| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 665956.1719 | 536100.3324 | 129855.8395 | 1377583.2611 | 1062136.962 | 315446.2991 |
| Total P&L (%) | 665.9562 | 536.1003 | 129.8558 | 1377.5833 | 1062.137 | 315.4463 |
| Avg Daily Profit (%) | 0.3501 | 0.2818 | 0.0683 | 0.1417 | 0.129 | 0.0749 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -178162 | -91470 | -127691 | -1021026 | -604093 | -713433 |
| Profit Factor | 2.3843 | 3.3992 | 1.504 | 1.3509 | 1.6115 | 1.1441 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Profitability (%) | 38.0282 | 41.6667 | 34.2857 | 38.0282 | 41.6667 | 34.2857 |
| Ratio Avg Win / Avg Loss | 3.8855 | 4.7589 | 2.8827 | 2.2015 | 2.2561 | 2.1929 |
| Largest Winning Trade | 305146 | 305146 | 70969 | 866921 | 866921 | 681263 |
| Largest Losing Trade | -37913 | -33347 | -37913 | -713433 | -326267 | -713433 |
| Avg Bars in Trades | 74 | 48 | 100 | 74 | 48 | 100 |
| Avg Bars in Winners | 164 | 92 | 253 | 164 | 92 | 253 |
| Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
| Bars Traded | 5268 | 1740 | 3528 | 5268 | 1740 | 3528 |
| 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 | -82071 | 431805 | -105470 | -97932 | -20552 | -159957 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559952000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759991536398,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
} {
"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": [
[
665956.1719173575,
536100.3323907972,
129855.8395265602,
1377583.2610575217,
1062136.9619539832,
315446.2991035383
],
[
665.956172,
536.100332,
129.85584,
1377.583261,
1062.136962,
315.446299
],
[
0.350074,
0.281812,
0.068261,
0.141663,
0.129022,
0.074893
],
[
10,
10,
10,
10,
10,
10
],
[
-178162,
-91470,
-127691,
-1021026,
-604093,
-713433
],
[
2.384254,
3.399212,
1.50401,
1.350902,
1.611477,
1.144117
],
[
71,
36,
35,
71,
36,
35
],
[
27,
15,
12,
27,
15,
12
],
[
44,
21,
23,
44,
21,
23
],
[
38.028169,
41.666667,
34.285714,
38.028169,
41.666667,
34.285714
],
[
3.885451,
4.758897,
2.882686,
2.201471,
2.256068,
2.19289
],
[
305146,
305146,
70969,
866921,
866921,
681263
],
[
-37913,
-33347,
-37913,
-713433,
-326267,
-713433
],
[
74,
48,
100,
74,
48,
100
],
[
164,
92,
253,
164,
92,
253
],
[
19,
16,
21,
19,
16,
21
],
[
5268,
1740,
3528,
5268,
1740,
3528
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-82071,
431805,
-105470,
-97932,
-20552,
-159957
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559952000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759991536398,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|