| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 427465.4206 | 367644.3674 | 59821.0532 | -37933.8018 | 99483.9509 | -137417.7527 |
| Total P&L (%) | 427.4654 | 367.6444 | 59.8211 | -37.9338 | 99.484 | -137.4178 |
| Avg Daily Profit (%) | 0.2247 | 0.1933 | 0.0314 | -0.0251 | 0.0363 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125283 | -131245 | -159573 | -195967 | -128420 | -255267 |
| Profit Factor | 1.6774 | 2.0005 | 1.227 | 0.9452 | 1.2891 | 0.6048 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 53.6232 | 54.2857 | 52.9412 | 53.6232 | 54.2857 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.4507 | 1.6846 | 1.0906 | 0.8174 | 1.0856 | 0.5376 |
| Largest Winning Trade | 271689 | 271689 | 61074 | 127365 | 127365 | 46477 |
| Largest Losing Trade | -71219 | -47591 | -71219 | -141982 | -63578 | -141982 |
| Avg Bars in Trades | 80 | 78 | 82 | 80 | 78 | 82 |
| Avg Bars in Winners | 105 | 95 | 115 | 105 | 95 | 115 |
| Avg Bars in Losers | 51 | 58 | 44 | 51 | 58 | 44 |
| Bars Traded | 5539 | 2742 | 2797 | 5539 | 2742 | 2797 |
| Profit Streak | 0 | 0 | 588.078 | 0 | 0 | 588.078 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -95631 | 428776 | -150972 | -686308 | -143832 | -579830 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557360000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759571541275,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 109,
"offset": 0,
"a": 0.68646
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 55,
"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": [
[
427465.4205978225,
367644.3673826508,
59821.0532151719,
-37933.8018387324,
99483.9508690495,
-137417.7527077819
],
[
427.465421,
367.644367,
59.821053,
-37.933802,
99.483951,
-137.417753
],
[
0.224706,
0.19326,
0.031446,
-0.02507,
0.036308,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-125283,
-131245,
-159573,
-195967,
-128420,
-255267
],
[
1.677374,
2.000457,
1.22695,
0.945166,
1.289103,
0.604753
],
[
69,
35,
34,
69,
35,
34
],
[
37,
19,
18,
37,
19,
18
],
[
32,
16,
16,
32,
16,
16
],
[
53.623188,
54.285714,
52.941176,
53.623188,
54.285714,
52.941176
],
[
1.450702,
1.684596,
1.090623,
0.817441,
1.08556,
0.537558
],
[
271689,
271689,
61074,
127365,
127365,
46477
],
[
-71219,
-47591,
-71219,
-141982,
-63578,
-141982
],
[
80,
78,
82,
80,
78,
82
],
[
105,
95,
115,
105,
95,
115
],
[
51,
58,
44,
51,
58,
44
],
[
5539,
2742,
2797,
5539,
2742,
2797
],
[
0,
0,
588.078024,
0,
0,
588.078024
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-95631,
428776,
-150972,
-686308,
-143832,
-579830
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557360000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759571541275,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 109,
"offset": 0,
"a": 0.68646
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 55,
"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) |
|---|