Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916074.6295 | 912169.554 | 3905.0755 | -57951.5631 | -66644.1291 | 8692.566 |
Total P&L (%) | 916.0746 | 912.1696 | 3.9051 | -57.9516 | -66.6441 | 8.6926 |
Avg Daily Profit (%) | 0.4818 | 0.4798 | 0.0021 | -0.0456 | -0.0577 | 0.0044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188439 | -198546 | -13735 | -310566 | -311219 | -16040 |
Profit Factor | 3.2301 | 3.3882 | 1.1355 | 0.8902 | 0.8672 | 1.3374 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 40.9836 | 36.6667 | 45.1613 | 40.9836 | 36.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.6513 | 5.8523 | 1.3788 | 1.2819 | 1.498 | 1.624 |
Largest Winning Trade | 1163810 | 1163810 | 6056 | 304335 | 304335 | 9250 |
Largest Losing Trade | -52763 | -52763 | -3824 | -114871 | -114871 | -8083 |
Avg Bars in Trades | 170 | 344 | 2 | 170 | 344 | 2 |
Avg Bars in Winners | 212 | 478 | 3 | 212 | 478 | 3 |
Avg Bars in Losers | 141 | 266 | 2 | 141 | 266 | 2 |
Bars Traded | 10419 | 10329 | 90 | 10419 | 10329 | 90 |
Profit Streak | 525.6378 | 0 | 528.8044 | 525.6378 | 0 | 528.8044 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152579 | 420308 | -427778 | -748311 | -584344 | -351999 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1555948800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759475903474, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 49 } } }
{ "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": [ [ 916074.6294823376, 912169.5539757003, 3905.0755066371, -57951.5631197022, -66644.1290891805, 8692.5659694785 ], [ 916.074629, 912.169554, 3.905076, -57.951563, -66.644129, 8.692566 ], [ 0.481807, 0.479753, 0.002054, -0.045555, -0.057729, 0.004384 ], [ 10, 10, 10, 10, 10, 10 ], [ -188439, -198546, -13735, -310566, -311219, -16040 ], [ 3.230069, 3.388168, 1.135455, 0.890197, 0.867247, 1.33738 ], [ 61, 30, 31, 61, 30, 31 ], [ 25, 11, 14, 25, 11, 14 ], [ 36, 19, 17, 36, 19, 17 ], [ 40.983607, 36.666667, 45.16129, 40.983607, 36.666667, 45.16129 ], [ 4.6513, 5.85229, 1.378767, 1.281884, 1.497972, 1.623962 ], [ 1163810, 1163810, 6056, 304335, 304335, 9250 ], [ -52763, -52763, -3824, -114871, -114871, -8083 ], [ 170, 344, 2, 170, 344, 2 ], [ 212, 478, 3, 212, 478, 3 ], [ 141, 266, 2, 141, 266, 2 ], [ 10419, 10329, 90, 10419, 10329, 90 ], [ 525.637772, 0, 528.804438, 525.637772, 0, 528.804438 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152579, 420308, -427778, -748311, -584344, -351999 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1555948800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759475903474, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 49 } } }
# | 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) |
---|