Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544559.2814 | 434330.5508 | 110228.7306 | 273421.9349 | 413149.6374 | -139727.7025 |
Total P&L (%) | 544.5593 | 434.3306 | 110.2287 | 273.4219 | 413.1496 | -139.7277 |
Avg Daily Profit (%) | 0.2863 | 0.2283 | 0.0579 | 0.0693 | 0.086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175442 | -75150 | -146335 | -726658 | -265432 | -580900 |
Profit Factor | 1.8675 | 2.326 | 1.3672 | 1.1372 | 1.3998 | 0.8544 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 49.3151 | 51.3514 | 47.2222 | 49.3151 | 51.3514 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.9194 | 2.2036 | 1.5281 | 1.1688 | 1.3261 | 0.9549 |
Largest Winning Trade | 240750 | 240750 | 64483 | 309106 | 309106 | 152843 |
Largest Losing Trade | -64845 | -49198 | -64845 | -240671 | -225581 | -240671 |
Avg Bars in Trades | 75 | 60 | 91 | 75 | 60 | 91 |
Avg Bars in Winners | 105 | 71 | 142 | 105 | 71 | 142 |
Avg Bars in Losers | 47 | 48 | 46 | 47 | 48 | 46 |
Bars Traded | 5538 | 2243 | 3295 | 5538 | 2243 | 3295 |
Profit Streak | 0 | 0 | 662.0594 | 0 | 0 | 662.0594 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64224 | 449033 | -113692 | -246594 | -77258 | -580528 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557187200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759425935326, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 72, "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": [ [ 544559.2813526444, 434330.5507622163, 110228.7305904282, 273421.9349312028, 413149.6374280454, -139727.7024968426 ], [ 544.559281, 434.330551, 110.228731, 273.421935, 413.149637, -139.727702 ], [ 0.286259, 0.228315, 0.057944, 0.069283, 0.086005, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -175442, -75150, -146335, -726658, -265432, -580900 ], [ 1.867532, 2.326047, 1.367217, 1.137187, 1.399823, 0.85441 ], [ 73, 37, 36, 73, 37, 36 ], [ 36, 19, 17, 36, 19, 17 ], [ 37, 18, 19, 37, 18, 19 ], [ 49.315068, 51.351351, 47.222222, 49.315068, 51.351351, 47.222222 ], [ 1.919408, 2.203624, 1.528066, 1.168775, 1.326148, 0.954929 ], [ 240750, 240750, 64483, 309106, 309106, 152843 ], [ -64845, -49198, -64845, -240671, -225581, -240671 ], [ 75, 60, 91, 75, 60, 91 ], [ 105, 71, 142, 105, 71, 142 ], [ 47, 48, 46, 47, 48, 46 ], [ 5538, 2243, 3295, 5538, 2243, 3295 ], [ 0, 0, 662.059437, 0, 0, 662.059437 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64224, 449033, -113692, -246594, -77258, -580528 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557187200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759425935326, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 72, "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) |
---|