Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756143.9863 | 524653.4946 | 231490.4918 | 4390007.3407 | 1317628.2368 | 3072379.1038 |
Total P&L (%) | 756.144 | 524.6535 | 231.4905 | 4390.0073 | 1317.6282 | 3072.3791 |
Avg Daily Profit (%) | 0.3975 | 0.2758 | 0.1217 | 0.2002 | 0.1395 | 0.1819 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78781 | -115969 | -77542 | -2100464 | -2100464 | -1188489 |
Profit Factor | 2.265 | 2.6716 | 1.8154 | 1.4952 | 1.2259 | 2.0133 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 51.8072 | 47.619 | 56.0976 | 51.8072 | 47.619 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.1069 | 2.9387 | 1.4208 | 1.3909 | 1.3485 | 1.5756 |
Largest Winning Trade | 205273 | 205273 | 67895 | 1825211 | 1825211 | 1767448 |
Largest Losing Trade | -44095 | -38965 | -44095 | -2100464 | -2100464 | -813394 |
Avg Bars in Trades | 66 | 57 | 75 | 66 | 57 | 75 |
Avg Bars in Winners | 92 | 70 | 110 | 92 | 70 | 110 |
Avg Bars in Losers | 38 | 45 | 29 | 38 | 45 | 29 |
Bars Traded | 5505 | 2425 | 3080 | 5505 | 2425 | 3080 |
Profit Streak | 0 | 0 | 666.9088 | 0 | 0 | 666.9088 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467780 | 464370 | -26439 | 297830 | -7663 | 485727 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558828800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759268917153, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 69, "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": [ [ 756143.9863448509, 524653.4945767721, 231490.4917680785, 4390007.340654128, 1317628.2368044117, 3072379.1038497156 ], [ 756.143986, 524.653495, 231.490492, 4390.007341, 1317.628237, 3072.379104 ], [ 0.397483, 0.275795, 0.121688, 0.200189, 0.139483, 0.181893 ], [ 10, 10, 10, 10, 10, 10 ], [ -78781, -115969, -77542, -2100464, -2100464, -1188489 ], [ 2.264957, 2.671577, 1.815408, 1.495243, 1.225919, 2.013299 ], [ 83, 42, 41, 83, 42, 41 ], [ 43, 20, 23, 43, 20, 23 ], [ 40, 22, 18, 40, 22, 18 ], [ 51.807229, 47.619048, 56.097561, 51.807229, 47.619048, 56.097561 ], [ 2.106937, 2.938735, 1.420754, 1.390924, 1.348511, 1.575625 ], [ 205273, 205273, 67895, 1825211, 1825211, 1767448 ], [ -44095, -38965, -44095, -2100464, -2100464, -813394 ], [ 66, 57, 75, 66, 57, 75 ], [ 92, 70, 110, 92, 70, 110 ], [ 38, 45, 29, 38, 45, 29 ], [ 5505, 2425, 3080, 5505, 2425, 3080 ], [ 0, 0, 666.908763, 0, 0, 666.908763 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 467780, 464370, -26439, 297830, -7663, 485727 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558828800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759268917153, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 69, "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) |
---|