| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 474371.4436 | 386134.0716 | 88237.372 | -56016.2376 | 1152039.422 | -1208055.6596 |
| Total P&L (%) | 474.3714 | 386.1341 | 88.2374 | -56.0162 | 1152.0394 | -1208.0557 |
| Avg Daily Profit (%) | 0.2494 | 0.203 | 0.0464 | -0.0432 | 0.133 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141343 | -149362 | -154689 | -1078112 | -173515 | -1360236 |
| Profit Factor | 1.642 | 2.0774 | 1.2319 | 0.9728 | 3.533 | 0.2473 |
| Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
| Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
| Profitability (%) | 46.9027 | 38.5965 | 55.3571 | 46.9027 | 38.5965 | 55.3571 |
| Ratio Avg Win / Avg Loss | 1.8589 | 3.3049 | 0.9935 | 1.1013 | 5.6207 | 0.1994 |
| Largest Winning Trade | 221149 | 221149 | 57097 | 541412 | 541412 | 85440 |
| Largest Losing Trade | -93653 | -47689 | -93653 | -1004805 | -133107 | -1004805 |
| Avg Bars in Trades | 65 | 57 | 73 | 65 | 57 | 73 |
| Avg Bars in Winners | 94 | 94 | 94 | 94 | 94 | 94 |
| Avg Bars in Losers | 39 | 33 | 48 | 39 | 33 | 48 |
| Bars Traded | 7390 | 3249 | 4142 | 7390 | 3249 | 4142 |
| 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 | 368944 | -173171 | -312310 | -580015 | -193148 | -760138 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557576000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759069595409,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 155,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
474371.4435555799,
386134.0715995983,
88237.3719559813,
-56016.237589503,
1152039.4219915792,
-1208055.6595810826
],
[
474.371444,
386.134072,
88.237372,
-56.016238,
1152.039422,
-1208.05566
],
[
0.249407,
0.203015,
0.046392,
-0.043174,
0.132967,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-141343,
-149362,
-154689,
-1078112,
-173515,
-1360236
],
[
1.642035,
2.077391,
1.231923,
0.972804,
3.533014,
0.247291
],
[
113,
57,
56,
113,
57,
56
],
[
53,
22,
31,
53,
22,
31
],
[
60,
35,
25,
60,
35,
25
],
[
46.902655,
38.596491,
55.357143,
46.902655,
38.596491,
55.357143
],
[
1.858907,
3.304941,
0.993487,
1.101288,
5.620703,
0.199428
],
[
221149,
221149,
57097,
541412,
541412,
85440
],
[
-93653,
-47689,
-93653,
-1004805,
-133107,
-1004805
],
[
65,
57,
73,
65,
57,
73
],
[
94,
94,
94,
94,
94,
94
],
[
39,
33,
48,
39,
33,
48
],
[
7390,
3249,
4142,
7390,
3249,
4142
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368944,
-173171,
-312310,
-580015,
-193148,
-760138
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557576000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759069595409,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 155,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|