| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 620481.4609 | 398155.6327 | 222325.8282 | 3447914.9442 | -387293.1256 | 3835208.0698 |
| Total P&L (%) | 620.4815 | 398.1556 | 222.3258 | 3447.9149 | -387.2931 | 3835.2081 |
| Avg Daily Profit (%) | 0.3262 | 0.2093 | 0.1169 | 0.1878 | 0 | 0.1932 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81609 | -65546 | -43813 | -1508653 | -2462933 | -1271074 |
| Profit Factor | 3.0923 | 3.2265 | 2.8883 | 1.4938 | 0.9093 | 2.4153 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 40.9091 | 36.3636 | 45.4545 | 40.9091 | 36.3636 | 45.4545 |
| Ratio Avg Win / Avg Loss | 4.4666 | 5.6464 | 3.466 | 2.1577 | 1.5914 | 2.8984 |
| Largest Winning Trade | 163517 | 163517 | 59113 | 1498915 | 1363871 | 1498915 |
| Largest Losing Trade | -20968 | -20968 | -15830 | -772996 | -770183 | -772996 |
| Avg Bars in Trades | 81 | 74 | 88 | 81 | 74 | 88 |
| Avg Bars in Winners | 167 | 153 | 177 | 167 | 153 | 177 |
| Avg Bars in Losers | 21 | 28 | 13 | 21 | 28 | 13 |
| Bars Traded | 5367 | 2448 | 2919 | 5367 | 2448 | 2919 |
| Profit Streak | 0 | 0 | 594.0958 | 0 | 0 | 594.0958 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -117288 | 307437 | -32674 | -122000 | -583328 | 409411 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559059200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760091477112,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 4,
"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": [
[
620481.4608582788,
398155.6326573592,
222325.8282009196,
3447914.944174352,
-387293.1255878527,
3835208.0697622057
],
[
620.481461,
398.155633,
222.325828,
3447.914944,
-387.293126,
3835.20807
],
[
0.326169,
0.209299,
0.11687,
0.187785,
0,
0.193242
],
[
10,
10,
10,
10,
10,
10
],
[
-81609,
-65546,
-43813,
-1508653,
-2462933,
-1271074
],
[
3.092253,
3.226528,
2.888313,
1.493824,
0.909347,
2.415304
],
[
66,
33,
33,
66,
33,
33
],
[
27,
12,
15,
27,
12,
15
],
[
39,
21,
18,
39,
21,
18
],
[
40.909091,
36.363636,
45.454545,
40.909091,
36.363636,
45.454545
],
[
4.466588,
5.646424,
3.465976,
2.157745,
1.591357,
2.898365
],
[
163517,
163517,
59113,
1498915,
1363871,
1498915
],
[
-20968,
-20968,
-15830,
-772996,
-770183,
-772996
],
[
81,
74,
88,
81,
74,
88
],
[
167,
153,
177,
167,
153,
177
],
[
21,
28,
13,
21,
28,
13
],
[
5367,
2448,
2919,
5367,
2448,
2919
],
[
0,
0,
594.0958,
0,
0,
594.0958
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-117288,
307437,
-32674,
-122000,
-583328,
409411
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559059200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760091477112,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 4,
"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) |
|---|