| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 384330.2912 | 369292.9581 | 15037.3331 | -14579.165 | 229853.6324 | -244432.7974 |
| Total P&L (%) | 384.3303 | 369.293 | 15.0373 | -14.5792 | 229.8536 | -244.4328 |
| Avg Daily Profit (%) | 0.2375 | 0.2282 | 0.0093 | -0.0097 | 0.0738 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125143 | -159458 | -126772 | -585775 | -502315 | -415923 |
| Profit Factor | 1.5203 | 1.9674 | 1.0421 | 0.993 | 1.2186 | 0.7646 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
| Profitability (%) | 44 | 44 | 44 | 44 | 44 | 44 |
| Ratio Avg Win / Avg Loss | 1.9349 | 2.5039 | 1.3263 | 1.2638 | 1.5509 | 0.9731 |
| Largest Winning Trade | 258810 | 258810 | 54098 | 484134 | 484134 | 135842 |
| Largest Losing Trade | -49124 | -37951 | -49124 | -184645 | -166104 | -184645 |
| Avg Bars in Trades | 190 | 182 | 197 | 190 | 182 | 197 |
| Avg Bars in Winners | 288 | 268 | 308 | 288 | 268 | 308 |
| Avg Bars in Losers | 113 | 115 | 110 | 113 | 115 | 110 |
| Bars Traded | 19027 | 9149 | 9878 | 19027 | 9149 | 9878 |
| 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 | 302980 | -170788 | -547183 | -581178 | -276110 | -763166 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580097600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758851095822,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 233,
"offset": 0,
"std": 3.21827
}
}
} {
"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": [
[
384330.2912089508,
369292.9581301158,
15037.3330788347,
-14579.1650068175,
229853.6324006674,
-244432.7974074848
],
[
384.330291,
369.292958,
15.037333,
-14.579165,
229.853632,
-244.432797
],
[
0.237534,
0.22824,
0.009294,
-0.009739,
0.07379,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-125143,
-159458,
-126772,
-585775,
-502315,
-415923
],
[
1.520309,
1.967385,
1.042131,
0.993024,
1.218567,
0.764603
],
[
100,
50,
50,
100,
50,
50
],
[
44,
22,
22,
44,
22,
22
],
[
56,
28,
28,
56,
28,
28
],
[
44,
44,
44,
44,
44,
44
],
[
1.934938,
2.503944,
1.326349,
1.263849,
1.550903,
0.973132
],
[
258810,
258810,
54098,
484134,
484134,
135842
],
[
-49124,
-37951,
-49124,
-184645,
-166104,
-184645
],
[
190,
182,
197,
190,
182,
197
],
[
288,
268,
308,
288,
268,
308
],
[
113,
115,
110,
113,
115,
110
],
[
19027,
9149,
9878,
19027,
9149,
9878
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302980,
-170788,
-547183,
-581178,
-276110,
-763166
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580097600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758851095822,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 191,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 233,
"offset": 0,
"std": 3.21827
}
}
}
| # | 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) |
|---|