Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537551.5692 | 422252.4762 | 115299.093 | -5997.0419 | 388878.4206 | -394875.4625 |
Total P&L (%) | 537.5516 | 422.2525 | 115.2991 | -5.997 | 388.8784 | -394.8755 |
Avg Daily Profit (%) | 0.2826 | 0.2219 | 0.0606 | -0.0033 | 0.0834 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146692 | -79438 | -134111 | -394857 | -57361 | -505974 |
Profit Factor | 1.7115 | 2.1114 | 1.307 | 0.9943 | 2.3076 | 0.4733 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 59.4828 | 63.7931 | 55.1724 | 59.4828 | 63.7931 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.1658 | 1.1984 | 1.0619 | 0.6773 | 1.3097 | 0.3846 |
Largest Winning Trade | 212896 | 212896 | 58599 | 119949 | 119949 | 30211 |
Largest Losing Trade | -91216 | -55476 | -91216 | -363337 | -55375 | -363337 |
Avg Bars in Trades | 31 | 27 | 35 | 31 | 27 | 35 |
Avg Bars in Winners | 40 | 30 | 50 | 40 | 30 | 50 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 3643 | 1569 | 2074 | 3643 | 1569 | 2074 |
Profit Streak | 0 | 0 | 586.4415 | 0 | 0 | 586.4415 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446863 | -167276 | -290300 | -579240 | -256249 | -759204 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558440000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759444542484, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 537551.5691753209, 422252.4761750401, 115299.0930002811, -5997.0419145269, 388878.4205936836, -394875.4625082104 ], [ 537.551569, 422.252476, 115.299093, -5.997042, 388.878421, -394.875463 ], [ 0.28255, 0.221946, 0.060604, -0.003251, 0.083448, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -146692, -79438, -134111, -394857, -57361, -505974 ], [ 1.711462, 2.111386, 1.306952, 0.994273, 2.307582, 0.473304 ], [ 116, 58, 58, 116, 58, 58 ], [ 69, 37, 32, 69, 37, 32 ], [ 47, 21, 26, 47, 21, 26 ], [ 59.482759, 63.793103, 55.172414, 59.482759, 63.793103, 55.172414 ], [ 1.165778, 1.198354, 1.061898, 0.677258, 1.309709, 0.38456 ], [ 212896, 212896, 58599, 119949, 119949, 30211 ], [ -91216, -55476, -91216, -363337, -55375, -363337 ], [ 31, 27, 35, 31, 27, 35 ], [ 40, 30, 50, 40, 30, 50 ], [ 18, 20, 17, 18, 20, 17 ], [ 3643, 1569, 2074, 3643, 1569, 2074 ], [ 0, 0, 586.441464, 0, 0, 586.441464 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446863, -167276, -290300, -579240, -256249, -759204 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558440000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759444542484, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|