Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735444.0253 | 495294.7967 | 240149.2286 | 5262958.142 | 812161.4471 | 4450796.6949 |
Total P&L (%) | 735.444 | 495.2948 | 240.1492 | 5262.9581 | 812.1614 | 4450.7967 |
Avg Daily Profit (%) | 0.3866 | 0.2604 | 0.1262 | 0.2095 | 0.1163 | 0.2009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88641 | -96502 | -81964 | -5628146 | -4931893 | -2106661 |
Profit Factor | 2.1128 | 2.2754 | 1.8811 | 1.3679 | 1.083 | 1.9853 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 48.7805 | 41.9355 | 55.7377 | 48.7805 | 41.9355 | 55.7377 |
Ratio Avg Win / Avg Loss | 2.2184 | 3.1505 | 1.4938 | 1.4363 | 1.4995 | 1.5766 |
Largest Winning Trade | 178686 | 178686 | 52466 | 4097732 | 4097732 | 2619840 |
Largest Losing Trade | -37054 | -27282 | -37054 | -1495980 | -1495980 | -1333764 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 69 | 74 | 64 | 69 | 74 | 64 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 5561 | 2691 | 2870 | 5561 | 2691 | 2870 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486092 | -145125 | -182963 | 304921 | -324214 | -149119 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556006400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759119963621, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 42, "offset": 0, "scalar": 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": [ [ 735444.0252859179, 495294.7966623956, 240149.2286235228, 5262958.141959669, 812161.447083561, 4450796.6948761055 ], [ 735.444025, 495.294797, 240.149229, 5262.958142, 812.161447, 4450.796695 ], [ 0.386602, 0.260362, 0.12624, 0.209547, 0.116275, 0.200897 ], [ 10, 10, 10, 10, 10, 10 ], [ -88641, -96502, -81964, -5628146, -4931893, -2106661 ], [ 2.11279, 2.275357, 1.881141, 1.367879, 1.082967, 1.985301 ], [ 123, 62, 61, 123, 62, 61 ], [ 60, 26, 34, 60, 26, 34 ], [ 63, 36, 27, 63, 36, 27 ], [ 48.780488, 41.935484, 55.737705, 48.780488, 41.935484, 55.737705 ], [ 2.218429, 3.150495, 1.493847, 1.436273, 1.499492, 1.576563 ], [ 178686, 178686, 52466, 4097732, 4097732, 2619840 ], [ -37054, -27282, -37054, -1495980, -1495980, -1333764 ], [ 45, 43, 47, 45, 43, 47 ], [ 69, 74, 64, 69, 74, 64 ], [ 22, 20, 24, 22, 20, 24 ], [ 5561, 2691, 2870, 5561, 2691, 2870 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 486092, -145125, -182963, 304921, -324214, -149119 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556006400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759119963621, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 42, "offset": 0, "scalar": 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) |
---|