Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628052.7274 | 473990.1707 | 154062.5567 | 2143874.072 | 1571607.8066 | 572266.2655 |
Total P&L (%) | 628.0527 | 473.9902 | 154.0626 | 2143.8741 | 1571.6078 | 572.2663 |
Avg Daily Profit (%) | 0.3302 | 0.2492 | 0.081 | 0.1637 | 0.1482 | 0.1002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149514 | -55585 | -129659 | -1396528 | -607897 | -1259160 |
Profit Factor | 2.4421 | 3.5928 | 1.6096 | 1.3659 | 1.6844 | 1.1606 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 40 | 43.3333 | 36.6667 | 40 | 43.3333 | 36.6667 |
Ratio Avg Win / Avg Loss | 3.6631 | 4.6983 | 2.7803 | 2.0488 | 2.2027 | 2.0046 |
Largest Winning Trade | 167599 | 167599 | 70295 | 1225767 | 689910 | 1225767 |
Largest Losing Trade | -36713 | -23843 | -36713 | -1132685 | -481491 | -1132685 |
Avg Bars in Trades | 117 | 79 | 155 | 117 | 79 | 155 |
Avg Bars in Winners | 235 | 142 | 346 | 235 | 142 | 346 |
Avg Bars in Losers | 38 | 31 | 45 | 38 | 31 | 45 |
Bars Traded | 7045 | 2381 | 4664 | 7045 | 2381 | 4664 |
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 | -163862 | 437925 | -86992 | -168341 | 206646 | -106750 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559584800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759798272761, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 40, "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": [ [ 628052.7274188142, 473990.1707247251, 154062.5566940889, 2143874.0720444447, 1571607.8065644815, 572266.2654799634 ], [ 628.052727, 473.990171, 154.062557, 2143.874072, 1571.607807, 572.266265 ], [ 0.330206, 0.249206, 0.081, 0.163687, 0.148184, 0.100233 ], [ 10, 10, 10, 10, 10, 10 ], [ -149514, -55585, -129659, -1396528, -607897, -1259160 ], [ 2.442089, 3.592823, 1.609648, 1.365855, 1.684416, 1.160585 ], [ 60, 30, 30, 60, 30, 30 ], [ 24, 13, 11, 24, 13, 11 ], [ 36, 17, 19, 36, 17, 19 ], [ 40, 43.333333, 36.666667, 40, 43.333333, 36.666667 ], [ 3.663134, 4.698308, 2.780301, 2.048783, 2.202698, 2.004648 ], [ 167599, 167599, 70295, 1225767, 689910, 1225767 ], [ -36713, -23843, -36713, -1132685, -481491, -1132685 ], [ 117, 79, 155, 117, 79, 155 ], [ 235, 142, 346, 235, 142, 346 ], [ 38, 31, 45, 38, 31, 45 ], [ 7045, 2381, 4664, 7045, 2381, 4664 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163862, 437925, -86992, -168341, 206646, -106750 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559584800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759798272761, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 40, "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) |
---|