Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315834.474 | 279227.1654 | 36607.3087 | -56307.4862 | 182171.3102 | -238478.7964 |
Total P&L (%) | 315.8345 | 279.2272 | 36.6073 | -56.3075 | 182.1713 | -238.4788 |
Avg Daily Profit (%) | 0.1661 | 0.1468 | 0.0192 | -0.0435 | 0.0546 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276705 | -178176 | -226534 | -608174 | -338732 | -515593 |
Profit Factor | 1.2787 | 1.4846 | 1.0657 | 0.9665 | 1.2304 | 0.732 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 51.7073 | 49.5146 | 53.9216 | 51.7073 | 49.5146 | 53.9216 |
Ratio Avg Win / Avg Loss | 1.1943 | 1.5137 | 0.9107 | 0.9027 | 1.2545 | 0.6256 |
Largest Winning Trade | 172244 | 172244 | 54350 | 160566 | 160566 | 145502 |
Largest Losing Trade | -60480 | -50470 | -60480 | -313014 | -313014 | -161906 |
Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Winners | 41 | 46 | 37 | 41 | 46 | 37 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 7311 | 3987 | 3324 | 7311 | 3987 | 3324 |
Profit Streak | 0 | 0 | 613.3923 | 0 | 0 | 613.3923 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308852 | 172481 | -318005 | -579483 | -120876 | -579218 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559304000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759440291569, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 315834.4740168352, 279227.1653555608, 36607.3086612745, -56307.4862226843, 182171.3101896825, -238478.7964123668 ], [ 315.834474, 279.227165, 36.607309, -56.307486, 182.17131, -238.478796 ], [ 0.166054, 0.146807, 0.019247, -0.043523, 0.054555, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -276705, -178176, -226534, -608174, -338732, -515593 ], [ 1.278725, 1.484638, 1.065724, 0.966496, 1.230397, 0.73203 ], [ 205, 103, 102, 205, 103, 102 ], [ 106, 51, 55, 106, 51, 55 ], [ 99, 52, 47, 99, 52, 47 ], [ 51.707317, 49.514563, 53.921569, 51.707317, 49.514563, 53.921569 ], [ 1.194281, 1.513749, 0.91071, 0.902671, 1.254522, 0.625553 ], [ 172244, 172244, 54350, 160566, 160566, 145502 ], [ -60480, -50470, -60480, -313014, -313014, -161906 ], [ 35, 38, 32, 35, 38, 32 ], [ 41, 46, 37, 41, 46, 37 ], [ 29, 31, 27, 29, 31, 27 ], [ 7311, 3987, 3324, 7311, 3987, 3324 ], [ 0, 0, 613.392263, 0, 0, 613.392264 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308852, 172481, -318005, -579483, -120876, -579218 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559304000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759440291569, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|