Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809231.5629 | 542093.4713 | 267138.0916 | 9976823.0534 | 1979591.5746 | 7997231.4788 |
Total P&L (%) | 809.2316 | 542.0935 | 267.1381 | 9976.8231 | 1979.5916 | 7997.2315 |
Avg Daily Profit (%) | 0.4254 | 0.2849 | 0.1404 | 0.2428 | 0.1596 | 0.2312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90247 | -51064 | -74098 | -9760345 | -7429272 | -7709573 |
Profit Factor | 2.4738 | 2.8861 | 2.0209 | 1.2733 | 1.0926 | 1.5286 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 2.6006 | 3.1899 | 2.0209 | 1.3386 | 1.2076 | 1.5286 |
Largest Winning Trade | 146575 | 146575 | 67249 | 6035978 | 4998403 | 6035978 |
Largest Losing Trade | -31565 | -31565 | -30654 | -4647964 | -4647964 | -2973691 |
Avg Bars in Trades | 45 | 26 | 63 | 45 | 26 | 63 |
Avg Bars in Winners | 71 | 36 | 105 | 71 | 36 | 105 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 3605 | 1073 | 2532 | 3605 | 1073 | 2532 |
Profit Streak | 0 | 0 | 573.0193 | 0 | 0 | 573.0193 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9585 | 489874 | -760 | -15939 | -111624 | 427798 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560686400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759235270436, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 149, "offset": 0, "multiplier": 2.69957 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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": [ [ 809231.5628669745, 542093.4713151436, 267138.0915518308, 9976823.053437926, 1979591.5745953275, 7997231.4788425965 ], [ 809.231563, 542.093471, 267.138092, 9976.823053, 1979.591575, 7997.231479 ], [ 0.425352, 0.284937, 0.140414, 0.242755, 0.159641, 0.231232 ], [ 10, 10, 10, 10, 10, 10 ], [ -90247, -51064, -74098, -9760345, -7429272, -7709573 ], [ 2.473772, 2.886081, 2.020893, 1.273302, 1.092615, 1.528556 ], [ 80, 40, 40, 80, 40, 40 ], [ 39, 19, 20, 39, 19, 20 ], [ 41, 21, 20, 41, 21, 20 ], [ 48.75, 47.5, 50, 48.75, 47.5, 50 ], [ 2.600632, 3.189879, 2.020893, 1.338599, 1.207627, 1.528556 ], [ 146575, 146575, 67249, 6035978, 4998403, 6035978 ], [ -31565, -31565, -30654, -4647964, -4647964, -2973691 ], [ 45, 26, 63, 45, 26, 63 ], [ 71, 36, 105, 71, 36, 105 ], [ 19, 18, 21, 19, 18, 21 ], [ 3605, 1073, 2532, 3605, 1073, 2532 ], [ 0, 0, 573.019334, 0, 0, 573.019334 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -9585, 489874, -760, -15939, -111624, 427798 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1560686400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759235270436, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 149, "offset": 0, "multiplier": 2.69957 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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) |
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