Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375965.3025 | 345257.7481 | 30707.5544 | -78532.092 | -149051.7732 | 70519.6812 |
Total P&L (%) | 375.9653 | 345.2577 | 30.7076 | -78.5321 | -149.0518 | 70.5197 |
Avg Daily Profit (%) | 0.1977 | 0.1815 | 0.0161 | -0.0809 | 0 | 0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194245 | -159922 | -157422 | -367783 | -360988 | -216304 |
Profit Factor | 1.3579 | 1.6911 | 1.0557 | 0.946 | 0.7987 | 1.0987 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 53.0769 | 52.3077 | 53.8462 | 53.0769 | 52.3077 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2004 | 1.5419 | 0.9049 | 0.8363 | 0.7282 | 0.9417 |
Largest Winning Trade | 234933 | 234933 | 47508 | 146581 | 146581 | 92552 |
Largest Losing Trade | -77721 | -64624 | -77721 | -129467 | -120817 | -129467 |
Avg Bars in Trades | 56 | 51 | 62 | 56 | 51 | 62 |
Avg Bars in Winners | 57 | 47 | 67 | 57 | 47 | 67 |
Avg Bars in Losers | 55 | 55 | 56 | 55 | 55 | 56 |
Bars Traded | 7355 | 3325 | 4030 | 7355 | 3325 | 4030 |
Profit Streak | 484.2541 | 0 | 490.0041 | 484.2541 | 0 | 490.0041 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337192 | -120713 | -465821 | -579450 | -712159 | -399664 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558915200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759536356578, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 216, "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": [ [ 375965.3025137054, 345257.7481351445, 30707.5543785607, -78532.0919801173, -149051.7732241581, 70519.6812440411 ], [ 375.965303, 345.257748, 30.707554, -78.532092, -149.051773, 70.519681 ], [ 0.197668, 0.181524, 0.016145, -0.080862, 0, 0.028063 ], [ 10, 10, 10, 10, 10, 10 ], [ -194245, -159922, -157422, -367783, -360988, -216304 ], [ 1.357857, 1.691135, 1.055725, 0.946031, 0.798658, 1.098651 ], [ 130, 65, 65, 130, 65, 65 ], [ 69, 34, 35, 69, 34, 35 ], [ 61, 31, 30, 61, 31, 30 ], [ 53.076923, 52.307692, 53.846154, 53.076923, 52.307692, 53.846154 ], [ 1.200424, 1.541917, 0.904907, 0.836346, 0.728188, 0.941701 ], [ 234933, 234933, 47508, 146581, 146581, 92552 ], [ -77721, -64624, -77721, -129467, -120817, -129467 ], [ 56, 51, 62, 56, 51, 62 ], [ 57, 47, 67, 57, 47, 67 ], [ 55, 55, 56, 55, 55, 56 ], [ 7355, 3325, 4030, 7355, 3325, 4030 ], [ 484.254127, 0, 490.004127, 484.254127, 0, 490.004127 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 337192, -120713, -465821, -579450, -712159, -399664 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558915200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759536356578, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 216, "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) |
---|