| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 611277.2558 | 456378.6201 | 154898.6357 | 1139339.1221 | 404909.0564 | 734430.0657 |
| Total P&L (%) | 611.2773 | 456.3786 | 154.8986 | 1139.3391 | 404.9091 | 734.4301 |
| Avg Daily Profit (%) | 0.3214 | 0.2399 | 0.0814 | 0.1324 | 0.0852 | 0.1116 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -175788 | -105755 | -173097 | -1005585 | -1031970 | -827345 |
| Profit Factor | 1.9011 | 2.2777 | 1.4823 | 1.2562 | 1.1463 | 1.4373 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
| Profitability (%) | 42.1053 | 39.5833 | 44.6809 | 42.1053 | 39.5833 | 44.6809 |
| Ratio Avg Win / Avg Loss | 2.614 | 3.4764 | 1.8352 | 1.7272 | 1.7496 | 1.7795 |
| Largest Winning Trade | 214170 | 214170 | 67206 | 483687 | 483687 | 440128 |
| Largest Losing Trade | -43540 | -43540 | -28257 | -533173 | -533173 | -294298 |
| Avg Bars in Trades | 77 | 62 | 93 | 77 | 62 | 93 |
| Avg Bars in Winners | 128 | 97 | 156 | 128 | 97 | 156 |
| Avg Bars in Losers | 41 | 39 | 43 | 41 | 39 | 43 |
| Bars Traded | 7391 | 2978 | 4413 | 7391 | 2978 | 4413 |
| Profit Streak | 0 | 0 | 674.868 | 0 | 0 | 674.868 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 355234 | 300108 | -82566 | -17704 | -141725 | -42202 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556625600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759805391547,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 21,
"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": [
[
611277.2558339642,
456378.6201135746,
154898.6357203894,
1139339.1220742734,
404909.0564064351,
734430.0656678382
],
[
611.277256,
456.37862,
154.898636,
1139.339122,
404.909056,
734.430066
],
[
0.321387,
0.239947,
0.08144,
0.132431,
0.085168,
0.111607
],
[
10,
10,
10,
10,
10,
10
],
[
-175788,
-105755,
-173097,
-1005585,
-1031970,
-827345
],
[
1.901073,
2.27765,
1.48227,
1.256158,
1.146274,
1.437253
],
[
95,
48,
47,
95,
48,
47
],
[
40,
19,
21,
40,
19,
21
],
[
55,
29,
26,
55,
29,
26
],
[
42.105263,
39.583333,
44.680851,
42.105263,
39.583333,
44.680851
],
[
2.613975,
3.476414,
1.835191,
1.727217,
1.749576,
1.779457
],
[
214170,
214170,
67206,
483687,
483687,
440128
],
[
-43540,
-43540,
-28257,
-533173,
-533173,
-294298
],
[
77,
62,
93,
77,
62,
93
],
[
128,
97,
156,
128,
97,
156
],
[
41,
39,
43,
41,
39,
43
],
[
7391,
2978,
4413,
7391,
2978,
4413
],
[
0,
0,
674.867958,
0,
0,
674.867958
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
355234,
300108,
-82566,
-17704,
-141725,
-42202
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556625600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759805391547,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 21,
"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) |
|---|