Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461076.6322 | 352032.1558 | 109044.4764 | 116773.1742 | 26618.3989 | 90154.7753 |
Total P&L (%) | 461.0766 | 352.0322 | 109.0445 | 116.7732 | 26.6184 | 90.1548 |
Avg Daily Profit (%) | 0.2424 | 0.185 | 0.0573 | 0.0407 | 0.0124 | 0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109560 | -136796 | -123332 | -205976 | -228630 | -200860 |
Profit Factor | 1.4178 | 1.5646 | 1.2272 | 1.0743 | 1.0291 | 1.1375 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 40.3141 | 40 | 40.625 | 40.3141 | 40 | 40.625 |
Ratio Avg Win / Avg Loss | 2.0991 | 2.3469 | 1.7936 | 1.5905 | 1.5436 | 1.6625 |
Largest Winning Trade | 193186 | 193186 | 46475 | 133003 | 133003 | 68780 |
Largest Losing Trade | -45525 | -45525 | -31862 | -118941 | -118941 | -52330 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 12 | 15 | 9 | 12 | 15 | 9 |
Bars Traded | 3702 | 2047 | 1655 | 3702 | 2047 | 1655 |
Profit Streak | 508.8372 | 513.3372 | 508.8372 | 508.8372 | 513.3372 | 508.8372 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301295 | 251191 | -118716 | -277790 | -370452 | -219026 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556755200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759781130535, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 28, "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": [ [ 461076.6321689801, 352032.1557838799, 109044.4763851002, 116773.1742460115, 26618.3989251245, 90154.7753208872 ], [ 461.076632, 352.032156, 109.044476, 116.773174, 26.618399, 90.154775 ], [ 0.242353, 0.185037, 0.057316, 0.040675, 0.012406, 0.033786 ], [ 10, 10, 10, 10, 10, 10 ], [ -109560, -136796, -123332, -205976, -228630, -200860 ], [ 1.417839, 1.564598, 1.227191, 1.074298, 1.029062, 1.137482 ], [ 191, 95, 96, 191, 95, 96 ], [ 77, 38, 39, 77, 38, 39 ], [ 114, 57, 57, 114, 57, 57 ], [ 40.314136, 40, 40.625, 40.314136, 40, 40.625 ], [ 2.099138, 2.346896, 1.793586, 1.59052, 1.543593, 1.662474 ], [ 193186, 193186, 46475, 133003, 133003, 68780 ], [ -45525, -45525, -31862, -118941, -118941, -52330 ], [ 19, 21, 17, 19, 21, 17 ], [ 29, 31, 28, 29, 31, 28 ], [ 12, 15, 9, 12, 15, 9 ], [ 3702, 2047, 1655, 3702, 2047, 1655 ], [ 508.837159, 513.337159, 508.837159, 508.837159, 513.337159, 508.837159 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301295, 251191, -118716, -277790, -370452, -219026 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556755200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759781130535, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 28, "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) |
---|