| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 950942.0118 | 637841.2136 | 313100.7982 | 20867509.5244 | 8070816.5003 | 12796693.0242 |
| Total P&L (%) | 950.942 | 637.8412 | 313.1008 | 20867.5095 | 8070.8165 | 12796.693 |
| Avg Daily Profit (%) | 0.5001 | 0.3355 | 0.1647 | 0.2815 | 0.2319 | 0.2559 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150274 | -73918 | -96698 | -13895224 | -3494758 | -13386882 |
| Profit Factor | 2.5433 | 3.0467 | 2.0281 | 1.6198 | 1.6353 | 1.6104 |
| Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
| Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
| Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
| Profitability (%) | 57.8947 | 61.4035 | 54.386 | 57.8947 | 61.4035 | 54.386 |
| Ratio Avg Win / Avg Loss | 1.8497 | 1.9151 | 1.701 | 1.178 | 1.0279 | 1.3506 |
| Largest Winning Trade | 158150 | 158150 | 58354 | 7318571 | 4682210 | 7318571 |
| Largest Losing Trade | -44311 | -44311 | -32517 | -5638330 | -3287714 | -5638330 |
| Avg Bars in Trades | 96 | 85 | 107 | 96 | 85 | 107 |
| Avg Bars in Winners | 99 | 86 | 113 | 99 | 86 | 113 |
| Avg Bars in Losers | 92 | 85 | 99 | 92 | 85 | 99 |
| Bars Traded | 11004 | 4890 | 6114 | 11004 | 4890 | 6114 |
| Profit Streak | 498.06 | 626.2267 | 498.06 | 498.06 | 626.2267 | 498.06 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 638577 | -162228 | -167728 | 467154 | -166949 | -168449 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557532800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759886787145,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 228,
"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": [
[
950942.0118011734,
637841.2135883743,
313100.7982127989,
20867509.524444774,
8070816.500271628,
12796693.024173146
],
[
950.942012,
637.841214,
313.100798,
20867.509524,
8070.8165,
12796.693024
],
[
0.500146,
0.335471,
0.164675,
0.281544,
0.231851,
0.255914
],
[
10,
10,
10,
10,
10,
10
],
[
-150274,
-73918,
-96698,
-13895224,
-3494758,
-13386882
],
[
2.543301,
3.04669,
2.028149,
1.619772,
1.635258,
1.610388
],
[
114,
57,
57,
114,
57,
57
],
[
66,
35,
31,
66,
35,
31
],
[
48,
22,
26,
48,
22,
26
],
[
57.894737,
61.403509,
54.385965,
57.894737,
61.403509,
54.385965
],
[
1.849674,
1.915063,
1.701028,
1.178016,
1.027876,
1.350648
],
[
158150,
158150,
58354,
7318571,
4682210,
7318571
],
[
-44311,
-44311,
-32517,
-5638330,
-3287714,
-5638330
],
[
96,
85,
107,
96,
85,
107
],
[
99,
86,
113,
99,
86,
113
],
[
92,
85,
99,
92,
85,
99
],
[
11004,
4890,
6114,
11004,
4890,
6114
],
[
498.060036,
626.226703,
498.060036,
498.060036,
626.226703,
498.060036
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
638577,
-162228,
-167728,
467154,
-166949,
-168449
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557532800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759886787145,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 228,
"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) |
|---|