| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 672610.4488 | 465541.5771 | 207068.8717 | 2732636.0254 | 350347.5474 | 2382288.478 |
| Total P&L (%) | 672.6104 | 465.5416 | 207.0689 | 2732.636 | 350.3475 | 2382.2885 |
| Avg Daily Profit (%) | 0.3536 | 0.2447 | 0.1089 | 0.1759 | 0.0791 | 0.169 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -80666 | -97137 | -109395 | -1609600 | -1863108 | -794022 |
| Profit Factor | 2.5886 | 2.9615 | 2.113 | 1.4396 | 1.0863 | 2.1055 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
| Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
| Profitability (%) | 40 | 30 | 50 | 40 | 30 | 50 |
| Ratio Avg Win / Avg Loss | 3.883 | 6.9101 | 2.113 | 2.1593 | 2.5346 | 2.1055 |
| Largest Winning Trade | 229200 | 229200 | 52769 | 963885 | 963885 | 888760 |
| Largest Losing Trade | -31171 | -27683 | -31171 | -1084336 | -1084336 | -794022 |
| Avg Bars in Trades | 93 | 80 | 106 | 93 | 80 | 106 |
| Avg Bars in Winners | 175 | 170 | 179 | 175 | 170 | 179 |
| Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
| Bars Traded | 5606 | 2415 | 3191 | 5606 | 2415 | 3191 |
| Profit Streak | 0 | 0 | 716.4305 | 0 | 0 | 716.4305 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -163379 | 210013 | -42745 | -167786 | -219655 | 456688 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1554422400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759832393967,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 220,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 7,
"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": [
[
672610.4488408853,
465541.5770942089,
207068.8717466765,
2732636.025377724,
350347.5474112388,
2382288.477966486
],
[
672.610449,
465.541577,
207.068872,
2732.636025,
350.347547,
2382.288478
],
[
0.353572,
0.244722,
0.10885,
0.175928,
0.079137,
0.168976
],
[
10,
10,
10,
10,
10,
10
],
[
-80666,
-97137,
-109395,
-1609600,
-1863108,
-794022
],
[
2.588637,
2.961468,
2.113005,
1.439556,
1.086251,
2.105534
],
[
60,
30,
30,
60,
30,
30
],
[
24,
9,
15,
24,
9,
15
],
[
36,
21,
15,
36,
21,
15
],
[
40,
30,
50,
40,
30,
50
],
[
3.882955,
6.910091,
2.113005,
2.159334,
2.534587,
2.105534
],
[
229200,
229200,
52769,
963885,
963885,
888760
],
[
-31171,
-27683,
-31171,
-1084336,
-1084336,
-794022
],
[
93,
80,
106,
93,
80,
106
],
[
175,
170,
179,
175,
170,
179
],
[
38,
42,
33,
38,
42,
33
],
[
5606,
2415,
3191,
5606,
2415,
3191
],
[
0,
0,
716.430486,
0,
0,
716.430486
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-163379,
210013,
-42745,
-167786,
-219655,
456688
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1554422400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759832393967,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 220,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 7,
"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) |
|---|