| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 801131.8865 | 564451.9695 | 236679.9171 | 8450073.3783 | 4065951.5545 | 4384121.8238 |
| Total P&L (%) | 801.1319 | 564.452 | 236.6799 | 8450.0734 | 4065.9516 | 4384.1218 |
| Avg Daily Profit (%) | 0.4211 | 0.2967 | 0.1244 | 0.2341 | 0.1962 | 0.2001 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -83039 | -135289 | -110267 | -1840157 | -2488179 | -831757 |
| Profit Factor | 2.1588 | 2.5199 | 1.7397 | 1.8813 | 1.6712 | 2.242 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
| Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
| Profitability (%) | 43.3566 | 37.5 | 49.2958 | 43.3566 | 37.5 | 49.2958 |
| Ratio Avg Win / Avg Loss | 2.8204 | 4.1998 | 1.7894 | 2.4579 | 2.7853 | 2.3061 |
| Largest Winning Trade | 215196 | 215196 | 64046 | 3483624 | 3483624 | 2258221 |
| Largest Losing Trade | -35776 | -20730 | -35776 | -1071111 | -1071111 | -726014 |
| Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
| Avg Bars in Winners | 66 | 66 | 65 | 66 | 66 | 65 |
| Avg Bars in Losers | 18 | 17 | 18 | 18 | 17 | 18 |
| Bars Traded | 5562 | 2586 | 2976 | 5562 | 2586 | 2976 |
| Profit Streak | 500.2229 | 506.2229 | 0 | 500.2229 | 506.2229 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 446891 | -70067 | -110852 | 370073 | -72563 | -74926 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555516800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759267258271,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 44,
"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": [
[
801131.886535572,
564451.9694696954,
236679.9170658765,
8450073.378339408,
4065951.554540966,
4384121.823798443
],
[
801.131887,
564.451969,
236.679917,
8450.073378,
4065.951555,
4384.121824
],
[
0.421132,
0.296716,
0.124416,
0.23412,
0.196243,
0.200119
],
[
10,
10,
10,
10,
10,
10
],
[
-83039,
-135289,
-110267,
-1840157,
-2488179,
-831757
],
[
2.158806,
2.519866,
1.739717,
1.881349,
1.671198,
2.241993
],
[
143,
72,
71,
143,
72,
71
],
[
62,
27,
35,
62,
27,
35
],
[
81,
45,
36,
81,
45,
36
],
[
43.356643,
37.5,
49.295775,
43.356643,
37.5,
49.295775
],
[
2.820375,
4.199776,
1.789423,
2.457891,
2.78533,
2.30605
],
[
215196,
215196,
64046,
3483624,
3483624,
2258221
],
[
-35776,
-20730,
-35776,
-1071111,
-1071111,
-726014
],
[
38,
35,
41,
38,
35,
41
],
[
66,
66,
65,
66,
66,
65
],
[
18,
17,
18,
18,
17,
18
],
[
5562,
2586,
2976,
5562,
2586,
2976
],
[
500.222897,
506.222897,
0,
500.222897,
506.222897,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
446891,
-70067,
-110852,
370073,
-72563,
-74926
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555516800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759267258271,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 44,
"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) |
|---|