Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652034.2143 | 550401.0523 | 101633.162 | 623592.7775 | 871536.2289 | -247943.4514 |
Total P&L (%) | 652.0342 | 550.4011 | 101.6332 | 623.5928 | 871.5362 | -247.9435 |
Avg Daily Profit (%) | 0.3427 | 0.2893 | 0.0534 | 0.1041 | 0.1196 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203049 | -77559 | -163796 | -1610801 | -878171 | -1105966 |
Profit Factor | 2.1984 | 3.4187 | 1.3211 | 1.1365 | 1.4557 | 0.9067 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 31.9444 | 33.3333 | 30.5556 | 31.9444 | 33.3333 | 30.5556 |
Ratio Avg Win / Avg Loss | 4.6835 | 6.8373 | 3.0025 | 2.4211 | 2.9115 | 2.0607 |
Largest Winning Trade | 329210 | 329210 | 70757 | 1081392 | 1081392 | 488887 |
Largest Losing Trade | -52152 | -24482 | -52152 | -897876 | -276911 | -897876 |
Avg Bars in Trades | 48 | 31 | 64 | 48 | 31 | 64 |
Avg Bars in Winners | 127 | 77 | 181 | 127 | 77 | 181 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 3466 | 1142 | 2324 | 3466 | 1142 | 2324 |
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 | -77358 | 318794 | -127818 | -213730 | -37282 | -585564 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559260800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758846976700, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 38, "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": [ [ 652034.2143272735, 550401.0523023643, 101633.1620249095, 623592.7775233366, 871536.2289238033, -247943.4514004676 ], [ 652.034214, 550.401052, 101.633162, 623.592778, 871.536229, -247.943451 ], [ 0.342725, 0.289304, 0.053421, 0.104078, 0.119583, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -203049, -77559, -163796, -1610801, -878171, -1105966 ], [ 2.198395, 3.418651, 1.321091, 1.136458, 1.455748, 0.906702 ], [ 72, 36, 36, 72, 36, 36 ], [ 23, 12, 11, 23, 12, 11 ], [ 49, 24, 25, 49, 24, 25 ], [ 31.944444, 33.333333, 30.555556, 31.944444, 33.333333, 30.555556 ], [ 4.683537, 6.837301, 3.00248, 2.421149, 2.911496, 2.060686 ], [ 329210, 329210, 70757, 1081392, 1081392, 488887 ], [ -52152, -24482, -52152, -897876, -276911, -897876 ], [ 48, 31, 64, 48, 31, 64 ], [ 127, 77, 181, 127, 77, 181 ], [ 11, 9, 13, 11, 9, 13 ], [ 3466, 1142, 2324, 3466, 1142, 2324 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -77358, 318794, -127818, -213730, -37282, -585564 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559260800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758846976700, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 38, "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) |
---|