| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 321034.8449 | 297652.6061 | 23382.2388 | -15170.1403 | 142337.0479 | -157507.1883 |
| Total P&L (%) | 321.0348 | 297.6526 | 23.3822 | -15.1701 | 142.337 | -157.5072 |
| Avg Daily Profit (%) | 0.1984 | 0.184 | 0.0145 | -0.0102 | 0.0547 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104821 | -132568 | -157245 | -180343 | -204625 | -299624 |
| Profit Factor | 1.4671 | 1.8382 | 1.0704 | 0.9845 | 1.3075 | 0.6939 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
| Profitability (%) | 46.4286 | 42.8571 | 50 | 46.4286 | 42.8571 | 50 |
| Ratio Avg Win / Avg Loss | 1.6928 | 2.451 | 1.0704 | 1.1359 | 1.7434 | 0.6939 |
| Largest Winning Trade | 257676 | 257676 | 51528 | 157709 | 157709 | 60113 |
| Largest Losing Trade | -41399 | -36272 | -41399 | -72587 | -50177 | -72587 |
| Avg Bars in Trades | 223 | 204 | 241 | 223 | 204 | 241 |
| Avg Bars in Winners | 329 | 311 | 346 | 329 | 311 | 346 |
| Avg Bars in Losers | 130 | 125 | 136 | 130 | 125 | 136 |
| Bars Traded | 18737 | 8608 | 10129 | 18737 | 8608 | 10129 |
| Profit Streak | 0 | 0 | 542.3925 | 0 | 0 | 542.3925 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 311737 | 296551 | -320642 | -580275 | -121337 | -580150 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758792313958,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 233,
"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": [
[
321034.8449143842,
297652.6061270678,
23382.2387873162,
-15170.1403147877,
142337.0479357776,
-157507.1882505653
],
[
321.034845,
297.652606,
23.382239,
-15.17014,
142.337048,
-157.507188
],
[
0.198415,
0.183963,
0.014451,
-0.010168,
0.054722,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-104821,
-132568,
-157245,
-180343,
-204625,
-299624
],
[
1.467113,
1.838223,
1.070391,
0.984479,
1.307548,
0.693921
],
[
84,
42,
42,
84,
42,
42
],
[
39,
18,
21,
39,
18,
21
],
[
45,
24,
21,
45,
24,
21
],
[
46.428571,
42.857143,
50,
46.428571,
42.857143,
50
],
[
1.692822,
2.450964,
1.070391,
1.135938,
1.743397,
0.693921
],
[
257676,
257676,
51528,
157709,
157709,
60113
],
[
-41399,
-36272,
-41399,
-72587,
-50177,
-72587
],
[
223,
204,
241,
223,
204,
241
],
[
329,
311,
346,
329,
311,
346
],
[
130,
125,
136,
130,
125,
136
],
[
18737,
8608,
10129,
18737,
8608,
10129
],
[
0,
0,
542.392523,
0,
0,
542.392523
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311737,
296551,
-320642,
-580275,
-121337,
-580150
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580400000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758792313958,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 233,
"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) |
|---|