Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776608.5572 | 560559.6351 | 216048.9221 | 7354486.226 | 2056841.4797 | 5297644.7462 |
Total P&L (%) | 776.6086 | 560.5596 | 216.0489 | 7354.4862 | 2056.8415 | 5297.6447 |
Avg Daily Profit (%) | 0.48 | 0.3465 | 0.1335 | 0.2668 | 0.19 | 0.2468 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154257 | -134891 | -117068 | -4928268 | -4051555 | -876712 |
Profit Factor | 2.023 | 2.3473 | 1.6297 | 1.6096 | 1.2485 | 2.3989 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
Profitability (%) | 40.8377 | 34.375 | 47.3684 | 40.8377 | 34.375 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.9307 | 4.4813 | 1.8107 | 2.3319 | 2.3835 | 2.6655 |
Largest Winning Trade | 152310 | 152310 | 56157 | 3686473 | 2526425 | 3686473 |
Largest Losing Trade | -31772 | -31772 | -29530 | -3471422 | -3471422 | -512763 |
Avg Bars in Trades | 99 | 80 | 119 | 99 | 80 | 119 |
Avg Bars in Winners | 164 | 128 | 190 | 164 | 128 | 190 |
Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
Bars Traded | 19069 | 7717 | 11352 | 19069 | 7717 | 11352 |
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 | 421643 | 265882 | -13007 | 327339 | 88493 | 420622 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579924800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759795039901, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 167, "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": [ [ 776608.5571513722, 560559.635050045, 216048.9221013273, 7354486.225974415, 2056841.4797373982, 5297644.746237021 ], [ 776.608557, 560.559635, 216.048922, 7354.486226, 2056.84148, 5297.644746 ], [ 0.479981, 0.346452, 0.133528, 0.26682, 0.189997, 0.246815 ], [ 10, 10, 10, 10, 10, 10 ], [ -154257, -134891, -117068, -4928268, -4051555, -876712 ], [ 2.022977, 2.347341, 1.629667, 1.609641, 1.248509, 2.398939 ], [ 191, 96, 95, 191, 96, 95 ], [ 78, 33, 45, 78, 33, 45 ], [ 113, 63, 50, 113, 63, 50 ], [ 40.837696, 34.375, 47.368421, 40.837696, 34.375, 47.368421 ], [ 2.930723, 4.481287, 1.810741, 2.331916, 2.383517, 2.665488 ], [ 152310, 152310, 56157, 3686473, 2526425, 3686473 ], [ -31772, -31772, -29530, -3471422, -3471422, -512763 ], [ 99, 80, 119, 99, 80, 119 ], [ 164, 128, 190, 164, 128, 190 ], [ 55, 55, 55, 55, 55, 55 ], [ 19069, 7717, 11352, 19069, 7717, 11352 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 421643, 265882, -13007, 327339, 88493, 420622 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579924800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759795039901, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 167, "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) |
---|