| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 600492.0233 | 467766.792 | 132725.2312 | 1625566.5991 | 958586.3065 | 666980.2927 |
| Total P&L (%) | 600.492 | 467.7668 | 132.7252 | 1625.5666 | 958.5863 | 666.9803 |
| Avg Daily Profit (%) | 0.3711 | 0.2891 | 0.082 | 0.1762 | 0.1459 | 0.126 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -167725 | -80439 | -154617 | -493014 | -252987 | -360215 |
| Profit Factor | 2.1355 | 2.9298 | 1.4633 | 1.6942 | 1.8859 | 1.5295 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
| Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
| Profitability (%) | 35.8333 | 30 | 41.6667 | 35.8333 | 30 | 41.6667 |
| Ratio Avg Win / Avg Loss | 3.824 | 6.8361 | 2.0487 | 3.0337 | 4.4004 | 2.1413 |
| Largest Winning Trade | 197576 | 197576 | 60080 | 540953 | 540953 | 348214 |
| Largest Losing Trade | -41889 | -19937 | -41889 | -360215 | -145659 | -360215 |
| Avg Bars in Trades | 155 | 126 | 185 | 155 | 126 | 185 |
| Avg Bars in Winners | 343 | 317 | 362 | 343 | 317 | 362 |
| Avg Bars in Losers | 51 | 44 | 58 | 51 | 44 | 58 |
| Bars Traded | 18701 | 7590 | 11111 | 18701 | 7590 | 11111 |
| Profit Streak | 0 | 0 | 501.3936 | 0 | 0 | 501.3936 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301366 | -163258 | -253354 | 210722 | -171464 | -193916 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580486400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759944404637,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
600492.0232586215,
467766.7920344933,
132725.2312241284,
1625566.599133463,
958586.3064727818,
666980.2926606815
],
[
600.492023,
467.766792,
132.725231,
1625.566599,
958.586306,
666.980293
],
[
0.371132,
0.289102,
0.08203,
0.176183,
0.145936,
0.125993
],
[
10,
10,
10,
10,
10,
10
],
[
-167725,
-80439,
-154617,
-493014,
-252987,
-360215
],
[
2.135469,
2.92977,
1.463339,
1.694169,
1.885899,
1.529478
],
[
120,
60,
60,
120,
60,
60
],
[
43,
18,
25,
43,
18,
25
],
[
77,
42,
35,
77,
42,
35
],
[
35.833333,
30,
41.666667,
35.833333,
30,
41.666667
],
[
3.82398,
6.836131,
2.048674,
3.033745,
4.40043,
2.141269
],
[
197576,
197576,
60080,
540953,
540953,
348214
],
[
-41889,
-19937,
-41889,
-360215,
-145659,
-360215
],
[
155,
126,
185,
155,
126,
185
],
[
343,
317,
362,
343,
317,
362
],
[
51,
44,
58,
51,
44,
58
],
[
18701,
7590,
11111,
18701,
7590,
11111
],
[
0,
0,
501.393572,
0,
0,
501.393572
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301366,
-163258,
-253354,
210722,
-171464,
-193916
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580486400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759944404637,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|