Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508344.5973 | 353199.8445 | 155144.7529 | -346694.5887 | -34497.1235 | -312197.4652 |
Total P&L (%) | 508.3446 | 353.1998 | 155.1448 | -346.6946 | -34.4971 | -312.1975 |
Avg Daily Profit (%) | 0.2672 | 0.1857 | 0.0815 | 0 | -0.0222 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178389 | -36679 | -232553 | -806762 | -182685 | -690340 |
Profit Factor | 1.6502 | 2.5527 | 1.2799 | 0.769 | 0.9351 | 0.6781 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 63 | 32 | 31 | 47 | 22 | 25 |
Losing Trades | 46 | 22 | 24 | 62 | 32 | 30 |
Profitability (%) | 57.7982 | 59.2593 | 56.3636 | 43.1193 | 40.7407 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.2049 | 1.755 | 0.9909 | 1.0145 | 1.3601 | 0.8137 |
Largest Winning Trade | 83164 | 83164 | 55777 | 188250 | 99170 | 188250 |
Largest Losing Trade | -110892 | -29623 | -110892 | -166365 | -111773 | -166365 |
Avg Bars in Trades | 33 | 18 | 47 | 33 | 18 | 47 |
Avg Bars in Winners | 31 | 16 | 48 | 33 | 24 | 40 |
Avg Bars in Losers | 34 | 22 | 45 | 33 | 14 | 53 |
Bars Traded | 3608 | 1006 | 2603 | 3608 | 1006 | 2603 |
Profit Streak | 528.3371 | 0 | 559.8371 | 0 | 586.8371 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450386 | -166212 | -264052 | -581497 | -761531 | -762601 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759781124317, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 185, "offset": 0, "multiplier": 3.18884 } }, "second_band": { "type": "rma", "factors": { "length": 29, "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": [ [ 508344.5973443181, 353199.8444729131, 155144.7528714051, -346694.5887057802, -34497.1235079927, -312197.4651977874 ], [ 508.344597, 353.199844, 155.144753, -346.694589, -34.497124, -312.197465 ], [ 0.267198, 0.18565, 0.081548, 0, -0.022235, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -178389, -36679, -232553, -806762, -182685, -690340 ], [ 1.650206, 2.552666, 1.279872, 0.769045, 0.935082, 0.678061 ], [ 109, 54, 55, 109, 54, 55 ], [ 63, 32, 31, 47, 22, 25 ], [ 46, 22, 24, 62, 32, 30 ], [ 57.798165, 59.259259, 56.363636, 43.119266, 40.740741, 45.454545 ], [ 1.204912, 1.754958, 0.990869, 1.014485, 1.360119, 0.813673 ], [ 83164, 83164, 55777, 188250, 99170, 188250 ], [ -110892, -29623, -110892, -166365, -111773, -166365 ], [ 33, 18, 47, 33, 18, 47 ], [ 31, 16, 48, 33, 24, 40 ], [ 34, 22, 45, 33, 14, 53 ], [ 3608, 1006, 2603, 3608, 1006, 2603 ], [ 528.337087, 0, 559.837087, 0, 586.837087, 0 ], [ 1, 0, 2, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 450386, -166212, -264052, -581497, -761531, -762601 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759781124317, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 185, "offset": 0, "multiplier": 3.18884 } }, "second_band": { "type": "rma", "factors": { "length": 29, "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) |
---|