Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587989.5448 | 459322.3707 | 128667.1741 | 993228.4544 | 712538.1165 | 280690.338 |
Total P&L (%) | 587.9895 | 459.3224 | 128.6672 | 993.2285 | 712.5381 | 280.6903 |
Avg Daily Profit (%) | 0.3634 | 0.2839 | 0.0795 | 0.1479 | 0.1296 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197136 | -184683 | -103251 | -1098814 | -876856 | -565981 |
Profit Factor | 1.7631 | 2.2021 | 1.3312 | 1.2912 | 1.3978 | 1.1733 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 39.0411 | 34.2466 | 43.8356 | 39.0411 | 34.2466 | 43.8356 |
Ratio Avg Win / Avg Loss | 2.7529 | 4.2281 | 1.7056 | 2.0161 | 2.6838 | 1.5033 |
Largest Winning Trade | 219082 | 219082 | 51900 | 685263 | 685263 | 271661 |
Largest Losing Trade | -26098 | -21463 | -26098 | -222972 | -139993 | -222972 |
Avg Bars in Trades | 128 | 118 | 138 | 128 | 118 | 138 |
Avg Bars in Winners | 230 | 226 | 234 | 230 | 226 | 234 |
Avg Bars in Losers | 62 | 62 | 63 | 62 | 62 | 63 |
Bars Traded | 18767 | 8653 | 10114 | 18767 | 8653 | 10114 |
Profit Streak | 508.5264 | 514.5264 | 0 | 508.5264 | 514.5264 | 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 | 341498 | -64972 | -159746 | 97161 | -95345 | -185747 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580335200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759934280483, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 93, "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": [ [ 587989.5447736623, 459322.370722316, 128667.1740513466, 993228.4544070277, 712538.1164569338, 280690.3379500938 ], [ 587.989545, 459.322371, 128.667174, 993.228454, 712.538116, 280.690338 ], [ 0.363405, 0.283883, 0.079522, 0.147929, 0.129564, 0.082656 ], [ 10, 10, 10, 10, 10, 10 ], [ -197136, -184683, -103251, -1098814, -876856, -565981 ], [ 1.76308, 2.202144, 1.331223, 1.291202, 1.397835, 1.173293 ], [ 146, 73, 73, 146, 73, 73 ], [ 57, 25, 32, 57, 25, 32 ], [ 89, 48, 41, 89, 48, 41 ], [ 39.041096, 34.246575, 43.835616, 39.041096, 34.246575, 43.835616 ], [ 2.75288, 4.228116, 1.705629, 2.016087, 2.683843, 1.503281 ], [ 219082, 219082, 51900, 685263, 685263, 271661 ], [ -26098, -21463, -26098, -222972, -139993, -222972 ], [ 128, 118, 138, 128, 118, 138 ], [ 230, 226, 234, 230, 226, 234 ], [ 62, 62, 63, 62, 62, 63 ], [ 18767, 8653, 10114, 18767, 8653, 10114 ], [ 508.526394, 514.526394, 0, 508.526394, 514.526394, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341498, -64972, -159746, 97161, -95345, -185747 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580335200000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759934280483, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 93, "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) |
---|