Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572850.036 | 429854.0794 | 142995.9566 | 244585.7156 | -180691.0121 | 425276.7276 |
Total P&L (%) | 572.85 | 429.8541 | 142.996 | 244.5857 | -180.691 | 425.2767 |
Avg Daily Profit (%) | 0.3011 | 0.226 | 0.0752 | 0.0651 | 0 | 0.0872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130592 | -129816 | -95577 | -1580030 | -1634748 | -1493450 |
Profit Factor | 1.347 | 1.4903 | 1.1847 | 1.0227 | 0.9685 | 1.0843 |
Total Trades | 407 | 203 | 204 | 407 | 203 | 204 |
Winning Trades | 197 | 93 | 104 | 197 | 93 | 104 |
Losing Trades | 210 | 110 | 100 | 210 | 110 | 100 |
Profitability (%) | 48.4029 | 45.8128 | 50.9804 | 48.4029 | 45.8128 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.4359 | 1.7627 | 1.1391 | 1.0902 | 1.1456 | 1.0426 |
Largest Winning Trade | 161381 | 161381 | 37933 | 600176 | 600176 | 365143 |
Largest Losing Trade | -46086 | -32652 | -46086 | -726750 | -492663 | -726750 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 5687 | 2865 | 2822 | 5687 | 2865 | 2822 |
Profit Streak | 487.8924 | 0 | 491.8924 | 487.8924 | 0 | 491.8924 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419095 | 336870 | -108080 | -299286 | -579954 | -202427 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554336000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759670703306, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 572850.0359954295, 429854.0793707898, 142995.9566246401, 244585.7155778264, -180691.0120673338, 425276.7276451593 ], [ 572.850036, 429.854079, 142.995957, 244.585716, -180.691012, 425.276728 ], [ 0.301131, 0.225962, 0.075169, 0.065056, 0, 0.087234 ], [ 10, 10, 10, 10, 10, 10 ], [ -130592, -129816, -95577, -1580030, -1634748, -1493450 ], [ 1.346973, 1.490305, 1.184682, 1.02267, 0.968539, 1.084288 ], [ 407, 203, 204, 407, 203, 204 ], [ 197, 93, 104, 197, 93, 104 ], [ 210, 110, 100, 210, 110, 100 ], [ 48.402948, 45.812808, 50.980392, 48.402948, 45.812808, 50.980392 ], [ 1.43586, 1.762726, 1.139117, 1.090156, 1.145584, 1.042584 ], [ 161381, 161381, 37933, 600176, 600176, 365143 ], [ -46086, -32652, -46086, -726750, -492663, -726750 ], [ 13, 14, 13, 13, 14, 13 ], [ 14, 13, 15, 14, 13, 15 ], [ 13, 14, 12, 13, 14, 12 ], [ 5687, 2865, 2822, 5687, 2865, 2822 ], [ 487.892399, 0, 491.892399, 487.892399, 0, 491.892399 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419095, 336870, -108080, -299286, -579954, -202427 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554336000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759670703306, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|