| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 601144.0918 | 466079.0717 | 135065.0201 | 433490.2938 | -32795.7607 | 466286.0544 |
| Total P&L (%) | 601.1441 | 466.0791 | 135.065 | 433.4903 | -32.7958 | 466.2861 |
| Avg Daily Profit (%) | 0.3161 | 0.245 | 0.071 | 0.0881 | -0.0209 | 0.0912 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -181476 | -176734 | -85946 | -2555749 | -2734307 | -573145 |
| Profit Factor | 1.9363 | 2.4335 | 1.4262 | 1.0787 | 0.9903 | 1.2187 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Profitability (%) | 45.8333 | 44.4444 | 47.2222 | 45.8333 | 44.4444 | 47.2222 |
| Ratio Avg Win / Avg Loss | 2.2884 | 3.0419 | 1.594 | 1.2748 | 1.2379 | 1.3621 |
| Largest Winning Trade | 233667 | 233667 | 67977 | 1863279 | 1863279 | 948509 |
| Largest Losing Trade | -49865 | -33020 | -49865 | -868078 | -868078 | -512788 |
| Avg Bars in Trades | 101 | 92 | 110 | 101 | 92 | 110 |
| Avg Bars in Winners | 143 | 128 | 158 | 143 | 128 | 158 |
| Avg Bars in Losers | 65 | 63 | 68 | 65 | 63 | 68 |
| Bars Traded | 7318 | 3328 | 3990 | 7318 | 3328 | 3990 |
| Profit Streak | 0 | 0 | 587.772 | 0 | 0 | 587.772 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -72690 | 377292 | -96281 | -294787 | -581273 | -71736 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558828800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759041098836,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 205,
"offset": 7
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 194,
"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": [
[
601144.0917909013,
466079.0716802772,
135065.020110624,
433490.2937676087,
-32795.7606585482,
466286.0544261577
],
[
601.144092,
466.079072,
135.06502,
433.490294,
-32.795761,
466.286054
],
[
0.316059,
0.245047,
0.071012,
0.088066,
-0.020893,
0.091205
],
[
10,
10,
10,
10,
10,
10
],
[
-181476,
-176734,
-85946,
-2555749,
-2734307,
-573145
],
[
1.936325,
2.433545,
1.426205,
1.078657,
0.990294,
1.218699
],
[
72,
36,
36,
72,
36,
36
],
[
33,
16,
17,
33,
16,
17
],
[
39,
20,
19,
39,
20,
19
],
[
45.833333,
44.444444,
47.222222,
45.833333,
44.444444,
47.222222
],
[
2.288384,
3.041931,
1.593993,
1.274777,
1.237868,
1.362076
],
[
233667,
233667,
67977,
1863279,
1863279,
948509
],
[
-49865,
-33020,
-49865,
-868078,
-868078,
-512788
],
[
101,
92,
110,
101,
92,
110
],
[
143,
128,
158,
143,
128,
158
],
[
65,
63,
68,
65,
63,
68
],
[
7318,
3328,
3990,
7318,
3328,
3990
],
[
0,
0,
587.771977,
0,
0,
587.771977
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-72690,
377292,
-96281,
-294787,
-581273,
-71736
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558828800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759041098836,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 205,
"offset": 7
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 194,
"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) |
|---|