Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606676.8651 | 468581.2286 | 138095.6365 | 324187.6174 | 12979.4415 | 311208.1759 |
Total P&L (%) | 606.6769 | 468.5812 | 138.0956 | 324.1876 | 12.9794 | 311.2082 |
Avg Daily Profit (%) | 0.319 | 0.2464 | 0.0726 | 0.076 | 0.0064 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137896 | -104512 | -110521 | -268893 | -357662 | -155896 |
Profit Factor | 1.926 | 2.2003 | 1.5215 | 1.2177 | 1.0145 | 1.5221 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 41.0526 | 35.4167 | 46.8085 | 41.0526 | 35.4167 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.7655 | 4.0123 | 1.729 | 1.7484 | 1.85 | 1.7297 |
Largest Winning Trade | 252599 | 252599 | 53345 | 268832 | 268832 | 136557 |
Largest Losing Trade | -44744 | -44744 | -28962 | -144980 | -144980 | -90022 |
Avg Bars in Trades | 77 | 63 | 91 | 77 | 63 | 91 |
Avg Bars in Winners | 135 | 128 | 140 | 135 | 128 | 140 |
Avg Bars in Losers | 37 | 27 | 49 | 37 | 27 | 49 |
Bars Traded | 7369 | 3053 | 4316 | 7369 | 3053 | 4316 |
Profit Streak | 0 | 0 | 586.9729 | 0 | 0 | 586.9729 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341484 | 238375 | -93652 | -94004 | -466351 | -91299 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557014400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759555256864, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 129, "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": [ [ 606676.8651137595, 468581.2285737329, 138095.6365400267, 324187.6174116276, 12979.4415474129, 311208.1758642147 ], [ 606.676865, 468.581229, 138.095637, 324.187617, 12.979442, 311.208176 ], [ 0.318968, 0.246362, 0.072605, 0.076002, 0.006416, 0.074367 ], [ 10, 10, 10, 10, 10, 10 ], [ -137896, -104512, -110521, -268893, -357662, -155896 ], [ 1.925998, 2.20032, 1.521549, 1.21767, 1.01453, 1.522098 ], [ 95, 48, 47, 95, 48, 47 ], [ 39, 17, 22, 39, 17, 22 ], [ 56, 31, 25, 56, 31, 25 ], [ 41.052632, 35.416667, 46.808511, 41.052632, 35.416667, 46.808511 ], [ 2.765536, 4.012347, 1.729033, 1.748449, 1.850025, 1.729656 ], [ 252599, 252599, 53345, 268832, 268832, 136557 ], [ -44744, -44744, -28962, -144980, -144980, -90022 ], [ 77, 63, 91, 77, 63, 91 ], [ 135, 128, 140, 135, 128, 140 ], [ 37, 27, 49, 37, 27, 49 ], [ 7369, 3053, 4316, 7369, 3053, 4316 ], [ 0, 0, 586.97288, 0, 0, 586.97288 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341484, 238375, -93652, -94004, -466351, -91299 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557014400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759555256864, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } }, "second_band": { "type": "zlma", "factors": { "length": 129, "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) |
---|