| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 295874.0989 | 311257.2104 | -15383.1115 | -204578.2008 | 295144.6147 | -499722.8155 |
| Total P&L (%) | 295.8741 | 311.2572 | -15.3831 | -204.5782 | 295.1446 | -499.7228 |
| Avg Daily Profit (%) | 0.1556 | 0.1636 | -0.0081 | 0 | 0.0723 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -243806 | -91634 | -257633 | -630370 | -125434 | -744227 |
| Profit Factor | 1.4607 | 2.234 | 0.9606 | 0.8424 | 1.816 | 0.4665 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 29 | 15 | 14 | 32 | 16 | 16 |
| Losing Trades | 29 | 14 | 15 | 26 | 13 | 13 |
| Profitability (%) | 50 | 51.7241 | 48.2759 | 55.1724 | 55.1724 | 55.1724 |
| Ratio Avg Win / Avg Loss | 1.4607 | 2.0851 | 1.0292 | 0.6845 | 1.4755 | 0.379 |
| Largest Winning Trade | 267073 | 267073 | 66469 | 167125 | 167125 | 90309 |
| Largest Losing Trade | -138624 | -39790 | -138624 | -575405 | -114164 | -575405 |
| Avg Bars in Trades | 120 | 81 | 159 | 120 | 81 | 159 |
| Avg Bars in Winners | 150 | 79 | 226 | 95 | 72 | 117 |
| Avg Bars in Losers | 90 | 84 | 96 | 151 | 92 | 210 |
| Bars Traded | 6992 | 2374 | 4618 | 6992 | 2374 | 4618 |
| Profit Streak | 0 | 0 | 0 | 585.9933 | 585.9933 | 712.9933 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -171192 | 422303 | -579836 | -758648 | -92913 | -578831 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559260800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760010621021,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 37,
"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": [
[
295874.0988985131,
311257.2104046681,
-15383.1115061549,
-204578.2007842255,
295144.6146873322,
-499722.8154715579
],
[
295.874099,
311.25721,
-15.383112,
-204.578201,
295.144615,
-499.722815
],
[
0.155559,
0.163647,
-0.008088,
0,
0.07227,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-243806,
-91634,
-257633,
-630370,
-125434,
-744227
],
[
1.460679,
2.234035,
0.960559,
0.842433,
1.815959,
0.466474
],
[
58,
29,
29,
58,
29,
29
],
[
29,
15,
14,
32,
16,
16
],
[
29,
14,
15,
26,
13,
13
],
[
50,
51.724138,
48.275862,
55.172414,
55.172414,
55.172414
],
[
1.460679,
2.0851,
1.029171,
0.684477,
1.475466,
0.37901
],
[
267073,
267073,
66469,
167125,
167125,
90309
],
[
-138624,
-39790,
-138624,
-575405,
-114164,
-575405
],
[
120,
81,
159,
120,
81,
159
],
[
150,
79,
226,
95,
72,
117
],
[
90,
84,
96,
151,
92,
210
],
[
6992,
2374,
4618,
6992,
2374,
4618
],
[
0,
0,
0,
585.993299,
585.993299,
712.993299
],
[
0,
0,
0,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-171192,
422303,
-579836,
-758648,
-92913,
-578831
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559260800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760010621021,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 37,
"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) |
|---|