| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 268912.1832 | 261322.0032 | 7590.18 | -38648.597 | 326488.1494 | -365136.7464 |
| Total P&L (%) | 268.9122 | 261.322 | 7.5902 | -38.6486 | 326.4881 | -365.1367 |
| Avg Daily Profit (%) | 0.1662 | 0.1615 | 0.0047 | -0.0302 | 0.0897 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -258728 | -242716 | -141531 | -1322692 | -1009464 | -655511 |
| Profit Factor | 1.1303 | 1.2249 | 1.0084 | 0.9941 | 1.0904 | 0.8762 |
| Total Trades | 850 | 425 | 425 | 850 | 425 | 425 |
| Winning Trades | 394 | 190 | 204 | 394 | 190 | 204 |
| Losing Trades | 456 | 235 | 221 | 456 | 235 | 221 |
| Profitability (%) | 46.3529 | 44.7059 | 48 | 46.3529 | 44.7059 | 48 |
| Ratio Avg Win / Avg Loss | 1.3082 | 1.515 | 1.0925 | 1.1505 | 1.3487 | 0.9492 |
| Largest Winning Trade | 116229 | 116229 | 46033 | 374658 | 374658 | 263020 |
| Largest Losing Trade | -29403 | -29403 | -28658 | -303919 | -278651 | -303919 |
| Avg Bars in Trades | 22 | 26 | 19 | 22 | 26 | 19 |
| Avg Bars in Winners | 24 | 30 | 19 | 24 | 30 | 19 |
| Avg Bars in Losers | 20 | 23 | 18 | 20 | 23 | 18 |
| Bars Traded | 19263 | 11136 | 8126 | 19263 | 11136 | 8126 |
| Profit Streak | 469.8249 | 469.8249 | 495.4083 | 469.8249 | 469.8249 | 495.4083 |
| Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -65167 | 319446 | -561018 | -574457 | -193443 | -578205 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579377600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758829673288,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 91,
"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": [
[
268912.1832158791,
261322.003188916,
7590.1800269631,
-38648.5969527339,
326488.1494429443,
-365136.746395679
],
[
268.912183,
261.322003,
7.59018,
-38.648597,
326.488149,
-365.136746
],
[
0.1662,
0.161509,
0.004691,
-0.03019,
0.089683,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-258728,
-242716,
-141531,
-1322692,
-1009464,
-655511
],
[
1.13034,
1.224855,
1.008424,
0.994108,
1.090425,
0.876195
],
[
850,
425,
425,
850,
425,
425
],
[
394,
190,
204,
394,
190,
204
],
[
456,
235,
221,
456,
235,
221
],
[
46.352941,
44.705882,
48,
46.352941,
44.705882,
48
],
[
1.308211,
1.514953,
1.09246,
1.150542,
1.348683,
0.949212
],
[
116229,
116229,
46033,
374658,
374658,
263020
],
[
-29403,
-29403,
-28658,
-303919,
-278651,
-303919
],
[
22,
26,
19,
22,
26,
19
],
[
24,
30,
19,
24,
30,
19
],
[
20,
23,
18,
20,
23,
18
],
[
19263,
11136,
8126,
19263,
11136,
8126
],
[
469.824922,
469.824922,
495.408255,
469.824922,
469.824922,
495.408256
],
[
4,
2,
7,
4,
2,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-65167,
319446,
-561018,
-574457,
-193443,
-578205
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579377600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758829673288,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 91,
"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) |
|---|