| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 625364.3977 | 507016.384 | 118348.0137 | -2152412.2187 | 1385835.261 | -3538247.4797 |
| Total P&L (%) | 625.3644 | 507.0164 | 118.348 | -2152.4122 | 1385.8353 | -3538.2475 |
| Avg Daily Profit (%) | 0.3288 | 0.2666 | 0.0622 | 0 | 0.142 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -214293 | -85824 | -230051 | -4056997 | -1756537 | -3667809 |
| Profit Factor | 1.9659 | 2.5635 | 1.3662 | 0.7561 | 1.3584 | 0.2862 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 41 | 18 | 23 | 38 | 24 | 14 |
| Losing Trades | 28 | 17 | 11 | 31 | 11 | 20 |
| Profitability (%) | 59.4203 | 51.4286 | 67.6471 | 55.0725 | 68.5714 | 41.1765 |
| Ratio Avg Win / Avg Loss | 1.3426 | 2.4211 | 0.6534 | 0.6168 | 0.6226 | 0.4088 |
| Largest Winning Trade | 298006 | 298006 | 65973 | 1230560 | 1230560 | 546458 |
| Largest Losing Trade | -152215 | -39525 | -152215 | -1289690 | -1289690 | -1178186 |
| Avg Bars in Trades | 106 | 79 | 134 | 106 | 79 | 134 |
| Avg Bars in Winners | 131 | 92 | 162 | 73 | 59 | 96 |
| Avg Bars in Losers | 71 | 67 | 77 | 148 | 124 | 161 |
| Bars Traded | 7378 | 2795 | 4583 | 7378 | 2795 | 4583 |
| Profit Streak | 0 | 0 | 590.7535 | 496.5035 | 578.5035 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -93016 | 492118 | -107791 | -685535 | -951 | -584226 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557813600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759406706536,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 47,
"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": [
[
625364.3977269328,
507016.3840432271,
118348.0136837059,
-2152412.2187379077,
1385835.260990223,
-3538247.479728131
],
[
625.364398,
507.016384,
118.348014,
-2152.412219,
1385.835261,
-3538.24748
],
[
0.328793,
0.26657,
0.062223,
0,
0.141981,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-214293,
-85824,
-230051,
-4056997,
-1756537,
-3667809
],
[
1.965908,
2.563519,
1.366223,
0.756058,
1.358389,
0.286157
],
[
69,
35,
34,
69,
35,
34
],
[
41,
18,
23,
38,
24,
14
],
[
28,
17,
11,
31,
11,
20
],
[
59.42029,
51.428571,
67.647059,
55.072464,
68.571429,
41.176471
],
[
1.342571,
2.421101,
0.653411,
0.616784,
0.622595,
0.408795
],
[
298006,
298006,
65973,
1230560,
1230560,
546458
],
[
-152215,
-39525,
-152215,
-1289690,
-1289690,
-1178186
],
[
106,
79,
134,
106,
79,
134
],
[
131,
92,
162,
73,
59,
96
],
[
71,
67,
77,
148,
124,
161
],
[
7378,
2795,
4583,
7378,
2795,
4583
],
[
0,
0,
590.753548,
496.503548,
578.503548,
0
],
[
0,
0,
2,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-93016,
492118,
-107791,
-685535,
-951,
-584226
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557813600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759406706536,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 166,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 47,
"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) |
|---|