Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725747.9769 | 473386.7314 | 252361.2454 | 6178581.0876 | 2113085.2052 | 4065495.8823 |
Total P&L (%) | 725.748 | 473.3867 | 252.3612 | 6178.5811 | 2113.0852 | 4065.4959 |
Avg Daily Profit (%) | 0.3817 | 0.249 | 0.1327 | 0.218 | 0.163 | 0.1963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119535 | -108477 | -81338 | -2986471 | -3367770 | -747169 |
Profit Factor | 2.1403 | 2.3956 | 1.8489 | 1.6797 | 1.3499 | 2.3323 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 48.3333 | 43.3333 | 53.3333 | 48.3333 | 43.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.2879 | 3.1327 | 1.6178 | 1.7955 | 1.7653 | 2.0408 |
Largest Winning Trade | 147151 | 147151 | 54977 | 3451400 | 3451400 | 2320072 |
Largest Losing Trade | -30343 | -29864 | -30343 | -1763465 | -1763465 | -747169 |
Avg Bars in Trades | 93 | 86 | 101 | 93 | 86 | 101 |
Avg Bars in Winners | 143 | 144 | 143 | 143 | 144 | 143 |
Avg Bars in Losers | 46 | 41 | 53 | 46 | 41 | 53 |
Bars Traded | 11250 | 5173 | 6077 | 11250 | 5173 | 6077 |
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 | 479951 | -159169 | -181073 | 397572 | -162551 | -156300 |
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1554652800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760396543548, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 28, "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": [ [ 725747.9768644301, 473386.7314344449, 252361.2454299852, 6178581.0875549065, 2113085.205224341, 4065495.8823305652 ], [ 725.747977, 473.386731, 252.361245, 6178.581088, 2113.085205, 4065.495882 ], [ 0.381705, 0.248977, 0.132729, 0.217965, 0.163017, 0.19634 ], [ 10, 10, 10, 10, 10, 10 ], [ -119535, -108477, -81338, -2986471, -3367770, -747169 ], [ 2.140251, 2.395579, 1.848911, 1.679683, 1.34991, 2.332316 ], [ 120, 60, 60, 120, 60, 60 ], [ 58, 26, 32, 58, 26, 32 ], [ 62, 34, 28, 62, 34, 28 ], [ 48.333333, 43.333333, 53.333333, 48.333333, 43.333333, 53.333333 ], [ 2.287854, 3.13268, 1.617797, 1.795523, 1.765267, 2.040776 ], [ 147151, 147151, 54977, 3451400, 3451400, 2320072 ], [ -30343, -29864, -30343, -1763465, -1763465, -747169 ], [ 93, 86, 101, 93, 86, 101 ], [ 143, 144, 143, 143, 144, 143 ], [ 46, 41, 53, 46, 41, 53 ], [ 11250, 5173, 6077, 11250, 5173, 6077 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 479951, -159169, -181073, 397572, -162551, -156300 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1554652800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760396543548, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 28, "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) |
---|