Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712177.8585 | 550325.5224 | 161852.3361 | 1097736.9566 | 3447859.9162 | -2350122.9596 |
Total P&L (%) | 712.1779 | 550.3255 | 161.8523 | 1097.737 | 3447.8599 | -2350.123 |
Avg Daily Profit (%) | 0.3743 | 0.2893 | 0.0851 | 0.1306 | 0.1878 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114235 | -121088 | -136945 | -4119886 | -2327738 | -4729960 |
Profit Factor | 2.0915 | 2.693 | 1.4943 | 1.0906 | 1.6919 | 0.6707 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 47.5 | 47.5 | 47.5 | 47.5 | 47.5 | 47.5 |
Ratio Avg Win / Avg Loss | 2.3116 | 2.9765 | 1.6516 | 1.2054 | 1.87 | 0.7413 |
Largest Winning Trade | 230630 | 230630 | 64897 | 2531052 | 2531052 | 793634 |
Largest Losing Trade | -45906 | -35625 | -45906 | -1473481 | -619581 | -1473481 |
Avg Bars in Trades | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Winners | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Losers | 29 | 34 | 24 | 29 | 34 | 24 |
Bars Traded | 3638 | 1940 | 1698 | 3638 | 1940 | 1698 |
Profit Streak | 0 | 0 | 658.3115 | 0 | 0 | 658.3115 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11245 | 467792 | -76978 | -163894 | 367014 | -580764 |
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559476800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760038113131, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 7, "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": [ [ 712177.8585104565, 550325.5223691305, 161852.3361413261, 1097736.9566088035, 3447859.9161973754, -2350122.959588574 ], [ 712.177859, 550.325522, 161.852336, 1097.736957, 3447.859916, -2350.12296 ], [ 0.374338, 0.289264, 0.085074, 0.130599, 0.187768, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -114235, -121088, -136945, -4119886, -2327738, -4729960 ], [ 2.091464, 2.693011, 1.494295, 1.090582, 1.691929, 0.670657 ], [ 80, 40, 40, 80, 40, 40 ], [ 38, 19, 19, 38, 19, 19 ], [ 42, 21, 21, 42, 21, 21 ], [ 47.5, 47.5, 47.5, 47.5, 47.5, 47.5 ], [ 2.311618, 2.976486, 1.651589, 1.20538, 1.870027, 0.741252 ], [ 230630, 230630, 64897, 2531052, 2531052, 793634 ], [ -45906, -35625, -45906, -1473481, -619581, -1473481 ], [ 45, 48, 42, 45, 48, 42 ], [ 63, 64, 62, 63, 64, 62 ], [ 29, 34, 24, 29, 34, 24 ], [ 3638, 1940, 1698, 3638, 1940, 1698 ], [ 0, 0, 658.311494, 0, 0, 658.311495 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -11245, 467792, -76978, -163894, 367014, -580764 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559476800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760038113131, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 7, "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) |
---|