Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381330.6362 | 329402.1204 | 51928.5158 | 59336.0332 | 214154.0169 | -154817.9837 |
Total P&L (%) | 381.3306 | 329.4021 | 51.9285 | 59.336 | 214.154 | -154.818 |
Avg Daily Profit (%) | 0.2005 | 0.1732 | 0.0273 | 0.0245 | 0.0602 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160710 | -79666 | -184259 | -532403 | -374173 | -397961 |
Profit Factor | 1.5069 | 2.0091 | 1.122 | 1.0329 | 1.2473 | 0.8351 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 46.3415 | 51.2195 | 41.4634 | 46.3415 | 51.2195 | 41.4634 |
Ratio Avg Win / Avg Loss | 1.7449 | 1.9134 | 1.5839 | 1.196 | 1.1879 | 1.1789 |
Largest Winning Trade | 122905 | 122905 | 65182 | 319562 | 319562 | 125816 |
Largest Losing Trade | -50031 | -39167 | -50031 | -184253 | -163856 | -184253 |
Avg Bars in Trades | 89 | 51 | 128 | 89 | 51 | 128 |
Avg Bars in Winners | 144 | 68 | 238 | 144 | 68 | 238 |
Avg Bars in Losers | 43 | 34 | 50 | 43 | 34 | 50 |
Bars Traded | 7375 | 2121 | 5254 | 7375 | 2121 | 5254 |
Profit Streak | 0 | 0 | 581.7783 | 0 | 0 | 581.7783 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115 | 410525 | -245579 | -355420 | -112580 | -581811 |
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557489600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759992041177, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 235, "offset": 0, "multiplier": 4.60963 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 381330.6361542453, 329402.1203654023, 51928.515788843, 59336.033156501, 214154.0168996473, -154817.9837431465 ], [ 381.330636, 329.40212, 51.928516, 59.336033, 214.154017, -154.817984 ], [ 0.200489, 0.173187, 0.027302, 0.024495, 0.060203, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -160710, -79666, -184259, -532403, -374173, -397961 ], [ 1.506921, 2.009095, 1.121951, 1.032877, 1.247263, 0.835071 ], [ 82, 41, 41, 82, 41, 41 ], [ 38, 21, 17, 38, 21, 17 ], [ 44, 20, 24, 44, 20, 24 ], [ 46.341463, 51.219512, 41.463415, 46.341463, 51.219512, 41.463415 ], [ 1.744856, 1.913424, 1.58393, 1.195963, 1.18787, 1.178923 ], [ 122905, 122905, 65182, 319562, 319562, 125816 ], [ -50031, -39167, -50031, -184253, -163856, -184253 ], [ 89, 51, 128, 89, 51, 128 ], [ 144, 68, 238, 144, 68, 238 ], [ 43, 34, 50, 43, 34, 50 ], [ 7375, 2121, 5254, 7375, 2121, 5254 ], [ 0, 0, 581.778254, 0, 0, 581.778254 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -115, 410525, -245579, -355420, -112580, -581811 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557489600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759992041177, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 235, "offset": 0, "multiplier": 4.60963 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
---|