Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670940.0843 | 527463.9967 | 143476.0876 | 513590.5798 | 215560.1861 | 298030.3937 |
Total P&L (%) | 670.9401 | 527.464 | 143.4761 | 513.5906 | 215.5602 | 298.0304 |
Avg Daily Profit (%) | 0.3529 | 0.2774 | 0.0755 | 0.0955 | 0.0605 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102844 | -103554 | -63067 | -1315794 | -1321441 | -451435 |
Profit Factor | 2.4368 | 2.7644 | 1.854 | 1.1267 | 1.0821 | 1.2089 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 44.0678 | 36.6667 | 51.7241 | 44.0678 | 36.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.0929 | 4.7749 | 1.7304 | 1.4301 | 1.869 | 1.1283 |
Largest Winning Trade | 455895 | 455895 | 55468 | 841761 | 841761 | 518152 |
Largest Losing Trade | -37889 | -35872 | -37889 | -631059 | -631059 | -355764 |
Avg Bars in Trades | 188 | 209 | 165 | 188 | 209 | 165 |
Avg Bars in Winners | 324 | 418 | 255 | 324 | 418 | 255 |
Avg Bars in Losers | 80 | 88 | 69 | 80 | 88 | 69 |
Bars Traded | 11093 | 6289 | 4804 | 11093 | 6289 | 4804 |
Profit Streak | 0 | 0 | 597.7338 | 0 | 0 | 597.7338 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167819 | 314719 | -87546 | -328058 | -246567 | -95246 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556294400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759556201876, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 142, "offset": 0, "a": 0.30425 } }, "second_band": { "type": "kcu", "factors": { "length": 36, "offset": 183, "scalar": 3 } } }
{ "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": [ [ 670940.0842617331, 527463.9966711195, 143476.087590614, 513590.5798015001, 215560.1860639468, 298030.3937375536 ], [ 670.940084, 527.463997, 143.476088, 513.59058, 215.560186, 298.030394 ], [ 0.352879, 0.277418, 0.075461, 0.095461, 0.060459, 0.072679 ], [ 10, 10, 10, 10, 10, 10 ], [ -102844, -103554, -63067, -1315794, -1321441, -451435 ], [ 2.436846, 2.764435, 1.853966, 1.126713, 1.082069, 1.208909 ], [ 59, 30, 29, 59, 30, 29 ], [ 26, 11, 15, 26, 11, 15 ], [ 33, 19, 14, 33, 19, 14 ], [ 44.067797, 36.666667, 51.724138, 44.067797, 36.666667, 51.724138 ], [ 3.092919, 4.774934, 1.730369, 1.430059, 1.869029, 1.128315 ], [ 455895, 455895, 55468, 841761, 841761, 518152 ], [ -37889, -35872, -37889, -631059, -631059, -355764 ], [ 188, 209, 165, 188, 209, 165 ], [ 324, 418, 255, 324, 418, 255 ], [ 80, 88, 69, 80, 88, 69 ], [ 11093, 6289, 4804, 11093, 6289, 4804 ], [ 0, 0, 597.733818, 0, 0, 597.733818 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167819, 314719, -87546, -328058, -246567, -95246 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1556294400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759556201876, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 142, "offset": 0, "a": 0.30425 } }, "second_band": { "type": "kcu", "factors": { "length": 36, "offset": 183, "scalar": 3 } } }
# | 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) |
---|