| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 793464.7274 | 579631.7632 | 213832.9642 | 10809151.8884 | 5203611.5167 | 5605540.3716 |
| Total P&L (%) | 793.4647 | 579.6318 | 213.833 | 10809.1519 | 5203.6115 | 5605.5404 |
| Avg Daily Profit (%) | 0.4904 | 0.3582 | 0.1322 | 0.2904 | 0.2457 | 0.2503 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126932 | -148350 | -57464 | -3916133 | -5204995 | -1758155 |
| Profit Factor | 2.4569 | 3.0596 | 1.8124 | 1.6308 | 1.5147 | 1.798 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Profitability (%) | 42.735 | 42.3729 | 43.1034 | 42.735 | 42.3729 | 43.1034 |
| Ratio Avg Win / Avg Loss | 3.2922 | 4.1611 | 2.3924 | 2.1853 | 2.06 | 2.3733 |
| Largest Winning Trade | 196214 | 196214 | 55973 | 4482698 | 4482698 | 3072095 |
| Largest Losing Trade | -23738 | -19161 | -23738 | -1219870 | -1219870 | -1121823 |
| Avg Bars in Trades | 162 | 151 | 174 | 162 | 151 | 174 |
| Avg Bars in Winners | 288 | 262 | 313 | 288 | 262 | 313 |
| Avg Bars in Losers | 68 | 68 | 69 | 68 | 68 | 69 |
| Bars Traded | 19037 | 8911 | 10126 | 19037 | 8911 | 10126 |
| Profit Streak | 511.8219 | 516.4885 | 0 | 511.8219 | 516.4885 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 477764 | -163827 | -195893 | 358842 | -168126 | -170859 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579867200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1760183010363,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "tema",
"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": [
[
793464.7274352392,
579631.7632352735,
213832.9641999655,
10809151.888387477,
5203611.51674164,
5605540.371645832
],
[
793.464727,
579.631763,
213.832964,
10809.151888,
5203.611517,
5605.540372
],
[
0.490398,
0.35824,
0.132159,
0.29042,
0.245726,
0.250252
],
[
10,
10,
10,
10,
10,
10
],
[
-126932,
-148350,
-57464,
-3916133,
-5204995,
-1758155
],
[
2.456897,
3.059646,
1.812425,
1.630836,
1.514706,
1.797968
],
[
117,
59,
58,
117,
59,
58
],
[
50,
25,
25,
50,
25,
25
],
[
67,
34,
33,
67,
34,
33
],
[
42.735043,
42.372881,
43.103448,
42.735043,
42.372881,
43.103448
],
[
3.292243,
4.161119,
2.392401,
2.185321,
2.06,
2.373318
],
[
196214,
196214,
55973,
4482698,
4482698,
3072095
],
[
-23738,
-19161,
-23738,
-1219870,
-1219870,
-1121823
],
[
162,
151,
174,
162,
151,
174
],
[
288,
262,
313,
288,
262,
313
],
[
68,
68,
69,
68,
68,
69
],
[
19037,
8911,
10126,
19037,
8911,
10126
],
[
511.821879,
516.488546,
0,
511.821879,
516.488546,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477764,
-163827,
-195893,
358842,
-168126,
-170859
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579867200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1760183010363,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "tema",
"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) |
|---|