| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 448713.4439 | 392269.0194 | 56444.4245 | -35971.0491 | -112301.6461 | 76330.597 |
| Total P&L (%) | 448.7134 | 392.269 | 56.4444 | -35.971 | -112.3016 | 76.3306 |
| Avg Daily Profit (%) | 0.2359 | 0.2062 | 0.0297 | -0.0234 | 0 | 0.0298 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174422 | -124260 | -209276 | -139428 | -150030 | -82886 |
| Profit Factor | 1.5367 | 1.7982 | 1.1638 | 0.9405 | 0.7315 | 1.4101 |
| Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
| Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
| Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
| Profitability (%) | 51.2195 | 46.7742 | 55.7377 | 51.2195 | 46.7742 | 55.7377 |
| Ratio Avg Win / Avg Loss | 1.4635 | 2.0463 | 0.9242 | 0.8957 | 0.8324 | 1.1198 |
| Largest Winning Trade | 332709 | 332709 | 61860 | 83528 | 83528 | 67201 |
| Largest Losing Trade | -51209 | -47400 | -51209 | -57700 | -57700 | -24307 |
| Avg Bars in Trades | 59 | 77 | 42 | 59 | 77 | 42 |
| Avg Bars in Winners | 67 | 91 | 47 | 67 | 91 | 47 |
| Avg Bars in Losers | 51 | 64 | 35 | 51 | 64 | 35 |
| Bars Traded | 7375 | 4806 | 2569 | 7375 | 4806 | 2569 |
| Profit Streak | 0 | 0 | 589.0828 | 0 | 0 | 589.0828 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357938 | -144349 | -356540 | -580293 | -736212 | -312636 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557986400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760169555784,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 148
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 170,
"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": [
[
448713.4439188889,
392269.0193976341,
56444.4245212549,
-35971.0490939976,
-112301.64611935,
76330.5970253524
],
[
448.713444,
392.269019,
56.444425,
-35.971049,
-112.301646,
76.330597
],
[
0.235917,
0.20624,
0.029676,
-0.023438,
0,
0.029825
],
[
10,
10,
10,
10,
10,
10
],
[
-174422,
-124260,
-209276,
-139428,
-150030,
-82886
],
[
1.536693,
1.798242,
1.163771,
0.94049,
0.731535,
1.410063
],
[
123,
62,
61,
123,
62,
61
],
[
63,
29,
34,
63,
29,
34
],
[
60,
33,
27,
60,
33,
27
],
[
51.219512,
46.774194,
55.737705,
51.219512,
46.774194,
55.737705
],
[
1.463517,
2.046276,
0.924171,
0.895705,
0.832437,
1.119756
],
[
332709,
332709,
61860,
83528,
83528,
67201
],
[
-51209,
-47400,
-51209,
-57700,
-57700,
-24307
],
[
59,
77,
42,
59,
77,
42
],
[
67,
91,
47,
67,
91,
47
],
[
51,
64,
35,
51,
64,
35
],
[
7375,
4806,
2569,
7375,
4806,
2569
],
[
0,
0,
589.082821,
0,
0,
589.082822
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357938,
-144349,
-356540,
-580293,
-736212,
-312636
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557986400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760169555784,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 148
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 170,
"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) |
|---|