| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 840777.029 | 643548.0205 | 197229.0085 | 2546180.1837 | 552130.0551 | 1994050.1286 |
| Total P&L (%) | 840.777 | 643.548 | 197.229 | 2546.1802 | 552.1301 | 1994.0501 |
| Avg Daily Profit (%) | 0.442 | 0.3384 | 0.1037 | 0.1724 | 0.0986 | 0.16 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -152070 | -85167 | -102224 | -1938928 | -1555091 | -1114516 |
| Profit Factor | 2.8212 | 3.4699 | 1.9807 | 1.4449 | 1.1478 | 2.0036 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
| Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
| Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
| Ratio Avg Win / Avg Loss | 3.6571 | 6.3089 | 1.8569 | 1.873 | 2.0869 | 1.8784 |
| Largest Winning Trade | 376403 | 376403 | 58338 | 1155996 | 1155996 | 954451 |
| Largest Losing Trade | -48385 | -48385 | -48240 | -1114516 | -799670 | -1114516 |
| Avg Bars in Trades | 118 | 83 | 153 | 118 | 83 | 153 |
| Avg Bars in Winners | 220 | 180 | 248 | 220 | 180 | 248 |
| Avg Bars in Losers | 39 | 30 | 51 | 39 | 30 | 51 |
| Bars Traded | 7342 | 2599 | 4743 | 7342 | 2599 | 4743 |
| Profit Streak | 0 | 0 | 540.3569 | 0 | 0 | 540.3569 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -145795 | 366191 | -50029 | -151404 | -123434 | 441230 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558699200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759372437383,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 32,
"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": [
[
840777.0290096218,
643548.0205125962,
197229.0084970256,
2546180.183704414,
552130.055062386,
1994050.1286420282
],
[
840.777029,
643.548021,
197.229008,
2546.180184,
552.130055,
1994.050129
],
[
0.442049,
0.338353,
0.103696,
0.172372,
0.098633,
0.160048
],
[
10,
10,
10,
10,
10,
10
],
[
-152070,
-85167,
-102224,
-1938928,
-1555091,
-1114516
],
[
2.821181,
3.469892,
1.980708,
1.444876,
1.147769,
2.003593
],
[
62,
31,
31,
62,
31,
31
],
[
27,
11,
16,
27,
11,
16
],
[
35,
20,
15,
35,
20,
15
],
[
43.548387,
35.483871,
51.612903,
43.548387,
35.483871,
51.612903
],
[
3.657086,
6.308895,
1.856914,
1.872988,
2.086853,
1.878368
],
[
376403,
376403,
58338,
1155996,
1155996,
954451
],
[
-48385,
-48385,
-48240,
-1114516,
-799670,
-1114516
],
[
118,
83,
153,
118,
83,
153
],
[
220,
180,
248,
220,
180,
248
],
[
39,
30,
51,
39,
30,
51
],
[
7342,
2599,
4743,
7342,
2599,
4743
],
[
0,
0,
540.356914,
0,
0,
540.356914
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145795,
366191,
-50029,
-151404,
-123434,
441230
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558699200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759372437383,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 32,
"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) |
|---|