Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570130.5617 | 406968.8969 | 163161.6648 | 701771.0223 | 745695.6113 | -43924.5889 |
Total P&L (%) | 570.1306 | 406.9689 | 163.1617 | 701.771 | 745.6956 | -43.9246 |
Avg Daily Profit (%) | 0.2997 | 0.2139 | 0.0858 | 0.1095 | 0.1123 | -0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83018 | -78780 | -90278 | -618758 | -648621 | -751671 |
Profit Factor | 2.0517 | 2.4599 | 1.6195 | 1.1716 | 1.3802 | 0.9794 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 51.6667 | 53.3333 | 50 | 51.6667 | 53.3333 | 50 |
Ratio Avg Win / Avg Loss | 1.9193 | 2.1524 | 1.6195 | 1.096 | 1.2077 | 0.9794 |
Largest Winning Trade | 164223 | 164223 | 61953 | 657105 | 657105 | 383118 |
Largest Losing Trade | -42756 | -42756 | -30230 | -494054 | -494054 | -304219 |
Avg Bars in Trades | 60 | 52 | 67 | 60 | 52 | 67 |
Avg Bars in Winners | 83 | 67 | 100 | 83 | 67 | 100 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 3621 | 1588 | 2033 | 3621 | 1588 | 2033 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160494 | 461245 | -75438 | -251515 | -41720 | -580825 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759982307701, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 73, "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": [ [ 570130.5616795594, 406968.8969024837, 163161.6647770756, 701771.0223155215, 745695.6112610386, -43924.5889455171 ], [ 570.130562, 406.968897, 163.161665, 701.771022, 745.695611, -43.924589 ], [ 0.299674, 0.213913, 0.085762, 0.109477, 0.112283, -0.030401 ], [ 10, 10, 10, 10, 10, 10 ], [ -83018, -78780, -90278, -618758, -648621, -751671 ], [ 2.051664, 2.459903, 1.619543, 1.17156, 1.380234, 0.979372 ], [ 60, 30, 30, 60, 30, 30 ], [ 31, 16, 15, 31, 16, 15 ], [ 29, 14, 15, 29, 14, 15 ], [ 51.666667, 53.333333, 50, 51.666667, 53.333333, 50 ], [ 1.919299, 2.152415, 1.619543, 1.095976, 1.207705, 0.979372 ], [ 164223, 164223, 61953, 657105, 657105, 383118 ], [ -42756, -42756, -30230, -494054, -494054, -304219 ], [ 60, 52, 67, 60, 52, 67 ], [ 83, 67, 100, 83, 67, 100 ], [ 35, 36, 34, 35, 36, 34 ], [ 3621, 1588, 2033, 3621, 1588, 2033 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160494, 461245, -75438, -251515, -41720, -580825 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759982307701, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 73, "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) |
---|