| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 426461.7656 | 414878.6139 | 11583.1517 | -8739.925 | -314844.303 | 306104.378 |
| Total P&L (%) | 426.4618 | 414.8786 | 11.5832 | -8.7399 | -314.8443 | 306.1044 |
| Avg Daily Profit (%) | 0.2636 | 0.2564 | 0.0072 | -0.0057 | 0 | 0.0867 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164876 | -194543 | -38190 | -1974721 | -2056989 | -105766 |
| Profit Factor | 1.6742 | 1.8949 | 1.0686 | 0.9975 | 0.8947 | 1.6138 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
| Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
| Profitability (%) | 60.9524 | 63.4615 | 58.4906 | 60.9524 | 63.4615 | 58.4906 |
| Ratio Avg Win / Avg Loss | 1.0725 | 1.091 | 0.7583 | 0.639 | 0.5151 | 1.1453 |
| Largest Winning Trade | 255105 | 255105 | 13376 | 887031 | 887031 | 88436 |
| Largest Losing Trade | -65930 | -65930 | -16827 | -1186068 | -1186068 | -99902 |
| Avg Bars in Trades | 180 | 339 | 24 | 180 | 339 | 24 |
| Avg Bars in Winners | 106 | 188 | 20 | 106 | 188 | 20 |
| Avg Bars in Losers | 294 | 601 | 29 | 294 | 601 | 29 |
| Bars Traded | 18923 | 17630 | 1293 | 18923 | 17630 | 1293 |
| Profit Streak | 501.3293 | 0 | 573.5793 | 501.3293 | 0 | 573.5793 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 450292 | -167720 | -624649 | -578494 | -759088 | -253418 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580090400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759910048990,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 56,
"offset": 0,
"std": 2.80152
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 190,
"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": [
[
426461.7656083662,
414878.6138921312,
11583.1517162352,
-8739.9249897673,
-314844.3029517439,
306104.3779619767
],
[
426.461766,
414.878614,
11.583152,
-8.739925,
-314.844303,
306.104378
],
[
0.263573,
0.256414,
0.007159,
-0.005652,
0,
0.086653
],
[
10,
10,
10,
10,
10,
10
],
[
-164876,
-194543,
-38190,
-1974721,
-2056989,
-105766
],
[
1.674194,
1.894878,
1.068566,
0.997495,
0.894714,
1.613767
],
[
105,
52,
53,
105,
52,
53
],
[
64,
33,
31,
64,
33,
31
],
[
41,
19,
22,
41,
19,
22
],
[
60.952381,
63.461538,
58.490566,
60.952381,
63.461538,
58.490566
],
[
1.072531,
1.09099,
0.758337,
0.63902,
0.515139,
1.145254
],
[
255105,
255105,
13376,
887031,
887031,
88436
],
[
-65930,
-65930,
-16827,
-1186068,
-1186068,
-99902
],
[
180,
339,
24,
180,
339,
24
],
[
106,
188,
20,
106,
188,
20
],
[
294,
601,
29,
294,
601,
29
],
[
18923,
17630,
1293,
18923,
17630,
1293
],
[
501.329271,
0,
573.579271,
501.329271,
0,
573.579271
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
450292,
-167720,
-624649,
-578494,
-759088,
-253418
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580090400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759910048990,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 56,
"offset": 0,
"std": 2.80152
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 190,
"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) |
|---|