Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353067.4746 | 309548.2036 | 43519.271 | -6336.88 | 217711.925 | -224048.805 |
Total P&L (%) | 353.0675 | 309.5482 | 43.5193 | -6.3369 | 217.7119 | -224.0488 |
Avg Daily Profit (%) | 0.1857 | 0.1628 | 0.0229 | -0.0034 | 0.0608 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167080 | -183002 | -170604 | -635644 | -633450 | -548232 |
Profit Factor | 1.3203 | 1.5457 | 1.0813 | 0.998 | 1.1336 | 0.854 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Losing Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Profitability (%) | 45.5253 | 46.5116 | 44.5313 | 45.5253 | 46.5116 | 44.5313 |
Ratio Avg Win / Avg Loss | 1.5799 | 1.7776 | 1.3469 | 1.1942 | 1.3036 | 1.0638 |
Largest Winning Trade | 150212 | 150212 | 49632 | 276469 | 276469 | 201198 |
Largest Losing Trade | -48268 | -33314 | -48268 | -151930 | -151930 | -132532 |
Avg Bars in Trades | 43 | 38 | 48 | 43 | 38 | 48 |
Avg Bars in Winners | 61 | 52 | 71 | 61 | 52 | 71 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 11092 | 4942 | 6150 | 11092 | 4942 | 6150 |
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 | 303205 | 303520 | -297581 | -579506 | -186884 | -581452 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556697600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758981753495, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 353067.4746088836, 309548.2036017835, 43519.2710070998, -6336.8799708524, 217711.925014987, -224048.8049858394 ], [ 353.067475, 309.548204, 43.519271, -6.33688, 217.711925, -224.048805 ], [ 0.185695, 0.162806, 0.022889, -0.003443, 0.060817, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -167080, -183002, -170604, -635644, -633450, -548232 ], [ 1.320323, 1.545696, 1.081349, 0.997998, 1.133571, 0.854033 ], [ 257, 129, 128, 257, 129, 128 ], [ 117, 60, 57, 117, 60, 57 ], [ 140, 69, 71, 140, 69, 71 ], [ 45.525292, 46.511628, 44.53125, 45.525292, 46.511628, 44.53125 ], [ 1.579873, 1.77755, 1.346944, 1.194185, 1.303607, 1.063795 ], [ 150212, 150212, 49632, 276469, 276469, 201198 ], [ -48268, -33314, -48268, -151930, -151930, -132532 ], [ 43, 38, 48, 43, 38, 48 ], [ 61, 52, 71, 61, 52, 71 ], [ 27, 25, 29, 27, 25, 29 ], [ 11092, 4942, 6150, 11092, 4942, 6150 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303205, 303520, -297581, -579506, -186884, -581452 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556697600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758981753495, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|