| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 718957.2002 | 532424.1739 | 186533.0263 | 3470344.2439 | 1442389.7031 | 2027954.5408 |
| Total P&L (%) | 718.9572 | 532.4242 | 186.533 | 3470.3442 | 1442.3897 | 2027.9545 |
| Avg Daily Profit (%) | 0.4443 | 0.3291 | 0.1153 | 0.2212 | 0.1692 | 0.1892 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71971 | -115627 | -66430 | -1539281 | -2251166 | -757787 |
| Profit Factor | 2.5071 | 3.1391 | 1.8176 | 1.4175 | 1.3059 | 1.5637 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Profitability (%) | 37.5 | 34.0909 | 40.9091 | 37.5 | 34.0909 | 40.9091 |
| Ratio Avg Win / Avg Loss | 4.1785 | 6.0688 | 2.6254 | 2.3625 | 2.5248 | 2.2587 |
| Largest Winning Trade | 247182 | 247182 | 57908 | 1891014 | 1891014 | 1256262 |
| Largest Losing Trade | -27582 | -17740 | -27582 | -769995 | -769995 | -407157 |
| Avg Bars in Trades | 213 | 190 | 235 | 213 | 190 | 235 |
| Avg Bars in Winners | 414 | 390 | 433 | 414 | 390 | 433 |
| Avg Bars in Losers | 92 | 87 | 98 | 92 | 87 | 98 |
| Bars Traded | 18752 | 8384 | 10368 | 18752 | 8384 | 10368 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 370038 | 324389 | -39120 | 198212 | 103594 | 261888 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580774400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759654469278,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 237,
"offset": 48
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 17,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
718957.200227906,
532424.1738817958,
186533.0263461102,
3470344.2439226997,
1442389.7030976284,
2027954.5408250731
],
[
718.9572,
532.424174,
186.533026,
3470.344244,
1442.389703,
2027.954541
],
[
0.444349,
0.329063,
0.115286,
0.221211,
0.169236,
0.189162
],
[
10,
10,
10,
10,
10,
10
],
[
-71971,
-115627,
-66430,
-1539281,
-2251166,
-757787
],
[
2.507077,
3.139058,
1.817596,
1.417498,
1.305936,
1.563703
],
[
88,
44,
44,
88,
44,
44
],
[
33,
15,
18,
33,
15,
18
],
[
55,
29,
26,
55,
29,
26
],
[
37.5,
34.090909,
40.909091,
37.5,
34.090909,
40.909091
],
[
4.178462,
6.068845,
2.625417,
2.362497,
2.52481,
2.258682
],
[
247182,
247182,
57908,
1891014,
1891014,
1256262
],
[
-27582,
-17740,
-27582,
-769995,
-769995,
-407157
],
[
213,
190,
235,
213,
190,
235
],
[
414,
390,
433,
414,
390,
433
],
[
92,
87,
98,
92,
87,
98
],
[
18752,
8384,
10368,
18752,
8384,
10368
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370038,
324389,
-39120,
198212,
103594,
261888
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580774400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759654469278,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 237,
"offset": 48
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 17,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|