| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 566463.4362 | 405883.8486 | 160579.5875 | 1127455.2242 | -1612131.7216 | 2739586.9459 |
| Total P&L (%) | 566.4634 | 405.8838 | 160.5796 | 1127.4552 | -1612.1317 | 2739.5869 |
| Avg Daily Profit (%) | 0.2977 | 0.2133 | 0.0844 | 0.1319 | 0 | 0.176 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151710 | -162184 | -48714 | -7275442 | -7187716 | -2275209 |
| Profit Factor | 2.1533 | 2.3247 | 1.8691 | 1.077 | 0.8415 | 1.6122 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
| Profitability (%) | 58.3333 | 50 | 66.6667 | 58.3333 | 50 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.5381 | 2.3247 | 0.9345 | 0.7693 | 0.8415 | 0.8061 |
| Largest Winning Trade | 167654 | 167654 | 56099 | 2528738 | 2528738 | 1385265 |
| Largest Losing Trade | -48714 | -40477 | -48714 | -3324999 | -3324999 | -2275209 |
| Avg Bars in Trades | 58 | 66 | 50 | 58 | 66 | 50 |
| Avg Bars in Winners | 55 | 57 | 53 | 55 | 57 | 53 |
| Avg Bars in Losers | 62 | 75 | 43 | 62 | 75 | 43 |
| Bars Traded | 3497 | 1990 | 1506 | 3497 | 1990 | 1506 |
| Profit Streak | 534.2628 | 0 | 575.7628 | 534.2628 | 0 | 575.7628 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -158866 | 436118 | -76800 | -325895 | -580825 | 388926 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1564315200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759040302198,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 170,
"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": [
[
566463.4361898035,
405883.8486469144,
160579.587542889,
1127455.2242144481,
-1612131.721644406,
2739586.9458588534
],
[
566.463436,
405.883849,
160.579588,
1127.455224,
-1612.131722,
2739.586946
],
[
0.297747,
0.213342,
0.084405,
0.131889,
0,
0.176041
],
[
10,
10,
10,
10,
10,
10
],
[
-151710,
-162184,
-48714,
-7275442,
-7187716,
-2275209
],
[
2.153284,
2.32468,
1.869066,
1.076974,
0.841515,
1.61218
],
[
60,
30,
30,
60,
30,
30
],
[
35,
15,
20,
35,
15,
20
],
[
25,
15,
10,
25,
15,
10
],
[
58.333333,
50,
66.666667,
58.333333,
50,
66.666667
],
[
1.53806,
2.32468,
0.934533,
0.769267,
0.841515,
0.80609
],
[
167654,
167654,
56099,
2528738,
2528738,
1385265
],
[
-48714,
-40477,
-48714,
-3324999,
-3324999,
-2275209
],
[
58,
66,
50,
58,
66,
50
],
[
55,
57,
53,
55,
57,
53
],
[
62,
75,
43,
62,
75,
43
],
[
3497,
1990,
1506,
3497,
1990,
1506
],
[
534.262757,
0,
575.762757,
534.262757,
0,
575.762757
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-158866,
436118,
-76800,
-325895,
-580825,
388926
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1564315200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759040302198,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 234,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 170,
"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) |
|---|