| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 724685.7578 | 555944.5342 | 168741.2236 | 1764613.9997 | 1665629.4612 | 98984.5385 |
| Total P&L (%) | 724.6858 | 555.9445 | 168.7412 | 1764.614 | 1665.6295 | 98.9845 |
| Avg Daily Profit (%) | 0.3811 | 0.2924 | 0.0887 | 0.154 | 0.1511 | 0.0362 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118825 | -119515 | -107777 | -3749402 | -3574232 | -2546749 |
| Profit Factor | 2.0144 | 2.5228 | 1.4831 | 1.113 | 1.207 | 1.0131 |
| Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
| Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
| Profitability (%) | 42.6087 | 39.6552 | 45.614 | 42.6087 | 39.6552 | 45.614 |
| Ratio Avg Win / Avg Loss | 2.7133 | 3.839 | 1.7683 | 1.4992 | 1.8368 | 1.2079 |
| Largest Winning Trade | 216143 | 216143 | 67985 | 2489363 | 2489363 | 1491679 |
| Largest Losing Trade | -33886 | -29679 | -33886 | -1267598 | -861261 | -1267598 |
| Avg Bars in Trades | 96 | 69 | 123 | 96 | 69 | 123 |
| Avg Bars in Winners | 165 | 113 | 211 | 165 | 113 | 211 |
| Avg Bars in Losers | 44 | 40 | 50 | 44 | 40 | 50 |
| Bars Traded | 11081 | 4020 | 7061 | 11081 | 4020 | 7061 |
| Profit Streak | 0 | 0 | 555.1125 | 0 | 0 | 555.1125 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 390420 | -170719 | -253337 | -91106 | -176109 | -531858 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556971200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759372916340,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 12,
"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": [
[
724685.7578045133,
555944.5342452513,
168741.223559262,
1764613.999667029,
1665629.4612124218,
98984.5384546069
],
[
724.685758,
555.944534,
168.741224,
1764.614,
1665.629461,
98.984538
],
[
0.381147,
0.292398,
0.088749,
0.153992,
0.151118,
0.036195
],
[
10,
10,
10,
10,
10,
10
],
[
-118825,
-119515,
-107777,
-3749402,
-3574232,
-2546749
],
[
2.014392,
2.522765,
1.483063,
1.113041,
1.207036,
1.013084
],
[
115,
58,
57,
115,
58,
57
],
[
49,
23,
26,
49,
23,
26
],
[
66,
35,
31,
66,
35,
31
],
[
42.608696,
39.655172,
45.614035,
42.608696,
39.655172,
45.614035
],
[
2.713262,
3.83899,
1.768267,
1.499198,
1.836794,
1.207908
],
[
216143,
216143,
67985,
2489363,
2489363,
1491679
],
[
-33886,
-29679,
-33886,
-1267598,
-861261,
-1267598
],
[
96,
69,
123,
96,
69,
123
],
[
165,
113,
211,
165,
113,
211
],
[
44,
40,
50,
44,
40,
50
],
[
11081,
4020,
7061,
11081,
4020,
7061
],
[
0,
0,
555.112458,
0,
0,
555.112458
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
390420,
-170719,
-253337,
-91106,
-176109,
-531858
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556971200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759372916340,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 12,
"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) |
|---|