Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433991.7886 | 351995.5723 | 81996.2163 | -232334.5012 | 681927.0253 | -914261.5264 |
Total P&L (%) | 433.9918 | 351.9956 | 81.9962 | -232.3345 | 681.927 | -914.2615 |
Avg Daily Profit (%) | 0.2282 | 0.1851 | 0.0431 | 0 | 0.1082 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313879 | -97971 | -274642 | -1237464 | -216105 | -1426607 |
Profit Factor | 1.3425 | 1.5921 | 1.1219 | 0.9277 | 1.5997 | 0.5599 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 116 | 60 | 56 | 107 | 57 | 50 |
Losing Trades | 102 | 49 | 53 | 111 | 52 | 59 |
Profitability (%) | 53.211 | 55.0459 | 51.3761 | 49.0826 | 52.2936 | 45.8716 |
Ratio Avg Win / Avg Loss | 1.1805 | 1.3002 | 1.0618 | 0.9624 | 1.4594 | 0.6606 |
Largest Winning Trade | 94028 | 94028 | 57117 | 145538 | 143921 | 145538 |
Largest Losing Trade | -115052 | -34134 | -115052 | -456226 | -121914 | -456226 |
Avg Bars in Trades | 33 | 21 | 45 | 33 | 21 | 45 |
Avg Bars in Winners | 35 | 21 | 49 | 35 | 22 | 50 |
Avg Bars in Losers | 32 | 21 | 42 | 32 | 20 | 42 |
Bars Traded | 7389 | 2382 | 5007 | 7389 | 2382 | 5007 |
Profit Streak | 0 | 0 | 489.2784 | 480.0284 | 555.0284 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351461 | 361074 | -221243 | -579409 | -44563 | -582647 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557403200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758868858015, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 3.95245 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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": [ [ 433991.7886094986, 351995.5723225273, 81996.216286971, -232334.5011562912, 681927.0252545623, -914261.5264108537 ], [ 433.991789, 351.995572, 81.996216, -232.334501, 681.927025, -914.261526 ], [ 0.228177, 0.185066, 0.043111, 0, 0.108186, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -313879, -97971, -274642, -1237464, -216105, -1426607 ], [ 1.342512, 1.592055, 1.121918, 0.927718, 1.599739, 0.559863 ], [ 218, 109, 109, 218, 109, 109 ], [ 116, 60, 56, 107, 57, 50 ], [ 102, 49, 53, 111, 52, 59 ], [ 53.211009, 55.045872, 51.376147, 49.082569, 52.293578, 45.87156 ], [ 1.180484, 1.300178, 1.061815, 0.962399, 1.459411, 0.660639 ], [ 94028, 94028, 57117, 145538, 143921, 145538 ], [ -115052, -34134, -115052, -456226, -121914, -456226 ], [ 33, 21, 45, 33, 21, 45 ], [ 35, 21, 49, 35, 22, 50 ], [ 32, 21, 42, 32, 20, 42 ], [ 7389, 2382, 5007, 7389, 2382, 5007 ], [ 0, 0, 489.278449, 480.028449, 555.028449, 0 ], [ 0, 0, 1, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 351461, 361074, -221243, -579409, -44563, -582647 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557403200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758868858015, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 146, "offset": 0, "multiplier": 3.95245 } }, "second_band": { "type": "jma", "factors": { "length": 71, "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) |
---|