Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872749.9663 | 605257.6829 | 267492.2833 | 13199655.6335 | 6826884.3825 | 6372771.251 |
Total P&L (%) | 872.75 | 605.2577 | 267.4923 | 13199.6556 | 6826.8844 | 6372.7713 |
Avg Daily Profit (%) | 0.4587 | 0.3181 | 0.1406 | 0.2574 | 0.223 | 0.2194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84590 | -118399 | -71543 | -12681687 | -11534933 | -8566071 |
Profit Factor | 2.0418 | 2.3428 | 1.6911 | 1.225 | 1.2092 | 1.2448 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 153 | 83 | 70 | 153 | 83 | 70 |
Profitability (%) | 33.1878 | 27.8261 | 38.5965 | 33.1878 | 27.8261 | 38.5965 |
Ratio Avg Win / Avg Loss | 4.1104 | 6.0767 | 2.6904 | 2.4661 | 3.1363 | 1.9803 |
Largest Winning Trade | 227323 | 227323 | 49971 | 9646620 | 9646620 | 3831456 |
Largest Losing Trade | -25371 | -16863 | -25371 | -4107048 | -2616760 | -4107048 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 33 | 35 | 32 | 33 | 35 | 32 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3709 | 1761 | 1949 | 3709 | 1761 | 1949 |
Profit Streak | 495.8624 | 496.3624 | 0 | 495.8624 | 496.3624 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347486 | -3236 | -6543 | 172336 | -7871 | 167523 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555891200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759005711050, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "hlc3", "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": [ [ 872749.9662592575, 605257.6829097196, 267492.283349538, 13199655.633533271, 6826884.382529744, 6372771.251003536 ], [ 872.749966, 605.257683, 267.492283, 13199.655634, 6826.884383, 6372.771251 ], [ 0.458738, 0.318138, 0.1406, 0.257378, 0.223008, 0.219436 ], [ 10, 10, 10, 10, 10, 10 ], [ -84590, -118399, -71543, -12681687, -11534933, -8566071 ], [ 2.041756, 2.342817, 1.691139, 1.224986, 1.209194, 1.244781 ], [ 229, 115, 114, 229, 115, 114 ], [ 76, 32, 44, 76, 32, 44 ], [ 153, 83, 70, 153, 83, 70 ], [ 33.187773, 27.826087, 38.596491, 33.187773, 27.826087, 38.596491 ], [ 4.110377, 6.076682, 2.690449, 2.466091, 3.136348, 1.980334 ], [ 227323, 227323, 49971, 9646620, 9646620, 3831456 ], [ -25371, -16863, -25371, -4107048, -2616760, -4107048 ], [ 16, 15, 17, 16, 15, 17 ], [ 33, 35, 32, 33, 35, 32 ], [ 7, 7, 7, 7, 7, 7 ], [ 3709, 1761, 1949, 3709, 1761, 1949 ], [ 495.862396, 496.362396, 0, 495.862396, 496.362396, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 347486, -3236, -6543, 172336, -7871, 167523 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555891200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759005711050, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "hlc3", "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) |
---|