Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666715.7553 | 472461.0083 | 194254.747 | 2598671.881 | 879103.9583 | 1719567.9227 |
Total P&L (%) | 666.7158 | 472.461 | 194.2547 | 2598.6719 | 879.104 | 1719.5679 |
Avg Daily Profit (%) | 0.3505 | 0.2484 | 0.1021 | 0.1734 | 0.12 | 0.1526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94662 | -76424 | -79328 | -1055401 | -1526318 | -637910 |
Profit Factor | 2.642 | 3.1664 | 2.0336 | 1.4309 | 1.2655 | 1.6323 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 34.4595 | 29.7297 | 39.1892 | 34.4595 | 29.7297 | 39.1892 |
Ratio Avg Win / Avg Loss | 5.0251 | 7.4842 | 3.1556 | 2.7215 | 2.9911 | 2.5329 |
Largest Winning Trade | 309850 | 309850 | 53367 | 1019550 | 1019550 | 760062 |
Largest Losing Trade | -15385 | -13149 | -15385 | -270824 | -241001 | -270824 |
Avg Bars in Trades | 36 | 33 | 39 | 36 | 33 | 39 |
Avg Bars in Winners | 89 | 84 | 92 | 89 | 84 | 92 |
Avg Bars in Losers | 8 | 11 | 5 | 8 | 11 | 5 |
Bars Traded | 5366 | 2443 | 2923 | 5366 | 2443 | 2923 |
Profit Streak | 0 | 0 | 489.8515 | 0 | 0 | 489.8515 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313598 | -59341 | -120867 | 149512 | -104830 | -57354 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560441600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759119970552, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 216, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.28228, "nb": 0.98678, "nc": 0.1 } } }
{ "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": [ [ 666715.7552568758, 472461.0082765911, 194254.7469802847, 2598671.880994204, 879103.9582821012, 1719567.9227121007 ], [ 666.715755, 472.461008, 194.254747, 2598.671881, 879.103958, 1719.567923 ], [ 0.350473, 0.248359, 0.102114, 0.173377, 0.120002, 0.152623 ], [ 10, 10, 10, 10, 10, 10 ], [ -94662, -76424, -79328, -1055401, -1526318, -637910 ], [ 2.642041, 3.166375, 2.033597, 1.430903, 1.265477, 1.632345 ], [ 148, 74, 74, 148, 74, 74 ], [ 51, 22, 29, 51, 22, 29 ], [ 97, 52, 45, 97, 52, 45 ], [ 34.459459, 29.72973, 39.189189, 34.459459, 29.72973, 39.189189 ], [ 5.025059, 7.48416, 3.155582, 2.721521, 2.991128, 2.532949 ], [ 309850, 309850, 53367, 1019550, 1019550, 760062 ], [ -15385, -13149, -15385, -270824, -241001, -270824 ], [ 36, 33, 39, 36, 33, 39 ], [ 89, 84, 92, 89, 84, 92 ], [ 8, 11, 5, 8, 11, 5 ], [ 5366, 2443, 2923, 5366, 2443, 2923 ], [ 0, 0, 489.851511, 0, 0, 489.851511 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 313598, -59341, -120867, 149512, -104830, -57354 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560441600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759119970552, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 216, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.28228, "nb": 0.98678, "nc": 0.1 } } }
# | 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) |
---|