| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 572277.7259 | 417525.9028 | 154751.8231 | 2295524.1946 | 1503863.9431 | 791660.2515 |
| Total P&L (%) | 572.2777 | 417.5259 | 154.7518 | 2295.5242 | 1503.8639 | 791.6603 |
| Avg Daily Profit (%) | 0.3008 | 0.2195 | 0.0813 | 0.1671 | 0.146 | 0.1151 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118242 | -56306 | -113521 | -1326247 | -613763 | -1151431 |
| Profit Factor | 2.4152 | 3.4583 | 1.6598 | 1.4339 | 1.6597 | 1.2629 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
| Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Profitability (%) | 40.3226 | 41.9355 | 38.7097 | 40.3226 | 41.9355 | 38.7097 |
| Ratio Avg Win / Avg Loss | 3.5744 | 4.7884 | 2.628 | 2.1222 | 2.2981 | 1.9996 |
| Largest Winning Trade | 137157 | 137157 | 70178 | 1241284 | 741968 | 1241284 |
| Largest Losing Trade | -32521 | -18073 | -32521 | -1006555 | -396125 | -1006555 |
| Avg Bars in Trades | 85 | 58 | 112 | 85 | 58 | 112 |
| Avg Bars in Winners | 173 | 101 | 251 | 173 | 101 | 251 |
| Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
| Bars Traded | 5279 | 1800 | 3479 | 5279 | 1800 | 3479 |
| 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 | -149040 | 404131 | -85627 | -152771 | 79839 | -42413 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559836800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758898084013,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 34,
"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": [
[
572277.7259237798,
417525.9028396739,
154751.8230841058,
2295524.1945954203,
1503863.9430824886,
791660.2515129315
],
[
572.277726,
417.525903,
154.751823,
2295.524195,
1503.863943,
791.660252
],
[
0.30083,
0.219481,
0.081349,
0.167102,
0.14598,
0.115079
],
[
10,
10,
10,
10,
10,
10
],
[
-118242,
-56306,
-113521,
-1326247,
-613763,
-1151431
],
[
2.41516,
3.458273,
1.659794,
1.433897,
1.65971,
1.262932
],
[
62,
31,
31,
62,
31,
31
],
[
25,
13,
12,
25,
13,
12
],
[
37,
18,
19,
37,
18,
19
],
[
40.322581,
41.935484,
38.709677,
40.322581,
41.935484,
38.709677
],
[
3.574437,
4.788379,
2.628008,
2.122168,
2.29806,
1.999642
],
[
137157,
137157,
70178,
1241284,
741968,
1241284
],
[
-32521,
-18073,
-32521,
-1006555,
-396125,
-1006555
],
[
85,
58,
112,
85,
58,
112
],
[
173,
101,
251,
173,
101,
251
],
[
25,
26,
24,
25,
26,
24
],
[
5279,
1800,
3479,
5279,
1800,
3479
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149040,
404131,
-85627,
-152771,
79839,
-42413
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559836800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758898084013,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 34,
"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) |
|---|