Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -401285.5631 | -23322.7242 | -377962.8389 | 1487804.8373 | -860215.2981 | 2348020.1353 |
Total P&L (%) | -401.2856 | -23.3227 | -377.9628 | 1487.8048 | -860.2153 | 2348.0201 |
Avg Daily Profit (%) | -0.211 | -0.0123 | -0.1987 | 0.1455 | 0 | 0.1683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -637205 | -54974 | -661500 | -1343376 | -1073486 | -1130628 |
Profit Factor | 0.554 | 0.8486 | 0.4932 | 1.3658 | 0.5222 | 2.0358 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 76 | 32 | 44 | 72 | 29 | 43 |
Losing Trades | 20 | 16 | 4 | 24 | 19 | 5 |
Profitability (%) | 79.1667 | 66.6667 | 91.6667 | 75 | 60.4167 | 89.5833 |
Ratio Avg Win / Avg Loss | 0.1458 | 0.4243 | 0.0448 | 0.4553 | 0.3421 | 0.2367 |
Largest Winning Trade | 21924 | 12348 | 21924 | 1599248 | 91986 | 1599248 |
Largest Losing Trade | -550853 | -37900 | -550853 | -903399 | -674948 | -903399 |
Avg Bars in Trades | 74 | 31 | 117 | 74 | 31 | 117 |
Avg Bars in Winners | 31 | 10 | 47 | 38 | 10 | 57 |
Avg Bars in Losers | 236 | 72 | 894 | 180 | 62 | 632 |
Bars Traded | 7140 | 1493 | 5647 | 7140 | 1493 | 5647 |
Profit Streak | 535.5846 | 746.3346 | 535.5846 | 535.5846 | 746.3346 | 535.5846 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575111 | -577198 | -574706 | 198873 | -578008 | 530167 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559260800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759284105647, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -401285.5630532265, -23322.7241729884, -377962.8388802379, 1487804.837265062, -860215.2980810829, 2348020.1353461444 ], [ -401.285563, -23.322724, -377.962839, 1487.804837, -860.215298, 2348.020135 ], [ -0.210981, -0.012262, -0.198719, 0.145476, 0, 0.168273 ], [ 10, 10, 10, 10, 10, 10 ], [ -637205, -54974, -661500, -1343376, -1073486, -1130628 ], [ 0.554041, 0.848572, 0.493216, 1.365815, 0.522167, 2.035804 ], [ 96, 48, 48, 96, 48, 48 ], [ 76, 32, 44, 72, 29, 43 ], [ 20, 16, 4, 24, 19, 5 ], [ 79.166667, 66.666667, 91.666667, 75, 60.416667, 89.583333 ], [ 0.1458, 0.424286, 0.044838, 0.455272, 0.342109, 0.236721 ], [ 21924, 12348, 21924, 1599248, 91986, 1599248 ], [ -550853, -37900, -550853, -903399, -674948, -903399 ], [ 74, 31, 117, 74, 31, 117 ], [ 31, 10, 47, 38, 10, 57 ], [ 236, 72, 894, 180, 62, 632 ], [ 7140, 1493, 5647, 7140, 1493, 5647 ], [ 535.584556, 746.334556, 535.584556, 535.584556, 746.334556, 535.584556 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575111, -577198, -574706, 198873, -578008, 530167 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559260800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759284105647, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 5 } } }
# | 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) |
---|