Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663321.4277 | 481410.9398 | 181910.4879 | 2501063.7206 | 461044.3005 | 2040019.4201 |
Total P&L (%) | 663.3214 | 481.4109 | 181.9105 | 2501.0637 | 461.0443 | 2040.0194 |
Avg Daily Profit (%) | 0.3487 | 0.253 | 0.0956 | 0.1714 | 0.0907 | 0.1611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107647 | -62143 | -105624 | -6324007 | -4201677 | -4139323 |
Profit Factor | 2.0004 | 2.4447 | 1.5515 | 1.131 | 1.0422 | 1.25 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 47.619 | 47.619 | 47.619 | 47.619 | 47.619 | 47.619 |
Ratio Avg Win / Avg Loss | 2.2004 | 2.6891 | 1.7067 | 1.2441 | 1.1464 | 1.375 |
Largest Winning Trade | 82769 | 82769 | 71100 | 3018565 | 2167414 | 3018565 |
Largest Losing Trade | -34214 | -34214 | -33797 | -2234671 | -2234671 | -1544616 |
Avg Bars in Trades | 42 | 25 | 60 | 42 | 25 | 60 |
Avg Bars in Winners | 63 | 31 | 94 | 63 | 31 | 94 |
Avg Bars in Losers | 24 | 19 | 29 | 24 | 19 | 29 |
Bars Traded | 3607 | 1058 | 2550 | 3607 | 1058 | 2550 |
Profit Streak | 0 | 0 | 559.8421 | 0 | 0 | 559.8421 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446683 | 436604 | -62508 | -69340 | -246629 | 272175 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560297600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760083961311, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 3.31166 } }, "second_band": { "type": "wma", "factors": { "length": 14, "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": [ [ 663321.4277160969, 481410.9398269699, 181910.4878891266, 2501063.720600711, 461044.3004782959, 2040019.4201224153 ], [ 663.321428, 481.41094, 181.910488, 2501.063721, 461.0443, 2040.01942 ], [ 0.348658, 0.253041, 0.095617, 0.171422, 0.090692, 0.161149 ], [ 10, 10, 10, 10, 10, 10 ], [ -107647, -62143, -105624, -6324007, -4201677, -4139323 ], [ 2.00037, 2.444651, 1.551513, 1.130995, 1.042169, 1.250012 ], [ 84, 42, 42, 84, 42, 42 ], [ 40, 20, 20, 40, 20, 20 ], [ 44, 22, 22, 44, 22, 22 ], [ 47.619048, 47.619048, 47.619048, 47.619048, 47.619048, 47.619048 ], [ 2.200407, 2.689116, 1.706664, 1.244094, 1.146386, 1.375013 ], [ 82769, 82769, 71100, 3018565, 2167414, 3018565 ], [ -34214, -34214, -33797, -2234671, -2234671, -1544616 ], [ 42, 25, 60, 42, 25, 60 ], [ 63, 31, 94, 63, 31, 94 ], [ 24, 19, 29, 24, 19, 29 ], [ 3607, 1058, 2550, 3607, 1058, 2550 ], [ 0, 0, 559.842145, 0, 0, 559.842145 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446683, 436604, -62508, -69340, -246629, 272175 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560297600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760083961311, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 3.31166 } }, "second_band": { "type": "wma", "factors": { "length": 14, "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) |
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