| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 361338.7825 | 263068.7274 | 98270.0551 | 181560.5583 | -1038835.3892 | 1220395.9475 |
| Total P&L (%) | 361.3388 | 263.0687 | 98.2701 | 181.5606 | -1038.8354 | 1220.3959 |
| Avg Daily Profit (%) | 0.19 | 0.1384 | 0.0517 | 0.0545 | 0 | 0.1358 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -244695 | -226212 | -50293 | -5181127 | -4749973 | -687470 |
| Profit Factor | 1.6439 | 1.7149 | 1.5087 | 1.0226 | 0.8207 | 1.5427 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
| Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
| Profitability (%) | 43.6782 | 34.8837 | 52.2727 | 43.6782 | 34.8837 | 52.2727 |
| Ratio Avg Win / Avg Loss | 2.1198 | 3.2012 | 1.3775 | 1.3186 | 1.5319 | 1.4086 |
| Largest Winning Trade | 145638 | 145638 | 31468 | 1999933 | 1999933 | 1246862 |
| Largest Losing Trade | -35241 | -35241 | -20577 | -1265699 | -1265699 | -519644 |
| Avg Bars in Trades | 126 | 210 | 44 | 126 | 210 | 44 |
| Avg Bars in Winners | 165 | 332 | 57 | 165 | 332 | 57 |
| Avg Bars in Losers | 96 | 145 | 30 | 96 | 145 | 30 |
| Bars Traded | 11007 | 9059 | 1948 | 11007 | 9059 | 1948 |
| Profit Streak | 532.1734 | 0 | 603.1734 | 532.1734 | 0 | 603.1734 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324244 | -10903 | -121597 | -317527 | -583827 | -8800 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556884800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760112585628,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 83,
"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": [
[
361338.7825256507,
263068.7274005762,
98270.055125075,
181560.5583230474,
-1038835.3891946066,
1220395.9475176558
],
[
361.338783,
263.068727,
98.270055,
181.560558,
-1038.835389,
1220.395948
],
[
0.190045,
0.13836,
0.051685,
0.05446,
0,
0.135814
],
[
10,
10,
10,
10,
10,
10
],
[
-244695,
-226212,
-50293,
-5181127,
-4749973,
-687470
],
[
1.643908,
1.714921,
1.508653,
1.022577,
0.820676,
1.542715
],
[
87,
43,
44,
87,
43,
44
],
[
38,
15,
23,
38,
15,
23
],
[
49,
28,
21,
49,
28,
21
],
[
43.678161,
34.883721,
52.272727,
43.678161,
34.883721,
52.272727
],
[
2.119776,
3.201186,
1.377466,
1.318586,
1.531928,
1.408566
],
[
145638,
145638,
31468,
1999933,
1999933,
1246862
],
[
-35241,
-35241,
-20577,
-1265699,
-1265699,
-519644
],
[
126,
210,
44,
126,
210,
44
],
[
165,
332,
57,
165,
332,
57
],
[
96,
145,
30,
96,
145,
30
],
[
11007,
9059,
1948,
11007,
9059,
1948
],
[
532.173445,
0,
603.173445,
532.173445,
0,
603.173445
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324244,
-10903,
-121597,
-317527,
-583827,
-8800
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556884800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760112585628,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 83,
"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) |
|---|