| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 764658.5378 | 543770.0836 | 220888.4542 | 3307937.8666 | 917435.3261 | 2390502.5405 |
| Total P&L (%) | 764.6585 | 543.7701 | 220.8885 | 3307.9379 | 917.4353 | 2390.5025 |
| Avg Daily Profit (%) | 0.402 | 0.2859 | 0.1161 | 0.1857 | 0.122 | 0.1692 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122140 | -85806 | -85187 | -2919834 | -2196878 | -2009725 |
| Profit Factor | 2.675 | 3.2494 | 2.0284 | 1.4204 | 1.225 | 1.6305 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
| Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
| Profitability (%) | 38.7097 | 29.0323 | 48.3871 | 38.7097 | 29.0323 | 48.3871 |
| Ratio Avg Win / Avg Loss | 4.2354 | 7.943 | 2.1636 | 2.2489 | 2.9945 | 1.7392 |
| Largest Winning Trade | 288905 | 288905 | 59669 | 1926487 | 1926487 | 1380570 |
| Largest Losing Trade | -51457 | -24396 | -51457 | -1444142 | -988310 | -1444142 |
| Avg Bars in Trades | 116 | 107 | 125 | 116 | 107 | 125 |
| Avg Bars in Winners | 220 | 259 | 196 | 220 | 259 | 196 |
| Avg Bars in Losers | 51 | 45 | 59 | 51 | 45 | 59 |
| Bars Traded | 7242 | 3344 | 3898 | 7242 | 3344 | 3898 |
| Profit Streak | 0 | 0 | 590.0524 | 0 | 0 | 590.0524 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -148301 | 104412 | -34188 | -153322 | -41010 | 387992 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559584800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758892523012,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 130,
"offset": 107
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 12,
"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": [
[
764658.5378239283,
543770.0835959439,
220888.4542279844,
3307937.866561303,
917435.3260829324,
2390502.54047837
],
[
764.658538,
543.770084,
220.888454,
3307.937867,
917.435326,
2390.50254
],
[
0.402029,
0.285894,
0.116135,
0.185698,
0.122044,
0.169179
],
[
10,
10,
10,
10,
10,
10
],
[
-122140,
-85806,
-85187,
-2919834,
-2196878,
-2009725
],
[
2.674963,
3.249425,
2.028415,
1.420372,
1.225007,
1.630453
],
[
62,
31,
31,
62,
31,
31
],
[
24,
9,
15,
24,
9,
15
],
[
38,
22,
16,
38,
22,
16
],
[
38.709677,
29.032258,
48.387097,
38.709677,
29.032258,
48.387097
],
[
4.235358,
7.943038,
2.163643,
2.248922,
2.994462,
1.73915
],
[
288905,
288905,
59669,
1926487,
1926487,
1380570
],
[
-51457,
-24396,
-51457,
-1444142,
-988310,
-1444142
],
[
116,
107,
125,
116,
107,
125
],
[
220,
259,
196,
220,
259,
196
],
[
51,
45,
59,
51,
45,
59
],
[
7242,
3344,
3898,
7242,
3344,
3898
],
[
0,
0,
590.05235,
0,
0,
590.05235
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148301,
104412,
-34188,
-153322,
-41010,
387992
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559584800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758892523012,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 130,
"offset": 107
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 12,
"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) |
|---|