Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453546.5353 | 325065.9067 | 128480.6286 | 347728.0736 | 284084.2619 | 63643.8117 |
Total P&L (%) | 453.5465 | 325.0659 | 128.4806 | 347.7281 | 284.0843 | 63.6438 |
Avg Daily Profit (%) | 0.2384 | 0.1709 | 0.0675 | 0.0788 | 0.0708 | 0.0259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105908 | -119616 | -165314 | -246965 | -182884 | -313233 |
Profit Factor | 1.9879 | 2.4062 | 1.5637 | 1.4545 | 1.7552 | 1.1636 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 50.8475 | 41.3793 | 60 | 50.8475 | 41.3793 | 60 |
Ratio Avg Win / Avg Loss | 1.9217 | 3.4087 | 1.0425 | 1.406 | 2.4866 | 0.7758 |
Largest Winning Trade | 149579 | 149579 | 45335 | 165315 | 165315 | 107602 |
Largest Losing Trade | -68200 | -33943 | -68200 | -203332 | -83780 | -203332 |
Avg Bars in Trades | 89 | 107 | 73 | 89 | 107 | 73 |
Avg Bars in Winners | 106 | 133 | 88 | 106 | 133 | 88 |
Avg Bars in Losers | 72 | 88 | 50 | 72 | 88 | 50 |
Bars Traded | 5308 | 3107 | 2201 | 5308 | 3107 | 2201 |
Profit Streak | 543.8552 | 0 | 750.8552 | 543.8552 | 0 | 750.8552 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167079 | 307750 | -98463 | -265477 | -98534 | -198290 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558224000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759782690238, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 108, "offset": 0, "scalar": 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": [ [ 453546.5352996449, 325065.9066819311, 128480.6286177137, 347728.07356454, 284084.2618891128, 63643.8116754273 ], [ 453.546535, 325.065907, 128.480629, 347.728074, 284.084262, 63.643812 ], [ 0.238416, 0.170878, 0.067539, 0.07883, 0.070764, 0.025894 ], [ 10, 10, 10, 10, 10, 10 ], [ -105908, -119616, -165314, -246965, -182884, -313233 ], [ 1.987946, 2.406159, 1.563741, 1.454508, 1.755226, 1.163648 ], [ 59, 29, 30, 59, 29, 30 ], [ 30, 12, 18, 30, 12, 18 ], [ 29, 17, 12, 29, 17, 12 ], [ 50.847458, 41.37931, 60, 50.847458, 41.37931, 60 ], [ 1.921681, 3.408725, 1.042494, 1.406024, 2.486569, 0.775765 ], [ 149579, 149579, 45335, 165315, 165315, 107602 ], [ -68200, -33943, -68200, -203332, -83780, -203332 ], [ 89, 107, 73, 89, 107, 73 ], [ 106, 133, 88, 106, 133, 88 ], [ 72, 88, 50, 72, 88, 50 ], [ 5308, 3107, 2201, 5308, 3107, 2201 ], [ 543.855211, 0, 750.855211, 543.855211, 0, 750.855211 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167079, 307750, -98463, -265477, -98534, -198290 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558224000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759782690238, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 108, "offset": 0, "scalar": 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) |
---|