| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 467286.0036 | 344884.5505 | 122401.4531 | -151143.8253 | 988485.1092 | -1139628.9345 |
| Total P&L (%) | 467.286 | 344.8846 | 122.4015 | -151.1438 | 988.4851 | -1139.6289 |
| Avg Daily Profit (%) | 0.2457 | 0.1813 | 0.0644 | 0 | 0.1256 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -233355 | -102307 | -236185 | -1249391 | -117908 | -1372982 |
| Profit Factor | 1.4671 | 1.7912 | 1.2169 | 0.9228 | 3.7533 | 0.2873 |
| Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
| Winning Trades | 97 | 48 | 49 | 106 | 55 | 51 |
| Losing Trades | 98 | 50 | 48 | 89 | 43 | 46 |
| Profitability (%) | 49.7436 | 48.9796 | 50.5155 | 54.359 | 56.1224 | 52.5773 |
| Ratio Avg Win / Avg Loss | 1.4823 | 1.8659 | 1.192 | 0.7748 | 2.9344 | 0.2591 |
| Largest Winning Trade | 105190 | 105190 | 61636 | 333991 | 333991 | 129086 |
| Largest Losing Trade | -102603 | -35850 | -102603 | -1158170 | -83552 | -1158170 |
| Avg Bars in Trades | 37 | 24 | 51 | 37 | 24 | 51 |
| Avg Bars in Winners | 43 | 21 | 64 | 32 | 22 | 43 |
| Avg Bars in Losers | 32 | 26 | 38 | 44 | 27 | 60 |
| Bars Traded | 7372 | 2376 | 4996 | 7372 | 2376 | 4996 |
| Profit Streak | 0 | 0 | 0 | 541.1861 | 581.9361 | 541.1861 |
| Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 361370 | 376089 | -107653 | -577823 | -15915 | -579779 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556517600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759703276029,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
467286.0035841981,
344884.5504995208,
122401.4530846776,
-151143.8252527495,
988485.1092374404,
-1139628.9344901904
],
[
467.286004,
344.88455,
122.401453,
-151.143825,
988.485109,
-1139.628934
],
[
0.245681,
0.181327,
0.064354,
0,
0.125598,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-233355,
-102307,
-236185,
-1249391,
-117908,
-1372982
],
[
1.467149,
1.791217,
1.216869,
0.92281,
3.753339,
0.287312
],
[
195,
98,
97,
195,
98,
97
],
[
97,
48,
49,
106,
55,
51
],
[
98,
50,
48,
89,
43,
46
],
[
49.74359,
48.979592,
50.515464,
54.358974,
56.122449,
52.57732
],
[
1.482274,
1.865851,
1.192035,
0.774812,
2.934429,
0.259144
],
[
105190,
105190,
61636,
333991,
333991,
129086
],
[
-102603,
-35850,
-102603,
-1158170,
-83552,
-1158170
],
[
37,
24,
51,
37,
24,
51
],
[
43,
21,
64,
32,
22,
43
],
[
32,
26,
38,
44,
27,
60
],
[
7372,
2376,
4996,
7372,
2376,
4996
],
[
0,
0,
0,
541.186065,
581.936065,
541.186065
],
[
0,
0,
0,
5,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
361370,
376089,
-107653,
-577823,
-15915,
-579779
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556517600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759703276029,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|