| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 964827.1557 | 929713.4759 | 35113.6798 | -59325.5484 | -106491.5719 | 47166.0235 |
| Total P&L (%) | 964.8272 | 929.7135 | 35.1137 | -59.3255 | -106.4916 | 47.166 |
| Avg Daily Profit (%) | 0.5073 | 0.4888 | 0.0185 | -0.0473 | 0 | 0.0203 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -250416 | -244270 | -37952 | -888130 | -839560 | -119770 |
| Profit Factor | 1.9464 | 2.2592 | 1.1249 | 0.972 | 0.9319 | 1.0848 |
| Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
| Winning Trades | 121 | 48 | 73 | 121 | 48 | 73 |
| Losing Trades | 176 | 100 | 76 | 176 | 100 | 76 |
| Profitability (%) | 40.7407 | 32.4324 | 48.9933 | 40.7407 | 32.4324 | 48.9933 |
| Ratio Avg Win / Avg Loss | 2.8312 | 4.7066 | 1.1711 | 1.4138 | 1.9414 | 1.1293 |
| Largest Winning Trade | 1062385 | 1062385 | 22190 | 475970 | 475970 | 163341 |
| Largest Losing Trade | -41869 | -41869 | -18610 | -178426 | -178426 | -72029 |
| Avg Bars in Trades | 25 | 48 | 2 | 25 | 48 | 2 |
| Avg Bars in Winners | 39 | 95 | 2 | 39 | 95 | 2 |
| Avg Bars in Losers | 15 | 25 | 2 | 15 | 25 | 2 |
| Bars Traded | 7561 | 7168 | 393 | 7561 | 7168 | 393 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 453278 | 281247 | -254237 | -580881 | -584994 | -294860 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555027200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759494987197,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 178,
"offset": 0,
"std": 4.15925
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 2,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
964827.1557323041,
929713.4758843898,
35113.6798479144,
-59325.5483998898,
-106491.571941968,
47166.0235420782
],
[
964.827156,
929.713476,
35.11368,
-59.325548,
-106.491572,
47.166024
],
[
0.50727,
0.488808,
0.018461,
-0.047285,
0,
0.020317
],
[
10,
10,
10,
10,
10,
10
],
[
-250416,
-244270,
-37952,
-888130,
-839560,
-119770
],
[
1.946422,
2.25917,
1.124919,
0.972015,
0.93189,
1.084766
],
[
297,
148,
149,
297,
148,
149
],
[
121,
48,
73,
121,
48,
73
],
[
176,
100,
76,
176,
100,
76
],
[
40.740741,
32.432432,
48.993289,
40.740741,
32.432432,
48.993289
],
[
2.83116,
4.706603,
1.171148,
1.413841,
1.941437,
1.129346
],
[
1062385,
1062385,
22190,
475970,
475970,
163341
],
[
-41869,
-41869,
-18610,
-178426,
-178426,
-72029
],
[
25,
48,
2,
25,
48,
2
],
[
39,
95,
2,
39,
95,
2
],
[
15,
25,
2,
15,
25,
2
],
[
7561,
7168,
393,
7561,
7168,
393
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
453278,
281247,
-254237,
-580881,
-584994,
-294860
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555027200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759494987197,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 178,
"offset": 0,
"std": 4.15925
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 2,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|