| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 502221.0659 | 363874.1872 | 138346.8788 | 322168.8345 | 778571.7795 | -456402.945 |
| Total P&L (%) | 502.2211 | 363.8742 | 138.3469 | 322.1688 | 778.5718 | -456.4029 |
| Avg Daily Profit (%) | 0.2641 | 0.1914 | 0.0728 | 0.0758 | 0.1144 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130007 | -128179 | -223487 | -774156 | -442146 | -1191060 |
| Profit Factor | 1.2994 | 1.4492 | 1.1595 | 1.0574 | 1.2925 | 0.8451 |
| Total Trades | 518 | 259 | 259 | 518 | 259 | 259 |
| Winning Trades | 251 | 129 | 122 | 251 | 129 | 122 |
| Losing Trades | 267 | 130 | 137 | 267 | 130 | 137 |
| Profitability (%) | 48.4556 | 49.807 | 47.1042 | 48.4556 | 49.807 | 47.1042 |
| Ratio Avg Win / Avg Loss | 1.3822 | 1.4604 | 1.302 | 1.1249 | 1.3025 | 0.949 |
| Largest Winning Trade | 73267 | 73267 | 52701 | 363135 | 363135 | 173475 |
| Largest Losing Trade | -63854 | -35700 | -63854 | -258255 | -220051 | -258255 |
| Avg Bars in Trades | 21 | 17 | 25 | 21 | 17 | 25 |
| Avg Bars in Winners | 23 | 18 | 29 | 23 | 18 | 29 |
| Avg Bars in Losers | 19 | 16 | 21 | 19 | 16 | 21 |
| Bars Traded | 11217 | 4614 | 6603 | 11217 | 4614 | 6603 |
| 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 | 397799 | 343621 | -140928 | -246723 | -38869 | -580826 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1555473600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758902896961,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 31,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 85,
"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": [
[
502221.0659217708,
363874.187162788,
138346.878758983,
322168.8344625058,
778571.7794874756,
-456402.9450249698
],
[
502.221066,
363.874187,
138.346879,
322.168834,
778.571779,
-456.402945
],
[
0.264142,
0.191379,
0.072763,
0.075778,
0.11436,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-130007,
-128179,
-223487,
-774156,
-442146,
-1191060
],
[
1.299382,
1.449182,
1.159488,
1.057444,
1.292526,
0.845121
],
[
518,
259,
259,
518,
259,
259
],
[
251,
129,
122,
251,
129,
122
],
[
267,
130,
137,
267,
130,
137
],
[
48.455598,
49.80695,
47.104247,
48.455598,
49.80695,
47.104247
],
[
1.382211,
1.460416,
1.302048,
1.124851,
1.302545,
0.94903
],
[
73267,
73267,
52701,
363135,
363135,
173475
],
[
-63854,
-35700,
-63854,
-258255,
-220051,
-258255
],
[
21,
17,
25,
21,
17,
25
],
[
23,
18,
29,
23,
18,
29
],
[
19,
16,
21,
19,
16,
21
],
[
11217,
4614,
6603,
11217,
4614,
6603
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
397799,
343621,
-140928,
-246723,
-38869,
-580826
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1555473600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758902896961,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 31,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 85,
"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) |
|---|