| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 518359.9347 | 469459.8743 | 48900.0605 | 201492.674 | 231327.1047 | -29834.4307 |
| Total P&L (%) | 518.3599 | 469.4599 | 48.9001 | 201.4927 | 231.3271 | -29.8344 |
| Avg Daily Profit (%) | 0.3204 | 0.2901 | 0.0302 | 0.0682 | 0.0741 | -0.0219 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165311 | -204258 | -112531 | -1498069 | -1598139 | -653491 |
| Profit Factor | 1.501 | 1.8739 | 1.0983 | 1.0351 | 1.0755 | 0.9888 |
| Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
| Winning Trades | 100 | 43 | 57 | 100 | 43 | 57 |
| Losing Trades | 143 | 79 | 64 | 143 | 79 | 64 |
| Profitability (%) | 41.1523 | 35.2459 | 47.1074 | 41.1523 | 35.2459 | 47.1074 |
| Ratio Avg Win / Avg Loss | 2.1464 | 3.4428 | 1.2332 | 1.4802 | 1.976 | 1.1103 |
| Largest Winning Trade | 222440 | 222440 | 55842 | 565842 | 565842 | 397088 |
| Largest Losing Trade | -35864 | -34158 | -35864 | -447460 | -447460 | -313024 |
| Avg Bars in Trades | 78 | 69 | 87 | 78 | 69 | 87 |
| Avg Bars in Winners | 128 | 119 | 135 | 128 | 119 | 135 |
| Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
| Bars Traded | 19022 | 8433 | 10589 | 19022 | 8433 | 10589 |
| Profit Streak | 547.6752 | 547.6752 | 594.6752 | 547.6752 | 547.6752 | 594.6752 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 384189 | 249835 | -266368 | -284537 | -235398 | -579118 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579795200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1760177537723,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 149,
"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": [
[
518359.9347274889,
469459.8742655325,
48900.0604619555,
201492.6739961192,
231327.1047074025,
-29834.4307112829
],
[
518.359935,
469.459874,
48.90006,
201.492674,
231.327105,
-29.834431
],
[
0.320371,
0.290148,
0.030223,
0.068229,
0.074065,
-0.021896
],
[
10,
10,
10,
10,
10,
10
],
[
-165311,
-204258,
-112531,
-1498069,
-1598139,
-653491
],
[
1.500956,
1.873941,
1.098279,
1.035129,
1.075527,
0.988839
],
[
243,
122,
121,
243,
122,
121
],
[
100,
43,
57,
100,
43,
57
],
[
143,
79,
64,
143,
79,
64
],
[
41.152263,
35.245902,
47.107438,
41.152263,
35.245902,
47.107438
],
[
2.146367,
3.442821,
1.233155,
1.480234,
1.975969,
1.110275
],
[
222440,
222440,
55842,
565842,
565842,
397088
],
[
-35864,
-34158,
-35864,
-447460,
-447460,
-313024
],
[
78,
69,
87,
78,
69,
87
],
[
128,
119,
135,
128,
119,
135
],
[
42,
41,
44,
42,
41,
44
],
[
19022,
8433,
10589,
19022,
8433,
10589
],
[
547.675205,
547.675205,
594.675205,
547.675205,
547.675205,
594.675205
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
384189,
249835,
-266368,
-284537,
-235398,
-579118
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579795200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1760177537723,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 74,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 149,
"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) |
|---|