| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 773997.8839 | 570664.3952 | 203333.4887 | 2557082.2637 | 635606.9355 | 1921475.3281 |
| Total P&L (%) | 773.9979 | 570.6644 | 203.3335 | 2557.0823 | 635.6069 | 1921.4753 |
| Avg Daily Profit (%) | 0.4071 | 0.3001 | 0.1069 | 0.1727 | 0.105 | 0.1582 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96108 | -128029 | -88469 | -2836261 | -3304833 | -1432521 |
| Profit Factor | 2.3556 | 2.7251 | 1.8467 | 1.242 | 1.0978 | 1.4727 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 40.4494 | 35.5556 | 45.4545 | 40.4494 | 35.5556 | 45.4545 |
| Ratio Avg Win / Avg Loss | 3.468 | 4.9392 | 2.216 | 1.8286 | 1.9897 | 1.7673 |
| Largest Winning Trade | 269767 | 269767 | 54247 | 2187024 | 2187024 | 1146468 |
| Largest Losing Trade | -49991 | -33351 | -49991 | -1432521 | -887504 | -1432521 |
| Avg Bars in Trades | 124 | 108 | 140 | 124 | 108 | 140 |
| Avg Bars in Winners | 228 | 208 | 245 | 228 | 208 | 245 |
| Avg Bars in Losers | 53 | 54 | 53 | 53 | 54 | 53 |
| Bars Traded | 11086 | 4904 | 6182 | 11086 | 4904 | 6182 |
| 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 | 389435 | 307506 | -48420 | 186056 | -169780 | 296002 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556712000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759173103772,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 18,
"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": [
[
773997.8838921442,
570664.3951971998,
203333.488694944,
2557082.263666261,
635606.9355458444,
1921475.3281204174
],
[
773.997884,
570.664395,
203.333489,
2557.082264,
635.606936,
1921.475328
],
[
0.407082,
0.30014,
0.106943,
0.17265,
0.105009,
0.158247
],
[
10,
10,
10,
10,
10,
10
],
[
-96108,
-128029,
-88469,
-2836261,
-3304833,
-1432521
],
[
2.355623,
2.725076,
1.8467,
1.242045,
1.097786,
1.472747
],
[
89,
45,
44,
89,
45,
44
],
[
36,
16,
20,
36,
16,
20
],
[
53,
29,
24,
53,
29,
24
],
[
40.449438,
35.555556,
45.454545,
40.449438,
35.555556,
45.454545
],
[
3.468001,
4.9392,
2.216041,
1.828567,
1.989737,
1.767296
],
[
269767,
269767,
54247,
2187024,
2187024,
1146468
],
[
-49991,
-33351,
-49991,
-1432521,
-887504,
-1432521
],
[
124,
108,
140,
124,
108,
140
],
[
228,
208,
245,
228,
208,
245
],
[
53,
54,
53,
53,
54,
53
],
[
11086,
4904,
6182,
11086,
4904,
6182
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389435,
307506,
-48420,
186056,
-169780,
296002
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556712000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759173103772,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 18,
"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) |
|---|