| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -461253.0434 | 18896.2072 | -480149.2505 | 766868.9431 | -1774619.6803 | 2541488.6233 |
| Total P&L (%) | -461.253 | 18.8962 | -480.1493 | 766.8689 | -1774.6197 | 2541.4886 |
| Avg Daily Profit (%) | -0.2426 | 0.0099 | -0.2525 | 0.1137 | 0 | 0.1723 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -668995 | -83025 | -689994 | -1436689 | -1963180 | -1057829 |
| Profit Factor | 0.6271 | 1.069 | 0.5013 | 1.1228 | 0.4455 | 1.8342 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 55 | 23 | 32 | 45 | 17 | 28 |
| Losing Trades | 30 | 19 | 11 | 40 | 25 | 15 |
| Profitability (%) | 64.7059 | 54.7619 | 74.4186 | 52.9412 | 40.4762 | 65.1163 |
| Ratio Avg Win / Avg Loss | 0.342 | 0.8831 | 0.1723 | 0.998 | 0.6552 | 0.9826 |
| Largest Winning Trade | 39516 | 39516 | 32163 | 2135361 | 274033 | 2135361 |
| Largest Losing Trade | -582075 | -44121 | -582075 | -841114 | -841114 | -652385 |
| Avg Bars in Trades | 130 | 105 | 154 | 130 | 105 | 154 |
| Avg Bars in Winners | 61 | 54 | 67 | 85 | 64 | 97 |
| Avg Bars in Losers | 256 | 167 | 410 | 181 | 133 | 261 |
| Bars Traded | 11100 | 4440 | 6660 | 11100 | 4440 | 6660 |
| Profit Streak | 504.2329 | 504.2329 | 537.3996 | 504.2329 | 504.2329 | 537.3996 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -577030 | -332273 | -576226 | -126068 | -583854 | 426572 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556712000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758936921104,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 171,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
-461253.0433833938,
18896.207150324,
-480149.2505337175,
766868.9430631504,
-1774619.6802679335,
2541488.623331085
],
[
-461.253043,
18.896207,
-480.149251,
766.868943,
-1774.61968,
2541.488623
],
[
-0.242595,
0.009938,
-0.252533,
0.113654,
0,
0.17234
],
[
10,
10,
10,
10,
10,
10
],
[
-668995,
-83025,
-689994,
-1436689,
-1963180,
-1057829
],
[
0.627067,
1.06896,
0.501305,
1.122756,
0.445533,
1.834227
],
[
85,
42,
43,
85,
42,
43
],
[
55,
23,
32,
45,
17,
28
],
[
30,
19,
11,
40,
25,
15
],
[
64.705882,
54.761905,
74.418605,
52.941176,
40.47619,
65.116279
],
[
0.342037,
0.883054,
0.172324,
0.998005,
0.655195,
0.982621
],
[
39516,
39516,
32163,
2135361,
274033,
2135361
],
[
-582075,
-44121,
-582075,
-841114,
-841114,
-652385
],
[
130,
105,
154,
130,
105,
154
],
[
61,
54,
67,
85,
64,
97
],
[
256,
167,
410,
181,
133,
261
],
[
11100,
4440,
6660,
11100,
4440,
6660
],
[
504.232883,
504.232883,
537.39955,
504.232883,
504.232883,
537.39955
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-577030,
-332273,
-576226,
-126068,
-583854,
426572
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556712000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758936921104,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 171,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|