Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830057.9107 | 568821.6184 | 261236.2922 | 12484114.7096 | 4858839.5111 | 7625275.1985 |
Total P&L (%) | 830.0579 | 568.8216 | 261.2363 | 12484.1147 | 4858.8395 | 7625.2752 |
Avg Daily Profit (%) | 0.513 | 0.3516 | 0.1615 | 0.2993 | 0.2416 | 0.269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107157 | -124683 | -51452 | -10296529 | -9268011 | -3470295 |
Profit Factor | 2.2052 | 2.4648 | 1.8697 | 1.4398 | 1.2685 | 1.7407 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 45.5128 | 39.7436 | 51.2821 | 45.5128 | 39.7436 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.64 | 3.7369 | 1.7762 | 1.7237 | 1.9233 | 1.6536 |
Largest Winning Trade | 224773 | 224773 | 42842 | 8457865 | 8457865 | 4973050 |
Largest Losing Trade | -31718 | -26360 | -31718 | -3048739 | -3048739 | -2522603 |
Avg Bars in Trades | 120 | 118 | 122 | 120 | 118 | 122 |
Avg Bars in Winners | 190 | 202 | 181 | 190 | 202 | 181 |
Avg Bars in Losers | 61 | 62 | 59 | 61 | 62 | 59 |
Bars Traded | 18758 | 9229 | 9529 | 18758 | 9229 | 9529 |
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 | 503342 | -24416 | -23451 | 360276 | -29051 | -22364 |
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580428800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760177525082, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 29, "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": [ [ 830057.9106590203, 568821.6184157846, 261236.2922432358, 12484114.709560087, 4858839.511108046, 7625275.198452041 ], [ 830.057911, 568.821618, 261.236292, 12484.11471, 4858.839511, 7625.275198 ], [ 0.513015, 0.351558, 0.161456, 0.299274, 0.241562, 0.269031 ], [ 10, 10, 10, 10, 10, 10 ], [ -107157, -124683, -51452, -10296529, -9268011, -3470295 ], [ 2.205206, 2.464753, 1.869665, 1.439759, 1.268543, 1.740659 ], [ 156, 78, 78, 156, 78, 78 ], [ 71, 31, 40, 71, 31, 40 ], [ 85, 47, 38, 85, 47, 38 ], [ 45.512821, 39.74359, 51.282051, 45.512821, 39.74359, 51.282051 ], [ 2.640036, 3.736883, 1.776182, 1.723655, 1.923275, 1.653626 ], [ 224773, 224773, 42842, 8457865, 8457865, 4973050 ], [ -31718, -26360, -31718, -3048739, -3048739, -2522603 ], [ 120, 118, 122, 120, 118, 122 ], [ 190, 202, 181, 190, 202, 181 ], [ 61, 62, 59, 61, 62, 59 ], [ 18758, 9229, 9529, 18758, 9229, 9529 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 503342, -24416, -23451, 360276, -29051, -22364 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580428800000, "last_datapoint_time": 1718589600000, "evaluation_time": 1760177525082, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 29, "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) |
---|