Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426592.3248 | 336637.2994 | 89955.0254 | 182975.2227 | 693174.0618 | -510198.8391 |
Total P&L (%) | 426.5923 | 336.6373 | 89.955 | 182.9752 | 693.1741 | -510.1988 |
Avg Daily Profit (%) | 0.2242 | 0.177 | 0.0473 | 0.0547 | 0.1089 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213974 | -43174 | -192748 | -923013 | -210444 | -853496 |
Profit Factor | 1.8366 | 3.0968 | 1.2575 | 1.1086 | 2.2875 | 0.5551 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 42.1053 | 44.8276 | 39.2857 | 42.1053 | 44.8276 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.5253 | 3.8114 | 1.9434 | 1.5243 | 2.8154 | 0.8579 |
Largest Winning Trade | 164496 | 164496 | 68899 | 504420 | 504420 | 149038 |
Largest Losing Trade | -65907 | -26972 | -65907 | -169510 | -128271 | -169510 |
Avg Bars in Trades | 96 | 48 | 146 | 96 | 48 | 146 |
Avg Bars in Winners | 173 | 82 | 282 | 173 | 82 | 282 |
Avg Bars in Losers | 40 | 21 | 59 | 40 | 21 | 59 |
Bars Traded | 5524 | 1413 | 4111 | 5524 | 1413 | 4111 |
Profit Streak | 0 | 0 | 665.5027 | 0 | 0 | 665.5027 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171256 | 405877 | -153086 | -402428 | -44875 | -605042 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557446400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759550630198, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 246, "offset": 0, "std": 1.11902 } }, "second_band": { "type": "dema", "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": [ [ 426592.3247544939, 336637.2993959885, 89955.0253585053, 182975.2226943098, 693174.0618065121, -510198.8391122026 ], [ 426.592325, 336.637299, 89.955025, 182.975223, 693.174062, -510.198839 ], [ 0.224247, 0.176961, 0.047287, 0.054695, 0.108919, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -213974, -43174, -192748, -923013, -210444, -853496 ], [ 1.836605, 3.096768, 1.257487, 1.108579, 2.287529, 0.555111 ], [ 57, 29, 28, 57, 29, 28 ], [ 24, 13, 11, 24, 13, 11 ], [ 33, 16, 17, 33, 16, 17 ], [ 42.105263, 44.827586, 39.285714, 42.105263, 44.827586, 39.285714 ], [ 2.525332, 3.811407, 1.943388, 1.524297, 2.815421, 0.857899 ], [ 164496, 164496, 68899, 504420, 504420, 149038 ], [ -65907, -26972, -65907, -169510, -128271, -169510 ], [ 96, 48, 146, 96, 48, 146 ], [ 173, 82, 282, 173, 82, 282 ], [ 40, 21, 59, 40, 21, 59 ], [ 5524, 1413, 4111, 5524, 1413, 4111 ], [ 0, 0, 665.502664, 0, 0, 665.502664 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171256, 405877, -153086, -402428, -44875, -605042 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557446400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759550630198, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 246, "offset": 0, "std": 1.11902 } }, "second_band": { "type": "dema", "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) |
---|