| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 883440.1182 | 621419.7219 | 262020.3964 | 13315201.1786 | 1654294.5305 | 11660906.6481 |
| Total P&L (%) | 883.4401 | 621.4197 | 262.0204 | 13315.2012 | 1654.2945 | 11660.9066 |
| Avg Daily Profit (%) | 0.4646 | 0.3268 | 0.1378 | 0.258 | 0.1508 | 0.2511 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71400 | -85555 | -77877 | -8762196 | -10352171 | -4204416 |
| Profit Factor | 2.4026 | 2.9085 | 1.8612 | 1.3434 | 1.0708 | 1.7563 |
| Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
| Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
| Profitability (%) | 43.4783 | 44.8276 | 42.1053 | 43.4783 | 44.8276 | 42.1053 |
| Ratio Avg Win / Avg Loss | 3.1234 | 3.5797 | 2.5592 | 1.7464 | 1.3179 | 2.4149 |
| Largest Winning Trade | 231212 | 231212 | 67515 | 8112136 | 8112136 | 5026886 |
| Largest Losing Trade | -30258 | -28158 | -30258 | -4831559 | -4831559 | -3221264 |
| Avg Bars in Trades | 96 | 68 | 124 | 96 | 68 | 124 |
| Avg Bars in Winners | 163 | 90 | 241 | 163 | 90 | 241 |
| Avg Bars in Losers | 45 | 51 | 39 | 45 | 51 | 39 |
| Bars Traded | 11080 | 3988 | 7092 | 11080 | 3988 | 7092 |
| Profit Streak | 0 | 0 | 552.7903 | 0 | 0 | 552.7903 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 455257 | -167391 | -188070 | 279453 | -317077 | -170737 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557201600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759186682836,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 30,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
883440.118248384,
621419.7218899333,
262020.3963584505,
13315201.17858416,
1654294.530484478,
11660906.648099685
],
[
883.440118,
621.419722,
262.020396,
13315.201179,
1654.29453,
11660.906648
],
[
0.464643,
0.326834,
0.137809,
0.257993,
0.150779,
0.251053
],
[
10,
10,
10,
10,
10,
10
],
[
-71400,
-85555,
-77877,
-8762196,
-10352171,
-4204416
],
[
2.402619,
2.90851,
1.861213,
1.34337,
1.070818,
1.756312
],
[
115,
58,
57,
115,
58,
57
],
[
50,
26,
24,
50,
26,
24
],
[
65,
32,
33,
65,
32,
33
],
[
43.478261,
44.827586,
42.105263,
43.478261,
44.827586,
42.105263
],
[
3.123405,
3.579705,
2.559168,
1.746381,
1.31793,
2.41493
],
[
231212,
231212,
67515,
8112136,
8112136,
5026886
],
[
-30258,
-28158,
-30258,
-4831559,
-4831559,
-3221264
],
[
96,
68,
124,
96,
68,
124
],
[
163,
90,
241,
163,
90,
241
],
[
45,
51,
39,
45,
51,
39
],
[
11080,
3988,
7092,
11080,
3988,
7092
],
[
0,
0,
552.79031,
0,
0,
552.790311
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
455257,
-167391,
-188070,
279453,
-317077,
-170737
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557201600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759186682836,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 30,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|