Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747476.2882 | 509556.0699 | 237920.2182 | 4705298.1527 | 2081184.3178 | 2624113.8349 |
Total P&L (%) | 747.4763 | 509.5561 | 237.9202 | 4705.2982 | 2081.1843 | 2624.1138 |
Avg Daily Profit (%) | 0.3931 | 0.268 | 0.1251 | 0.2039 | 0.1623 | 0.174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110263 | -149458 | -81534 | -4604612 | -4332419 | -2185617 |
Profit Factor | 1.9469 | 2.1202 | 1.7112 | 1.267 | 1.1879 | 1.4008 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 51.0204 | 51.3514 | 50.6849 | 51.0204 | 51.3514 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.869 | 2.0086 | 1.6649 | 1.2163 | 1.1254 | 1.363 |
Largest Winning Trade | 129342 | 129342 | 54296 | 2162897 | 2162897 | 1317100 |
Largest Losing Trade | -34264 | -34264 | -29035 | -2504717 | -2504717 | -1358630 |
Avg Bars in Trades | 75 | 62 | 88 | 75 | 62 | 88 |
Avg Bars in Winners | 94 | 67 | 123 | 94 | 67 | 123 |
Avg Bars in Losers | 55 | 56 | 53 | 55 | 56 | 53 |
Bars Traded | 11090 | 4602 | 6488 | 11090 | 4602 | 6488 |
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 | 500663 | -51631 | -94587 | 305075 | -70382 | -63354 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556064000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759076086282, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 104, "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": [ [ 747476.2881506049, 509556.0699224217, 237920.2182281834, 4705298.15272245, 2081184.3178315856, 2624113.8348908653 ], [ 747.476288, 509.55607, 237.920218, 4705.298153, 2081.184318, 2624.113835 ], [ 0.393133, 0.268, 0.125134, 0.20387, 0.162252, 0.173963 ], [ 10, 10, 10, 10, 10, 10 ], [ -110263, -149458, -81534, -4604612, -4332419, -2185617 ], [ 1.946852, 2.120193, 1.711163, 1.26702, 1.187921, 1.400826 ], [ 147, 74, 73, 147, 74, 73 ], [ 75, 38, 37, 75, 38, 37 ], [ 72, 36, 36, 72, 36, 36 ], [ 51.020408, 51.351351, 50.684932, 51.020408, 51.351351, 50.684932 ], [ 1.868978, 2.008604, 1.664915, 1.216339, 1.125399, 1.362966 ], [ 129342, 129342, 54296, 2162897, 2162897, 1317100 ], [ -34264, -34264, -29035, -2504717, -2504717, -1358630 ], [ 75, 62, 88, 75, 62, 88 ], [ 94, 67, 123, 94, 67, 123 ], [ 55, 56, 53, 55, 56, 53 ], [ 11090, 4602, 6488, 11090, 4602, 6488 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 500663, -51631, -94587, 305075, -70382, -63354 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556064000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759076086282, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 104, "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) |
---|