Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053183.8712 | 691483.7936 | 361700.0777 | 59862198.99 | -5678914.1858 | 65541113.1758 |
Total P&L (%) | 1053.1839 | 691.4838 | 361.7001 | 59862.199 | -5678.9142 | 65541.1132 |
Avg Daily Profit (%) | 0.5536 | 0.3635 | 0.1901 | 0.3368 | 0 | 0.3416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108021 | -74294 | -50480 | -74484268 | -58218302 | -22213931 |
Profit Factor | 3.7317 | 4.1867 | 3.146 | 1.4195 | 0.9395 | 2.3413 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 57.9439 | 56.6038 | 59.2593 | 57.9439 | 56.6038 | 59.2593 |
Ratio Avg Win / Avg Loss | 2.7085 | 3.2098 | 2.1629 | 1.0303 | 0.7203 | 1.6096 |
Largest Winning Trade | 270803 | 270803 | 56738 | 22862374 | 22862374 | 17817868 |
Largest Losing Trade | -43305 | -43305 | -30907 | -25946378 | -25946378 | -14067412 |
Avg Bars in Trades | 49 | 37 | 61 | 49 | 37 | 61 |
Avg Bars in Winners | 47 | 32 | 62 | 47 | 32 | 62 |
Avg Bars in Losers | 53 | 44 | 61 | 53 | 44 | 61 |
Bars Traded | 5349 | 2005 | 3344 | 5349 | 2005 | 3344 |
Profit Streak | 581.8895 | 607.2228 | 581.8895 | 581.8895 | 607.2228 | 581.8895 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 727130 | -161607 | -164723 | 442593 | -759019 | -164565 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560902400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759267252463, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 231 } } }
{ "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": [ [ 1053183.8712296574, 691483.7935637939, 361700.0776658632, 59862198.990018934, -5678914.185761042, 65541113.17578002 ], [ 1053.183871, 691.483794, 361.700078, 59862.19899, -5678.914186, 65541.113176 ], [ 0.553628, 0.363493, 0.190135, 0.336801, 0, 0.341574 ], [ 10, 10, 10, 10, 10, 10 ], [ -108021, -74294, -50480, -74484268, -58218302, -22213931 ], [ 3.731726, 4.186688, 3.145995, 1.419533, 0.939472, 2.341257 ], [ 107, 53, 54, 107, 53, 54 ], [ 62, 30, 32, 62, 30, 32 ], [ 45, 23, 22, 45, 23, 22 ], [ 57.943925, 56.603774, 59.259259, 57.943925, 56.603774, 59.259259 ], [ 2.708511, 3.209794, 2.162872, 1.030306, 0.720262, 1.609614 ], [ 270803, 270803, 56738, 22862374, 22862374, 17817868 ], [ -43305, -43305, -30907, -25946378, -25946378, -14067412 ], [ 49, 37, 61, 49, 37, 61 ], [ 47, 32, 62, 47, 32, 62 ], [ 53, 44, 61, 53, 44, 61 ], [ 5349, 2005, 3344, 5349, 2005, 3344 ], [ 581.889496, 607.222829, 581.889496, 581.889496, 607.222829, 581.889496 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 727130, -161607, -164723, 442593, -759019, -164565 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560902400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759267252463, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 231 } } }
# | 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) |
---|