| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 525109.8485 | 385596.3781 | 139513.4704 | -115767.9117 | 2414713.136 | -2530481.0477 |
| Total P&L (%) | 525.1098 | 385.5964 | 139.5135 | -115.7679 | 2414.7131 | -2530.481 |
| Avg Daily Profit (%) | 0.276 | 0.2027 | 0.0733 | 0 | 0.1697 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150682 | -153964 | -146731 | -3010619 | -413322 | -2987402 |
| Profit Factor | 1.8374 | 2.1466 | 1.4797 | 0.9743 | 3.4693 | 0.2831 |
| Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
| Winning Trades | 62 | 29 | 33 | 70 | 39 | 31 |
| Losing Trades | 65 | 34 | 31 | 57 | 24 | 33 |
| Profitability (%) | 48.8189 | 46.0317 | 51.5625 | 55.1181 | 61.9048 | 48.4375 |
| Ratio Avg Win / Avg Loss | 1.9263 | 2.5167 | 1.3901 | 0.7934 | 2.1349 | 0.3014 |
| Largest Winning Trade | 200600 | 200600 | 65057 | 888750 | 888750 | 351174 |
| Largest Losing Trade | -100585 | -53239 | -100585 | -1692178 | -359941 | -1692178 |
| Avg Bars in Trades | 42 | 45 | 38 | 42 | 45 | 38 |
| Avg Bars in Winners | 36 | 32 | 39 | 38 | 49 | 26 |
| Avg Bars in Losers | 48 | 56 | 38 | 46 | 40 | 50 |
| Bars Traded | 5363 | 2876 | 2487 | 5363 | 2876 | 2487 |
| Profit Streak | 565.365 | 0 | 572.0317 | 0 | 573.365 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454861 | -136496 | -231858 | -579777 | -129764 | -720565 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1561334400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759740336837,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 246,
"na": 0.57955,
"nb": 0.38973,
"nc": 0.62623
}
}
} {
"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": [
[
525109.8485042303,
385596.3780918796,
139513.4704123497,
-115767.9116786276,
2414713.135993568,
-2530481.047672197
],
[
525.109849,
385.596378,
139.51347,
-115.767912,
2414.713136,
-2530.481048
],
[
0.276035,
0.202697,
0.073338,
0,
0.169659,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-150682,
-153964,
-146731,
-3010619,
-413322,
-2987402
],
[
1.837371,
2.146624,
1.479749,
0.974319,
3.469269,
0.283143
],
[
127,
63,
64,
127,
63,
64
],
[
62,
29,
33,
70,
39,
31
],
[
65,
34,
31,
57,
24,
33
],
[
48.818898,
46.031746,
51.5625,
55.11811,
61.904762,
48.4375
],
[
1.926276,
2.516732,
1.390067,
0.793374,
2.134935,
0.30141
],
[
200600,
200600,
65057,
888750,
888750,
351174
],
[
-100585,
-53239,
-100585,
-1692178,
-359941,
-1692178
],
[
42,
45,
38,
42,
45,
38
],
[
36,
32,
39,
38,
49,
26
],
[
48,
56,
38,
46,
40,
50
],
[
5363,
2876,
2487,
5363,
2876,
2487
],
[
565.36501,
0,
572.031676,
0,
573.36501,
0
],
[
1,
0,
2,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454861,
-136496,
-231858,
-579777,
-129764,
-720565
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1561334400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759740336837,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 246,
"na": 0.57955,
"nb": 0.38973,
"nc": 0.62623
}
}
}
| # | 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) |
|---|