Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623417.7289 | 464404.8416 | 159012.8873 | 1182599.4113 | 184354.0546 | 998245.3567 |
Total P&L (%) | 623.4177 | 464.4048 | 159.0129 | 1182.5994 | 184.3541 | 998.2454 |
Avg Daily Profit (%) | 0.3279 | 0.2443 | 0.0836 | 0.1343 | 0.055 | 0.1261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132448 | -91192 | -124870 | -2131923 | -1714005 | -1133939 |
Profit Factor | 2.0183 | 2.5874 | 1.4975 | 1.1577 | 1.0472 | 1.278 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 37.6238 | 35.2941 | 40 | 37.6238 | 35.2941 | 40 |
Ratio Avg Win / Avg Loss | 3.3462 | 4.7435 | 2.2463 | 1.9194 | 1.9198 | 1.917 |
Largest Winning Trade | 242961 | 242961 | 63780 | 1121452 | 1097184 | 1121452 |
Largest Losing Trade | -31764 | -25776 | -31764 | -696712 | -545141 | -696712 |
Avg Bars in Trades | 109 | 83 | 136 | 109 | 83 | 136 |
Avg Bars in Winners | 220 | 166 | 270 | 220 | 166 | 270 |
Avg Bars in Losers | 42 | 37 | 47 | 42 | 37 | 47 |
Bars Traded | 11072 | 4233 | 6839 | 11072 | 4233 | 6839 |
Profit Streak | 0 | 0 | 595.3924 | 0 | 0 | 595.3924 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303203 | -172841 | -261880 | -63830 | -472802 | -206165 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1557518400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760217904943, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 35, "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": [ [ 623417.7288798782, 464404.841551531, 159012.8873283472, 1182599.4112841121, 184354.0546128102, 998245.3566713012 ], [ 623.417729, 464.404842, 159.012887, 1182.599411, 184.354055, 998.245357 ], [ 0.327885, 0.244253, 0.083632, 0.134284, 0.054979, 0.126112 ], [ 10, 10, 10, 10, 10, 10 ], [ -132448, -91192, -124870, -2131923, -1714005, -1133939 ], [ 2.018349, 2.587353, 1.497507, 1.157704, 1.047172, 1.278009 ], [ 101, 51, 50, 101, 51, 50 ], [ 38, 18, 20, 38, 18, 20 ], [ 63, 33, 30, 63, 33, 30 ], [ 37.623762, 35.294118, 40, 37.623762, 35.294118, 40 ], [ 3.34621, 4.74348, 2.246261, 1.919352, 1.919815, 1.917013 ], [ 242961, 242961, 63780, 1121452, 1097184, 1121452 ], [ -31764, -25776, -31764, -696712, -545141, -696712 ], [ 109, 83, 136, 109, 83, 136 ], [ 220, 166, 270, 220, 166, 270 ], [ 42, 37, 47, 42, 37, 47 ], [ 11072, 4233, 6839, 11072, 4233, 6839 ], [ 0, 0, 595.392418, 0, 0, 595.392418 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303203, -172841, -261880, -63830, -472802, -206165 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1557518400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760217904943, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 35, "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) |
---|