars in Winners | 172 | 187 | 160 | 172 | 187 | 160 |
Avg Bars in Losers | 67 | 64 | 72 | 67 | 64 | 72 |
Bars Traded | 19066 | 9342 | 9724 | 19066 | 9342 | 9724 |
Profit Streak | 502.0162 | 507.7662 | 0 | 502.0162 | 507.7662 | 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 | 444969 | 164634 | -116661 | -30745 | -69604 | -99218 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579694400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759436603565, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.75696 } } }
{ "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": [ [ 550269.4534346769, 452373.6724335835, 97895.7810010934, 612143.5747315203, 383248.0230089194, 228895.5517226002 ], [ 550.269453, 452.373672, 97.895781, 612.143575, 383.248023, 228.895552 ], [ 0.340092, 0.279588, 0.060504, 0.121403, 0.097412, 0.07361 ], [ 10, 10, 10, 10, 10, 10 ], [ -178477, -170889, -156783, -540786, -515119, -340305 ], [ 1.639504, 2.072354, 1.223195, 1.245802, 1.265983, 1.218096 ], [ 164, 82, 82, 164, 82, 82 ], [ 76, 33, 43, 76, 33, 43 ], [ 88, 49, 39, 88, 49, 39 ], [ 46.341463, 40.243902, 52.439024, 46.341463, 40.243902, 52.439024 ], [ 1.898373, 3.077131, 1.109409, 1.442507, 1.879792, 1.104784 ], [ 187411, 187411, 44605, 488753, 488753, 128040 ], [ -51474, -39244, -51474, -268724, -268724, -161329 ], [ 116, 113, 118, 116, 113, 118 ], [ 172, 187, 160, 172, 187, 160 ], [ 67, 64, 72, 67, 64, 72 ], [ 19066, 9342, 9724, 19066, 9342, 9724 ], [ 502.016245, 507.766245, 0, 502.016245, 507.766245, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444969, 164634, -116661, -30745, -69604, -99218 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579694400000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759436603565, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.75696 } } }
# | 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) |
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