Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555678.1613 | 407331.5415 | 148346.6198 | 1374427.7827 | 986948.3564 | 387479.4263 |
Total P&L (%) | 555.6782 | 407.3315 | 148.3466 | 1374.4278 | 986.9484 | 387.4794 |
Avg Daily Profit (%) | 0.2922 | 0.2142 | 0.078 | 0.1416 | 0.1255 | 0.0833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145124 | -53365 | -113787 | -656549 | -314347 | -498386 |
Profit Factor | 2.4008 | 2.9763 | 1.7784 | 1.5952 | 1.9065 | 1.3175 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 35.9375 | 37.5 | 34.375 | 35.9375 | 37.5 | 34.375 |
Ratio Avg Win / Avg Loss | 4.2796 | 4.9604 | 3.3951 | 2.8436 | 3.1776 | 2.5152 |
Largest Winning Trade | 187305 | 187305 | 68145 | 432467 | 432467 | 377485 |
Largest Losing Trade | -32568 | -26778 | -32568 | -279183 | -142408 | -279183 |
Avg Bars in Trades | 111 | 91 | 131 | 111 | 91 | 131 |
Avg Bars in Winners | 248 | 184 | 317 | 248 | 184 | 317 |
Avg Bars in Losers | 35 | 35 | 34 | 35 | 35 | 34 |
Bars Traded | 7144 | 2930 | 4214 | 7144 | 2930 | 4214 |
Profit Streak | 0 | 0 | 582.2527 | 0 | 0 | 582.2527 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135847 | 307183 | -90965 | -149870 | -26299 | -85936 |
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{ "first_band": { "type": "sma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 8, "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": [ [ 555678.1613319959, 407331.5415355289, 148346.6197964669, 1374427.782658934, 986948.3564035406, 387479.4262553931 ], [ 555.678161, 407.331542, 148.34662, 1374.427783, 986.948356, 387.479426 ], [ 0.292155, 0.21416, 0.077995, 0.141575, 0.125523, 0.08332 ], [ 10, 10, 10, 10, 10, 10 ], [ -145124, -53365, -113787, -656549, -314347, -498386 ], [ 2.400752, 2.976256, 1.778366, 1.595197, 1.906544, 1.317475 ], [ 64, 32, 32, 64, 32, 32 ], [ 23, 12, 11, 23, 12, 11 ], [ 41, 20, 21, 41, 20, 21 ], [ 35.9375, 37.5, 34.375, 35.9375, 37.5, 34.375 ], [ 4.279601, 4.960427, 3.395063, 2.843612, 3.177573, 2.515179 ], [ 187305, 187305, 68145, 432467, 432467, 377485 ], [ -32568, -26778, -32568, -279183, -142408, -279183 ], [ 111, 91, 131, 111, 91, 131 ], [ 248, 184, 317, 248, 184, 317 ], [ 35, 35, 34, 35, 35, 34 ], [ 7144, 2930, 4214, 7144, 2930, 4214 ], [ 0, 0, 582.252733, 0, 0, 582.252733 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -135847, 307183, -90965, -149870, -26299, -85936 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559433600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759039436142, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 8, "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) |
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