Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460167.153 | 386556.0371 | 73611.1159 | 222737.8836 | 213551.6881 | 9186.1955 |
Total P&L (%) | 460.1672 | 386.556 | 73.6111 | 222.7379 | 213.5517 | 9.1862 |
Avg Daily Profit (%) | 0.2844 | 0.2389 | 0.0455 | 0.0724 | 0.0707 | 0.0054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130670 | -139976 | -144235 | -529953 | -523896 | -370151 |
Profit Factor | 1.6181 | 1.9725 | 1.2122 | 1.0871 | 1.1413 | 1.0088 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 45.5357 | 41.0714 | 50 | 45.5357 | 41.0714 | 50 |
Ratio Avg Win / Avg Loss | 1.9354 | 2.8301 | 1.2122 | 1.3003 | 1.6375 | 1.0088 |
Largest Winning Trade | 158275 | 158275 | 55674 | 366270 | 366270 | 158952 |
Largest Losing Trade | -39923 | -39312 | -39923 | -258909 | -258909 | -114546 |
Avg Bars in Trades | 170 | 143 | 196 | 170 | 143 | 196 |
Avg Bars in Winners | 243 | 200 | 279 | 243 | 200 | 279 |
Avg Bars in Losers | 108 | 103 | 114 | 108 | 103 | 114 |
Bars Traded | 19045 | 8017 | 11028 | 19045 | 8017 | 11028 |
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 | 358819 | -171826 | -312654 | -222354 | -346133 | -742256 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580313600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759073637138, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 195, "offset": 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": [ [ 460167.1529816337, 386556.0371054745, 73611.1158761588, 222737.8836109354, 213551.6881322579, 9186.1954786776 ], [ 460.167153, 386.556037, 73.611116, 222.737884, 213.551688, 9.186195 ], [ 0.284405, 0.23891, 0.045495, 0.072441, 0.070655, 0.005432 ], [ 10, 10, 10, 10, 10, 10 ], [ -130670, -139976, -144235, -529953, -523896, -370151 ], [ 1.618114, 1.97248, 1.212151, 1.087118, 1.141282, 1.008789 ], [ 112, 56, 56, 112, 56, 56 ], [ 51, 23, 28, 51, 23, 28 ], [ 61, 33, 28, 61, 33, 28 ], [ 45.535714, 41.071429, 50, 45.535714, 41.071429, 50 ], [ 1.935391, 2.83008, 1.212151, 1.300279, 1.637492, 1.008789 ], [ 158275, 158275, 55674, 366270, 366270, 158952 ], [ -39923, -39312, -39923, -258909, -258909, -114546 ], [ 170, 143, 196, 170, 143, 196 ], [ 243, 200, 279, 243, 200, 279 ], [ 108, 103, 114, 108, 103, 114 ], [ 19045, 8017, 11028, 19045, 8017, 11028 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 358819, -171826, -312654, -222354, -346133, -742256 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580313600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759073637138, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 195, "offset": 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) |
---|