Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703848.7031 | 475462.3458 | 228386.3573 | 3729678.9696 | 1143823.4929 | 2585855.4767 |
Total P&L (%) | 703.8487 | 475.4623 | 228.3864 | 3729.679 | 1143.8235 | 2585.8555 |
Avg Daily Profit (%) | 0.3701 | 0.25 | 0.1201 | 0.1918 | 0.1326 | 0.1732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66171 | -94516 | -65753 | -2121719 | -2364509 | -1477861 |
Profit Factor | 2.7021 | 2.9317 | 2.3645 | 1.3985 | 1.1997 | 1.7118 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 49.2958 | 41.6667 | 57.1429 | 49.2958 | 41.6667 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.7793 | 4.1043 | 1.7734 | 1.4385 | 1.6796 | 1.2839 |
Largest Winning Trade | 227826 | 227826 | 52994 | 1787100 | 1787100 | 1230227 |
Largest Losing Trade | -39160 | -39160 | -38684 | -1477861 | -1471625 | -1477861 |
Avg Bars in Trades | 104 | 89 | 119 | 104 | 89 | 119 |
Avg Bars in Winners | 150 | 142 | 156 | 150 | 142 | 156 |
Avg Bars in Losers | 58 | 51 | 68 | 58 | 51 | 68 |
Bars Traded | 7387 | 3220 | 4167 | 7387 | 3220 | 4167 |
Profit Streak | 0 | 0 | 666.7535 | 0 | 0 | 666.7535 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76905 | 374528 | -26326 | -82897 | -18502 | 425338 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556884800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759406703231, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 46, "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": [ [ 703848.7031112191, 475462.3458285793, 228386.3572826394, 3729678.969562258, 1143823.4928646586, 2585855.4766975995 ], [ 703.848703, 475.462346, 228.386357, 3729.67897, 1143.823493, 2585.855477 ], [ 0.370057, 0.24998, 0.120077, 0.191843, 0.132621, 0.173156 ], [ 10, 10, 10, 10, 10, 10 ], [ -66171, -94516, -65753, -2121719, -2364509, -1477861 ], [ 2.702113, 2.931672, 2.364523, 1.398507, 1.199744, 1.711833 ], [ 71, 36, 35, 71, 36, 35 ], [ 35, 15, 20, 35, 15, 20 ], [ 36, 21, 15, 36, 21, 15 ], [ 49.295775, 41.666667, 57.142857, 49.295775, 41.666667, 57.142857 ], [ 2.779316, 4.104341, 1.773392, 1.438464, 1.679641, 1.283875 ], [ 227826, 227826, 52994, 1787100, 1787100, 1230227 ], [ -39160, -39160, -38684, -1477861, -1471625, -1477861 ], [ 104, 89, 119, 104, 89, 119 ], [ 150, 142, 156, 150, 142, 156 ], [ 58, 51, 68, 58, 51, 68 ], [ 7387, 3220, 4167, 7387, 3220, 4167 ], [ 0, 0, 666.75351, 0, 0, 666.75351 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -76905, 374528, -26326, -82897, -18502, 425338 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556884800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759406703231, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 46, "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) |
---|