| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 322109.6029 | 299789.9889 | 22319.614 | 12886.8253 | 134562.1645 | -121675.3391 |
| Total P&L (%) | 322.1096 | 299.79 | 22.3196 | 12.8868 | 134.5622 | -121.6753 |
| Avg Daily Profit (%) | 0.1694 | 0.1577 | 0.0117 | 0.0064 | 0.0449 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153308 | -57159 | -291174 | -161050 | -63930 | -233538 |
| Profit Factor | 1.2932 | 1.9887 | 1.0281 | 1.0164 | 1.6214 | 0.7862 |
| Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
| Winning Trades | 125 | 64 | 61 | 125 | 64 | 61 |
| Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
| Profitability (%) | 49.8008 | 50.7937 | 48.8 | 49.8008 | 50.7937 | 48.8 |
| Ratio Avg Win / Avg Loss | 1.3035 | 1.9265 | 1.0786 | 1.0245 | 1.5708 | 0.8248 |
| Largest Winning Trade | 83294 | 83294 | 64387 | 66211 | 66211 | 57313 |
| Largest Losing Trade | -51910 | -17664 | -51910 | -66100 | -20078 | -66100 |
| Avg Bars in Trades | 44 | 12 | 75 | 44 | 12 | 75 |
| Avg Bars in Winners | 62 | 15 | 112 | 62 | 15 | 112 |
| Avg Bars in Losers | 25 | 9 | 40 | 25 | 9 | 40 |
| Bars Traded | 11071 | 1623 | 9448 | 11071 | 1623 | 9448 |
| Profit Streak | 0 | 0 | 494.5006 | 0 | 0 | 494.5006 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 310954 | 403149 | -372262 | -461517 | -129775 | -580882 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1555848000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759550450707,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 218,
"offset": 0,
"std": 1.08316
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
322109.6029151812,
299789.9889295434,
22319.6139856376,
12886.8253115282,
134562.1644602503,
-121675.3391487222
],
[
322.109603,
299.789989,
22.319614,
12.886825,
134.562164,
-121.675339
],
[
0.169413,
0.157674,
0.011739,
0.006376,
0.04485,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-153308,
-57159,
-291174,
-161050,
-63930,
-233538
],
[
1.293186,
1.98866,
1.02806,
1.016404,
1.621426,
0.786175
],
[
251,
126,
125,
251,
126,
125
],
[
125,
64,
61,
125,
64,
61
],
[
126,
62,
64,
126,
62,
64
],
[
49.800797,
50.793651,
48.8,
49.800797,
50.793651,
48.8
],
[
1.303532,
1.926515,
1.07862,
1.024535,
1.570757,
0.82484
],
[
83294,
83294,
64387,
66211,
66211,
57313
],
[
-51910,
-17664,
-51910,
-66100,
-20078,
-66100
],
[
44,
12,
75,
44,
12,
75
],
[
62,
15,
112,
62,
15,
112
],
[
25,
9,
40,
25,
9,
40
],
[
11071,
1623,
9448,
11071,
1623,
9448
],
[
0,
0,
494.500587,
0,
0,
494.500587
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
310954,
403149,
-372262,
-461517,
-129775,
-580882
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1555848000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759550450707,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 218,
"offset": 0,
"std": 1.08316
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|