Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505672.2471 | 519369.1253 | -13696.8782 | -45948.1804 | -14984.1142 | -30964.0662 |
Total P&L (%) | 505.6722 | 519.3691 | -13.6969 | -45.9482 | -14.9841 | -30.9641 |
Avg Daily Profit (%) | 0.2658 | 0.273 | -0.0072 | -0.0323 | -0.0085 | -0.0195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267647 | -261061 | -29388 | -722232 | -732662 | -91094 |
Profit Factor | 1.7337 | 1.8454 | 0.8171 | 0.9723 | 0.99 | 0.8086 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 46.5347 | 44 | 49.0196 | 46.5347 | 44 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.9919 | 2.3487 | 0.8498 | 1.1171 | 1.26 | 0.841 |
Largest Winning Trade | 262830 | 262830 | 8846 | 409539 | 409539 | 36585 |
Largest Losing Trade | -54733 | -54733 | -7430 | -380471 | -380471 | -43849 |
Avg Bars in Trades | 35 | 69 | 1 | 35 | 69 | 1 |
Avg Bars in Winners | 26 | 54 | 1 | 26 | 54 | 1 |
Avg Bars in Losers | 42 | 81 | 1 | 42 | 81 | 1 |
Bars Traded | 3544 | 3490 | 54 | 3544 | 3490 | 54 |
Profit Streak | 581.5825 | 607.5825 | 581.5825 | 581.5825 | 607.5825 | 581.5825 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423586 | -168891 | -760353 | -579231 | -760166 | -760353 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554379200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760147927813, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.29349 } } }
{ "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": [ [ 505672.247144944, 519369.12533693, -13696.8781919859, -45948.1804338388, -14984.1142212962, -30964.0662125429 ], [ 505.672247, 519.369125, -13.696878, -45.94818, -14.984114, -30.964066 ], [ 0.265794, 0.272993, -0.007199, -0.032333, -0.008532, -0.019475 ], [ 10, 10, 10, 10, 10, 10 ], [ -267647, -261061, -29388, -722232, -732662, -91094 ], [ 1.733705, 1.84544, 0.817096, 0.972273, 0.98998, 0.808615 ], [ 101, 50, 51, 101, 50, 51 ], [ 47, 22, 25, 47, 22, 25 ], [ 54, 28, 26, 54, 28, 26 ], [ 46.534653, 44, 49.019608, 46.534653, 44, 49.019608 ], [ 1.991917, 2.348742, 0.84978, 1.117079, 1.259974, 0.84096 ], [ 262830, 262830, 8846, 409539, 409539, 36585 ], [ -54733, -54733, -7430, -380471, -380471, -43849 ], [ 35, 69, 1, 35, 69, 1 ], [ 26, 54, 1, 26, 54, 1 ], [ 42, 81, 1, 42, 81, 1 ], [ 3544, 3490, 54, 3544, 3490, 54 ], [ 581.582498, 607.582498, 581.582498, 581.582498, 607.582498, 581.582498 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423586, -168891, -760353, -579231, -760166, -760353 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554379200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760147927813, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.29349 } } }
# | 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) |
---|