| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 558121.9314 | 392404.4204 | 165717.5111 | 1210110.0522 | 609430.8453 | 600679.2069 |
| Total P&L (%) | 558.1219 | 392.4044 | 165.7175 | 1210.1101 | 609.4308 | 600.6792 |
| Avg Daily Profit (%) | 0.2935 | 0.2064 | 0.0872 | 0.1354 | 0.1031 | 0.1024 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -64714 | -126107 | -135909 | -765355 | -1173145 | -753276 |
| Profit Factor | 1.7067 | 2.0266 | 1.4066 | 1.2147 | 1.2008 | 1.2308 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
| Profitability (%) | 48.6339 | 47.8261 | 49.4505 | 48.6339 | 47.8261 | 49.4505 |
| Ratio Avg Win / Avg Loss | 1.8026 | 2.2108 | 1.4379 | 1.2829 | 1.31 | 1.2582 |
| Largest Winning Trade | 127547 | 127547 | 51542 | 685825 | 685825 | 430934 |
| Largest Losing Trade | -37669 | -24019 | -37669 | -414154 | -414154 | -207925 |
| Avg Bars in Trades | 60 | 51 | 69 | 60 | 51 | 69 |
| Avg Bars in Winners | 84 | 74 | 93 | 84 | 74 | 93 |
| Avg Bars in Losers | 38 | 30 | 46 | 38 | 30 | 46 |
| Bars Traded | 11106 | 4758 | 6347 | 11106 | 4758 | 6347 |
| 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 | 449946 | 373439 | -76383 | -11864 | -56596 | -56655 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556179200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759928669604,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
558121.931449069,
392404.4203930754,
165717.5110559931,
1210110.052213325,
609430.845281739,
600679.2069315863
],
[
558.121931,
392.40442,
165.717511,
1210.110052,
609.430845,
600.679207
],
[
0.293543,
0.206384,
0.087159,
0.135402,
0.103102,
0.102448
],
[
10,
10,
10,
10,
10,
10
],
[
-64714,
-126107,
-135909,
-765355,
-1173145,
-753276
],
[
1.706692,
2.026586,
1.406645,
1.21468,
1.200836,
1.230824
],
[
183,
92,
91,
183,
92,
91
],
[
89,
44,
45,
89,
44,
45
],
[
94,
48,
46,
94,
48,
46
],
[
48.63388,
47.826087,
49.450549,
48.63388,
47.826087,
49.450549
],
[
1.802574,
2.210821,
1.437903,
1.282921,
1.310002,
1.258175
],
[
127547,
127547,
51542,
685825,
685825,
430934
],
[
-37669,
-24019,
-37669,
-414154,
-414154,
-207925
],
[
60,
51,
69,
60,
51,
69
],
[
84,
74,
93,
84,
74,
93
],
[
38,
30,
46,
38,
30,
46
],
[
11106,
4758,
6347,
11106,
4758,
6347
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
449946,
373439,
-76383,
-11864,
-56596,
-56655
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556179200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759928669604,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 134,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|