| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 522537.7619 | 438873.8624 | 83663.8995 | 226421.5873 | -40086.0331 | 266507.6204 |
| Total P&L (%) | 522.5378 | 438.8739 | 83.6639 | 226.4216 | -40.086 | 266.5076 |
| Avg Daily Profit (%) | 0.323 | 0.2712 | 0.0517 | 0.0731 | -0.0317 | 0.0803 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142746 | -173298 | -121175 | -690966 | -919051 | -296164 |
| Profit Factor | 1.3364 | 1.522 | 1.1174 | 1.0449 | 0.9857 | 1.1188 |
| Total Trades | 532 | 266 | 266 | 532 | 266 | 266 |
| Winning Trades | 200 | 92 | 108 | 200 | 92 | 108 |
| Losing Trades | 332 | 174 | 158 | 332 | 174 | 158 |
| Profitability (%) | 37.594 | 34.5865 | 40.6015 | 37.594 | 34.5865 | 40.6015 |
| Ratio Avg Win / Avg Loss | 2.2185 | 2.8786 | 1.6348 | 1.7345 | 1.8642 | 1.6368 |
| Largest Winning Trade | 226309 | 226309 | 43389 | 361120 | 361120 | 160876 |
| Largest Losing Trade | -30097 | -30097 | -22647 | -251315 | -251315 | -105877 |
| Avg Bars in Trades | 36 | 45 | 27 | 36 | 45 | 27 |
| Avg Bars in Winners | 57 | 75 | 41 | 57 | 75 | 41 |
| Avg Bars in Losers | 23 | 29 | 17 | 23 | 29 | 17 |
| Bars Traded | 19266 | 12022 | 7244 | 19266 | 12022 | 7244 |
| Profit Streak | 0 | 0 | 488.3164 | 0 | 0 | 488.3164 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304615 | 202454 | -215311 | -267357 | -583158 | -175644 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579118400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759275339093,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 54,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 10,
"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": [
[
522537.7619066562,
438873.8623718703,
83663.8995347851,
226421.58730388,
-40086.0330799626,
266507.6203838427
],
[
522.537762,
438.873862,
83.6639,
226.421587,
-40.086033,
266.50762
],
[
0.322953,
0.271245,
0.051708,
0.073143,
-0.031655,
0.080307
],
[
10,
10,
10,
10,
10,
10
],
[
-142746,
-173298,
-121175,
-690966,
-919051,
-296164
],
[
1.336437,
1.522039,
1.117429,
1.044896,
0.985685,
1.118824
],
[
532,
266,
266,
532,
266,
266
],
[
200,
92,
108,
200,
92,
108
],
[
332,
174,
158,
332,
174,
158
],
[
37.593985,
34.586466,
40.601504,
37.593985,
34.586466,
40.601504
],
[
2.218485,
2.878639,
1.634757,
1.734527,
1.864231,
1.636798
],
[
226309,
226309,
43389,
361120,
361120,
160876
],
[
-30097,
-30097,
-22647,
-251315,
-251315,
-105877
],
[
36,
45,
27,
36,
45,
27
],
[
57,
75,
41,
57,
75,
41
],
[
23,
29,
17,
23,
29,
17
],
[
19266,
12022,
7244,
19266,
12022,
7244
],
[
0,
0,
488.316424,
0,
0,
488.316425
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304615,
202454,
-215311,
-267357,
-583158,
-175644
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579118400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759275339093,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 54,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 10,
"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) |
|---|