Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467911.8139 | 394696.0079 | 73215.806 | 44907.7959 | 213750.93 | -168843.134 |
Total P&L (%) | 467.9118 | 394.696 | 73.2158 | 44.9078 | 213.7509 | -168.8431 |
Avg Daily Profit (%) | 0.2461 | 0.2076 | 0.0385 | 0.0195 | 0.0602 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267343 | -97534 | -282099 | -713935 | -437365 | -446250 |
Profit Factor | 1.5297 | 2.0457 | 1.1447 | 1.0321 | 1.3046 | 0.7574 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 44.186 | 40 | 48.4375 | 44.186 | 40 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.9323 | 3.0686 | 1.2186 | 1.3037 | 1.957 | 0.8063 |
Largest Winning Trade | 169998 | 169998 | 60445 | 381093 | 381093 | 124996 |
Largest Losing Trade | -75160 | -33869 | -75160 | -247338 | -247338 | -93560 |
Avg Bars in Trades | 85 | 51 | 121 | 85 | 51 | 121 |
Avg Bars in Winners | 133 | 72 | 184 | 133 | 72 | 184 |
Avg Bars in Losers | 47 | 36 | 61 | 47 | 36 | 61 |
Bars Traded | 11072 | 3324 | 7748 | 11072 | 3324 | 7748 |
Profit Streak | 0 | 0 | 588.8614 | 0 | 0 | 588.8614 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313017 | -124272 | -341608 | -355679 | -247221 | -719607 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556164800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758904825009, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 1.3406 } } }
{ "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": [ [ 467911.8138736398, 394696.0078913051, 73215.8059823347, 44907.7959108162, 213750.9299559887, -168843.1340451725 ], [ 467.911814, 394.696008, 73.215806, 44.907796, 213.75093, -168.843134 ], [ 0.246097, 0.207589, 0.038508, 0.019511, 0.060156, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -267343, -97534, -282099, -713935, -437365, -446250 ], [ 1.529733, 2.045711, 1.144737, 1.032131, 1.304641, 0.757414 ], [ 129, 65, 64, 129, 65, 64 ], [ 57, 26, 31, 57, 26, 31 ], [ 72, 39, 33, 72, 39, 33 ], [ 44.186047, 40, 48.4375, 44.186047, 40, 48.4375 ], [ 1.932295, 3.068567, 1.218591, 1.303744, 1.956962, 0.80628 ], [ 169998, 169998, 60445, 381093, 381093, 124996 ], [ -75160, -33869, -75160, -247338, -247338, -93560 ], [ 85, 51, 121, 85, 51, 121 ], [ 133, 72, 184, 133, 72, 184 ], [ 47, 36, 61, 47, 36, 61 ], [ 11072, 3324, 7748, 11072, 3324, 7748 ], [ 0, 0, 588.8614, 0, 0, 588.861401 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313017, -124272, -341608, -355679, -247221, -719607 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556164800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758904825009, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 1.3406 } } }
# | 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) |
---|