Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845414.3796 | 631580.6371 | 213833.7425 | 5911227.5066 | 3130895.0683 | 2780332.4383 |
Total P&L (%) | 845.4144 | 631.5806 | 213.8337 | 5911.2275 | 3130.8951 | 2780.3324 |
Avg Daily Profit (%) | 0.4444 | 0.332 | 0.1124 | 0.2155 | 0.1828 | 0.1768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128166 | -43597 | -109127 | -1493167 | -896998 | -1029566 |
Profit Factor | 3.4108 | 4.7752 | 2.1661 | 2.1513 | 2.1045 | 2.2089 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 31.1111 | 31.1111 | 31.1111 | 31.1111 | 31.1111 | 31.1111 |
Ratio Avg Win / Avg Loss | 7.5525 | 10.5736 | 4.7963 | 4.7636 | 4.66 | 4.8912 |
Largest Winning Trade | 399607 | 399607 | 67429 | 2114538 | 2114538 | 1586285 |
Largest Losing Trade | -17801 | -12697 | -17801 | -527435 | -527435 | -390172 |
Avg Bars in Trades | 40 | 32 | 47 | 40 | 32 | 47 |
Avg Bars in Winners | 108 | 82 | 135 | 108 | 82 | 135 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 3641 | 1481 | 2159 | 3641 | 1481 | 2159 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343573 | 342581 | -46103 | 185661 | 166078 | 171474 |
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{ "first_band": { "type": "ema", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 845414.3796022933, 631580.6371141375, 213833.742488156, 5911227.506577314, 3130895.0683113793, 2780332.4382659337 ], [ 845.41438, 631.580637, 213.833742, 5911.227507, 3130.895068, 2780.332438 ], [ 0.44437, 0.331974, 0.112396, 0.215539, 0.182839, 0.176792 ], [ 10, 10, 10, 10, 10, 10 ], [ -128166, -43597, -109127, -1493167, -896998, -1029566 ], [ 3.410806, 4.775188, 2.166074, 2.151284, 2.104503, 2.208944 ], [ 90, 45, 45, 90, 45, 45 ], [ 28, 14, 14, 28, 14, 14 ], [ 62, 31, 31, 62, 31, 31 ], [ 31.111111, 31.111111, 31.111111, 31.111111, 31.111111, 31.111111 ], [ 7.5525, 10.57363, 4.796307, 4.763557, 4.659971, 4.891234 ], [ 399607, 399607, 67429, 2114538, 2114538, 1586285 ], [ -17801, -12697, -17801, -527435, -527435, -390172 ], [ 40, 32, 47, 40, 32, 47 ], [ 108, 82, 135, 108, 82, 135 ], [ 9, 10, 8, 9, 10, 8 ], [ 3641, 1481, 2159, 3641, 1481, 2159 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343573, 342581, -46103, 185661, 166078, 171474 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558872000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759982312752, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
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