| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 428666.9007 | 361106.4922 | 67560.4085 | 61325.2443 | -47250.9184 | 108576.1628 |
| Total P&L (%) | 428.6669 | 361.1065 | 67.5604 | 61.3252 | -47.2509 | 108.5762 |
| Avg Daily Profit (%) | 0.2255 | 0.1899 | 0.0355 | 0.0252 | -0.0336 | 0.0387 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -147694 | -173567 | -34608 | -578922 | -637290 | -100833 |
| Profit Factor | 1.9065 | 1.9326 | 1.7882 | 1.0502 | 0.9544 | 1.5821 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
| Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
| Profitability (%) | 57.4257 | 50 | 64.7059 | 57.4257 | 50 | 64.7059 |
| Ratio Avg Win / Avg Loss | 1.4134 | 1.9326 | 0.9754 | 0.7786 | 0.9544 | 0.863 |
| Largest Winning Trade | 436512 | 436512 | 9158 | 272676 | 272676 | 39508 |
| Largest Losing Trade | -46954 | -46954 | -10003 | -259287 | -259287 | -33184 |
| Avg Bars in Trades | 104 | 203 | 8 | 104 | 203 | 8 |
| Avg Bars in Winners | 113 | 250 | 9 | 113 | 250 | 9 |
| Avg Bars in Losers | 93 | 156 | 6 | 93 | 156 | 6 |
| Bars Traded | 10598 | 10163 | 435 | 10598 | 10163 | 435 |
| Profit Streak | 530.1734 | 530.1734 | 530.6734 | 530.1734 | 530.1734 | 530.6734 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 466134 | -167890 | -321513 | -324243 | -759873 | -317638 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1555516800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760112583154,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 17,
"offset": 0,
"std": 3.60039
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 88,
"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": [
[
428666.9007069113,
361106.4922143534,
67560.4084925578,
61325.2443288637,
-47250.9184280728,
108576.1627569368
],
[
428.666901,
361.106492,
67.560408,
61.325244,
-47.250918,
108.576163
],
[
0.225456,
0.189923,
0.035533,
0.025157,
-0.033635,
0.038672
],
[
10,
10,
10,
10,
10,
10
],
[
-147694,
-173567,
-34608,
-578922,
-637290,
-100833
],
[
1.90647,
1.932646,
1.788226,
1.050174,
0.954379,
1.582115
],
[
101,
50,
51,
101,
50,
51
],
[
58,
25,
33,
58,
25,
33
],
[
43,
25,
18,
43,
25,
18
],
[
57.425743,
50,
64.705882,
57.425743,
50,
64.705882
],
[
1.413418,
1.932646,
0.975396,
0.778577,
0.954379,
0.862972
],
[
436512,
436512,
9158,
272676,
272676,
39508
],
[
-46954,
-46954,
-10003,
-259287,
-259287,
-33184
],
[
104,
203,
8,
104,
203,
8
],
[
113,
250,
9,
113,
250,
9
],
[
93,
156,
6,
93,
156,
6
],
[
10598,
10163,
435,
10598,
10163,
435
],
[
530.173416,
530.173416,
530.673416,
530.173416,
530.173416,
530.673416
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
466134,
-167890,
-321513,
-324243,
-759873,
-317638
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1555516800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760112583154,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 17,
"offset": 0,
"std": 3.60039
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 88,
"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) |
|---|