| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 541504.1745 | 375561.492 | 165942.6824 | 704551.2605 | 825865.0063 | -121313.7458 |
| Total P&L (%) | 541.5042 | 375.5615 | 165.9427 | 704.5513 | 825.865 | -121.3137 |
| Avg Daily Profit (%) | 0.2847 | 0.1975 | 0.0872 | 0.1097 | 0.1171 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -179758 | -138322 | -152357 | -1441605 | -619189 | -1319838 |
| Profit Factor | 1.8352 | 2.0194 | 1.5929 | 1.1924 | 1.4549 | 0.9343 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
| Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
| Profitability (%) | 50 | 45 | 55 | 50 | 45 | 55 |
| Ratio Avg Win / Avg Loss | 1.8352 | 2.4681 | 1.3033 | 1.1924 | 1.7782 | 0.7644 |
| Largest Winning Trade | 150041 | 150041 | 51532 | 592819 | 592819 | 252428 |
| Largest Losing Trade | -60515 | -36049 | -60515 | -392225 | -392225 | -336744 |
| Avg Bars in Trades | 60 | 66 | 54 | 60 | 66 | 54 |
| Avg Bars in Winners | 78 | 89 | 69 | 78 | 89 | 69 |
| Avg Bars in Losers | 43 | 48 | 36 | 43 | 48 | 36 |
| Bars Traded | 7281 | 4009 | 3272 | 7281 | 4009 | 3272 |
| Profit Streak | 0 | 0 | 551.1528 | 0 | 0 | 551.1528 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 452247 | -159687 | -242553 | -54718 | -205266 | -748726 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559520000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759549199273,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 244,
"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": [
[
541504.1744689237,
375561.4920391691,
165942.6824297547,
704551.2605336818,
825865.0063380369,
-121313.7458043546
],
[
541.504174,
375.561492,
165.942682,
704.551261,
825.865006,
-121.313746
],
[
0.284703,
0.197456,
0.087246,
0.109688,
0.11708,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-179758,
-138322,
-152357,
-1441605,
-619189,
-1319838
],
[
1.835245,
2.019372,
1.592879,
1.19239,
1.454913,
0.934306
],
[
120,
60,
60,
120,
60,
60
],
[
60,
27,
33,
60,
27,
33
],
[
60,
33,
27,
60,
33,
27
],
[
50,
45,
55,
50,
45,
55
],
[
1.835245,
2.468121,
1.303265,
1.19239,
1.778227,
0.764432
],
[
150041,
150041,
51532,
592819,
592819,
252428
],
[
-60515,
-36049,
-60515,
-392225,
-392225,
-336744
],
[
60,
66,
54,
60,
66,
54
],
[
78,
89,
69,
78,
89,
69
],
[
43,
48,
36,
43,
48,
36
],
[
7281,
4009,
3272,
7281,
4009,
3272
],
[
0,
0,
551.152769,
0,
0,
551.152769
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
452247,
-159687,
-242553,
-54718,
-205266,
-748726
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559520000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759549199273,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 244,
"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) |
|---|