| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 915013.4121 | 688599.3923 | 226414.0197 | 7430309.1906 | 3736791.4412 | 3693517.7495 |
| Total P&L (%) | 915.0134 | 688.5994 | 226.414 | 7430.3092 | 3736.7914 | 3693.5177 |
| Avg Daily Profit (%) | 0.4812 | 0.3622 | 0.1191 | 0.2275 | 0.192 | 0.1914 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125797 | -61143 | -136847 | -1977195 | -1578756 | -1105872 |
| Profit Factor | 2.3435 | 2.8696 | 1.724 | 2.1544 | 2.0349 | 2.307 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Profitability (%) | 44.8529 | 44.1176 | 45.5882 | 44.8529 | 44.1176 | 45.5882 |
| Ratio Avg Win / Avg Loss | 2.8814 | 3.6348 | 2.0576 | 2.6488 | 2.5776 | 2.7536 |
| Largest Winning Trade | 277500 | 277500 | 58852 | 2786470 | 2786470 | 2077749 |
| Largest Losing Trade | -43809 | -43809 | -29600 | -1105872 | -994053 | -1105872 |
| Avg Bars in Trades | 82 | 69 | 94 | 82 | 69 | 94 |
| Avg Bars in Winners | 130 | 107 | 152 | 130 | 107 | 152 |
| Avg Bars in Losers | 42 | 40 | 45 | 42 | 40 | 45 |
| Bars Traded | 11156 | 4755 | 6401 | 11156 | 4755 | 6401 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 477479 | -96843 | -141936 | 386277 | -99908 | -98816 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556452800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759333494834,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 153,
"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": [
[
915013.41205047,
688599.3923425133,
226414.0197079566,
7430309.190649462,
3736791.4411575445,
3693517.7494919146
],
[
915.013412,
688.599392,
226.41402,
7430.309191,
3736.791441,
3693.517749
],
[
0.481249,
0.362167,
0.119082,
0.227548,
0.192009,
0.191411
],
[
10,
10,
10,
10,
10,
10
],
[
-125797,
-61143,
-136847,
-1977195,
-1578756,
-1105872
],
[
2.343519,
2.869569,
1.723975,
2.154382,
2.034914,
2.307029
],
[
136,
68,
68,
136,
68,
68
],
[
61,
30,
31,
61,
30,
31
],
[
75,
38,
37,
75,
38,
37
],
[
44.852941,
44.117647,
45.588235,
44.852941,
44.117647,
45.588235
],
[
2.881376,
3.634787,
2.057647,
2.64883,
2.577558,
2.753551
],
[
277500,
277500,
58852,
2786470,
2786470,
2077749
],
[
-43809,
-43809,
-29600,
-1105872,
-994053,
-1105872
],
[
82,
69,
94,
82,
69,
94
],
[
130,
107,
152,
130,
107,
152
],
[
42,
40,
45,
42,
40,
45
],
[
11156,
4755,
6401,
11156,
4755,
6401
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477479,
-96843,
-141936,
386277,
-99908,
-98816
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556452800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759333494834,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 153,
"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) |
|---|