Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899892.0544 | 672625.7244 | 227266.33 | 10194161.2143 | 3987432.3366 | 6206728.8776 |
Total P&L (%) | 899.8921 | 672.6257 | 227.2663 | 10194.1612 | 3987.4323 | 6206.7289 |
Avg Daily Profit (%) | 0.5562 | 0.4157 | 0.1405 | 0.2868 | 0.2296 | 0.2565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129553 | -158663 | -60623 | -5599622 | -5590905 | -1628152 |
Profit Factor | 2.5822 | 3.0206 | 1.9635 | 1.5533 | 1.317 | 2.0622 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 41.5254 | 35.5932 | 47.4576 | 41.5254 | 35.5932 | 47.4576 |
Ratio Avg Win / Avg Loss | 3.6362 | 5.4659 | 2.1739 | 2.1873 | 2.3831 | 2.2831 |
Largest Winning Trade | 281005 | 281005 | 52178 | 5313600 | 5313600 | 3749822 |
Largest Losing Trade | -27174 | -26886 | -27174 | -1871038 | -1871038 | -1134178 |
Avg Bars in Trades | 161 | 154 | 168 | 161 | 154 | 168 |
Avg Bars in Winners | 276 | 305 | 254 | 276 | 305 | 254 |
Avg Bars in Losers | 80 | 71 | 90 | 80 | 71 | 90 |
Bars Traded | 19067 | 9138 | 9929 | 19067 | 9138 | 9929 |
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 | 468841 | -166909 | -179464 | 307455 | -172971 | -165228 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579845600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759606674934, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 146, "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": [ [ 899892.054448656, 672625.7243997509, 227266.3300489049, 10194161.214274196, 3987432.3366286606, 6206728.877645535 ], [ 899.892054, 672.625724, 227.26633, 10194.161214, 3987.432337, 6206.728878 ], [ 0.556176, 0.415714, 0.140461, 0.286824, 0.22959, 0.256459 ], [ 10, 10, 10, 10, 10, 10 ], [ -129553, -158663, -60623, -5599622, -5590905, -1628152 ], [ 2.582233, 3.020614, 1.963538, 1.55332, 1.316962, 2.062163 ], [ 118, 59, 59, 118, 59, 59 ], [ 49, 21, 28, 49, 21, 28 ], [ 69, 38, 31, 69, 38, 31 ], [ 41.525424, 35.59322, 47.457627, 41.525424, 35.59322, 47.457627 ], [ 3.636206, 5.465874, 2.173918, 2.187328, 2.383074, 2.283109 ], [ 281005, 281005, 52178, 5313600, 5313600, 3749822 ], [ -27174, -26886, -27174, -1871038, -1871038, -1134178 ], [ 161, 154, 168, 161, 154, 168 ], [ 276, 305, 254, 276, 305, 254 ], [ 80, 71, 90, 80, 71, 90 ], [ 19067, 9138, 9929, 19067, 9138, 9929 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 468841, -166909, -179464, 307455, -172971, -165228 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579845600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759606674934, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 146, "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) |
---|