Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479312.3564 | 383939.9754 | 95372.3809 | 132121.3712 | 827685.3426 | -695563.9714 |
Total P&L (%) | 479.3124 | 383.94 | 95.3724 | 132.1214 | 827.6853 | -695.564 |
Avg Daily Profit (%) | 0.252 | 0.2018 | 0.0501 | 0.0443 | 0.1172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170570 | -125832 | -147017 | -1319073 | -514445 | -1048118 |
Profit Factor | 1.6453 | 1.9859 | 1.27 | 1.0426 | 1.5506 | 0.5643 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 41.8605 | 38.4615 | 45.3125 | 41.8605 | 38.4615 | 45.3125 |
Ratio Avg Win / Avg Loss | 2.2852 | 3.1774 | 1.5327 | 1.4481 | 2.481 | 0.6811 |
Largest Winning Trade | 202497 | 202497 | 54094 | 818488 | 818488 | 162246 |
Largest Losing Trade | -54847 | -30028 | -54847 | -272718 | -272718 | -259834 |
Avg Bars in Trades | 42 | 38 | 47 | 42 | 38 | 47 |
Avg Bars in Winners | 67 | 58 | 75 | 67 | 58 | 75 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 5511 | 2498 | 3013 | 5511 | 2498 | 3013 |
Profit Streak | 0 | 0 | 558.8483 | 0 | 0 | 558.8483 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300873 | -125035 | -265270 | -310236 | -169891 | -721100 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558569600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760041289528, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 1.57362 } } }
{ "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": [ [ 479312.3563704516, 383939.9754494058, 95372.3809210457, 132121.3712311701, 827685.3426327049, -695563.9714015351 ], [ 479.312356, 383.939975, 95.372381, 132.121371, 827.685343, -695.563971 ], [ 0.251961, 0.201826, 0.050135, 0.044276, 0.117163, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -170570, -125832, -147017, -1319073, -514445, -1048118 ], [ 1.645335, 1.985877, 1.269952, 1.042623, 1.550625, 0.564336 ], [ 129, 65, 64, 129, 65, 64 ], [ 54, 25, 29, 54, 25, 29 ], [ 75, 40, 35, 75, 40, 35 ], [ 41.860465, 38.461538, 45.3125, 41.860465, 38.461538, 45.3125 ], [ 2.285188, 3.177403, 1.532701, 1.448088, 2.481, 0.681096 ], [ 202497, 202497, 54094, 818488, 818488, 162246 ], [ -54847, -30028, -54847, -272718, -272718, -259834 ], [ 42, 38, 47, 42, 38, 47 ], [ 67, 58, 75, 67, 58, 75 ], [ 24, 25, 23, 24, 25, 23 ], [ 5511, 2498, 3013, 5511, 2498, 3013 ], [ 0, 0, 558.848258, 0, 0, 558.848258 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300873, -125035, -265270, -310236, -169891, -721100 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558569600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760041289528, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 160, "offset": 0, "multiplier": 1.57362 } } }
# | 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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