| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 570528.3927 | 403146.2161 | 167382.1767 | 1012284.1947 | 315443.5457 | 696840.6489 |
| Total P&L (%) | 570.5284 | 403.1462 | 167.3822 | 1012.2842 | 315.4435 | 696.8406 |
| Avg Daily Profit (%) | 0.2999 | 0.2119 | 0.088 | 0.1267 | 0.0749 | 0.1092 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138222 | -78593 | -152451 | -603572 | -390426 | -347782 |
| Profit Factor | 1.6783 | 1.929 | 1.4111 | 1.3743 | 1.2067 | 1.5915 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 83 | 43 | 40 | 83 | 43 | 40 |
| Losing Trades | 93 | 45 | 48 | 93 | 45 | 48 |
| Profitability (%) | 47.1591 | 48.8636 | 45.4545 | 47.1591 | 48.8636 | 45.4545 |
| Ratio Avg Win / Avg Loss | 1.8806 | 2.0187 | 1.6934 | 1.5399 | 1.2628 | 1.9098 |
| Largest Winning Trade | 112506 | 112506 | 62195 | 317962 | 252002 | 317962 |
| Largest Losing Trade | -36761 | -36761 | -34092 | -331709 | -331709 | -178092 |
| Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
| Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
| Avg Bars in Losers | 13 | 18 | 9 | 13 | 18 | 9 |
| Bars Traded | 3692 | 1985 | 1707 | 3692 | 1985 | 1707 |
| Profit Streak | 0 | 0 | 583.5637 | 0 | 0 | 583.5637 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 437965 | 392508 | -74083 | -21708 | -93927 | -44335 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558137600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758807102814,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 83,
"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": [
[
570528.392739437,
403146.2160837374,
167382.1766556998,
1012284.194676023,
315443.5457376397,
696840.6489383834
],
[
570.528393,
403.146216,
167.382177,
1012.284195,
315.443546,
696.840649
],
[
0.299884,
0.211903,
0.08798,
0.126703,
0.074886,
0.109152
],
[
10,
10,
10,
10,
10,
10
],
[
-138222,
-78593,
-152451,
-603572,
-390426,
-347782
],
[
1.678348,
1.92902,
1.411149,
1.374321,
1.206675,
1.591525
],
[
176,
88,
88,
176,
88,
88
],
[
83,
43,
40,
83,
43,
40
],
[
93,
45,
48,
93,
45,
48
],
[
47.159091,
48.863636,
45.454545,
47.159091,
48.863636,
45.454545
],
[
1.880558,
2.018742,
1.693379,
1.539902,
1.2628,
1.90983
],
[
112506,
112506,
62195,
317962,
252002,
317962
],
[
-36761,
-36761,
-34092,
-331709,
-331709,
-178092
],
[
20,
22,
19,
20,
22,
19
],
[
29,
27,
31,
29,
27,
31
],
[
13,
18,
9,
13,
18,
9
],
[
3692,
1985,
1707,
3692,
1985,
1707
],
[
0,
0,
583.56369,
0,
0,
583.56369
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
437965,
392508,
-74083,
-21708,
-93927,
-44335
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558137600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758807102814,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 83,
"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) |
|---|