Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064314.2109 | 821271.5907 | 243042.6202 | 7647769.2157 | 2734216.6559 | 4913552.5598 |
Total P&L (%) | 1064.3142 | 821.2716 | 243.0426 | 7647.7692 | 2734.2167 | 4913.5526 |
Avg Daily Profit (%) | 0.5595 | 0.4317 | 0.1278 | 0.2289 | 0.176 | 0.206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183025 | -89346 | -108789 | -4566598 | -2363133 | -4312746 |
Profit Factor | 2.9161 | 4.0741 | 1.8431 | 1.5726 | 1.4385 | 1.69 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 44.7761 | 39.3939 | 50 | 44.7761 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 3.5966 | 6.2679 | 1.8431 | 1.9395 | 2.2131 | 1.69 |
Largest Winning Trade | 355309 | 355309 | 56921 | 2632542 | 1735563 | 2632542 |
Largest Losing Trade | -50026 | -50026 | -34356 | -1908645 | -1908645 | -1654793 |
Avg Bars in Trades | 80 | 72 | 88 | 80 | 72 | 88 |
Avg Bars in Winners | 106 | 102 | 110 | 106 | 102 | 110 |
Avg Bars in Losers | 59 | 53 | 66 | 59 | 53 | 66 |
Bars Traded | 5416 | 2398 | 3018 | 5416 | 2398 | 3018 |
Profit Streak | 584.5954 | 624.2621 | 584.5954 | 584.5954 | 624.2621 | 584.5954 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105672 | 488447 | -18396 | -111204 | 227064 | 426860 |
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559923200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759587441749, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 99, "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": [ [ 1064314.210944829, 821271.590700287, 243042.620244542, 7647769.215707078, 2734216.65589637, 4913552.559810708 ], [ 1064.314211, 821.271591, 243.04262, 7647.769216, 2734.216656, 4913.55256 ], [ 0.559479, 0.431719, 0.12776, 0.228928, 0.175957, 0.205998 ], [ 10, 10, 10, 10, 10, 10 ], [ -183025, -89346, -108789, -4566598, -2363133, -4312746 ], [ 2.916144, 4.074119, 1.843051, 1.572595, 1.4385, 1.690015 ], [ 67, 33, 34, 67, 33, 34 ], [ 30, 13, 17, 30, 13, 17 ], [ 37, 20, 17, 37, 20, 17 ], [ 44.776119, 39.393939, 50, 44.776119, 39.393939, 50 ], [ 3.596577, 6.267876, 1.843051, 1.939534, 2.213077, 1.690015 ], [ 355309, 355309, 56921, 2632542, 1735563, 2632542 ], [ -50026, -50026, -34356, -1908645, -1908645, -1654793 ], [ 80, 72, 88, 80, 72, 88 ], [ 106, 102, 110, 106, 102, 110 ], [ 59, 53, 66, 59, 53, 66 ], [ 5416, 2398, 3018, 5416, 2398, 3018 ], [ 584.595391, 624.262057, 584.595391, 584.595391, 624.262057, 584.595391 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105672, 488447, -18396, -111204, 227064, 426860 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559923200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759587441749, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 99, "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) |
---|