| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 486556.1762 | 360487.3432 | 126068.8329 | 106157.3801 | 15270.0092 | 90887.3709 |
| Total P&L (%) | 486.5562 | 360.4873 | 126.0688 | 106.1574 | 15.27 | 90.8874 |
| Avg Daily Profit (%) | 0.2558 | 0.1895 | 0.0663 | 0.038 | 0.0075 | 0.034 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -152149 | -109039 | -138184 | -446155 | -310546 | -212936 |
| Profit Factor | 1.599 | 1.8621 | 1.3198 | 1.0567 | 1.0162 | 1.0978 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
| Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
| Profitability (%) | 48.2558 | 43.0233 | 53.4884 | 48.2558 | 43.0233 | 53.4884 |
| Ratio Avg Win / Avg Loss | 1.7146 | 2.4661 | 1.1477 | 1.1331 | 1.3457 | 0.9546 |
| Largest Winning Trade | 155462 | 155462 | 54746 | 196161 | 196161 | 143992 |
| Largest Losing Trade | -58717 | -36818 | -58717 | -179870 | -115568 | -179870 |
| Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
| Avg Bars in Winners | 40 | 36 | 43 | 40 | 36 | 43 |
| Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
| Bars Traded | 5442 | 2557 | 2884 | 5442 | 2557 | 2884 |
| Profit Streak | 0 | 0 | 488.1101 | 0 | 0 | 488.1101 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 408323 | 299014 | -103151 | -300055 | -398380 | -261009 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1560096000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759401516080,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 123
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 204,
"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": [
[
486556.1761643982,
360487.3432173607,
126068.8329470373,
106157.3800527386,
15270.0091791898,
90887.3708735486
],
[
486.556176,
360.487343,
126.068833,
106.15738,
15.270009,
90.887371
],
[
0.255769,
0.189498,
0.066271,
0.038038,
0.00747,
0.033991
],
[
10,
10,
10,
10,
10,
10
],
[
-152149,
-109039,
-138184,
-446155,
-310546,
-212936
],
[
1.598964,
1.862126,
1.319816,
1.056671,
1.016177,
1.097801
],
[
172,
86,
86,
172,
86,
86
],
[
83,
37,
46,
83,
37,
46
],
[
89,
49,
40,
89,
49,
40
],
[
48.255814,
43.023256,
53.488372,
48.255814,
43.023256,
53.488372
],
[
1.714552,
2.466059,
1.147666,
1.133056,
1.345748,
0.95461
],
[
155462,
155462,
54746,
196161,
196161,
143992
],
[
-58717,
-36818,
-58717,
-179870,
-115568,
-179870
],
[
31,
29,
33,
31,
29,
33
],
[
40,
36,
43,
40,
36,
43
],
[
23,
24,
22,
23,
24,
22
],
[
5442,
2557,
2884,
5442,
2557,
2884
],
[
0,
0,
488.11014,
0,
0,
488.11014
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
408323,
299014,
-103151,
-300055,
-398380,
-261009
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1560096000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759401516080,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 123
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 204,
"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) |
|---|