| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 683497.1245 | 477986.9744 | 205510.1501 | 3713090.5143 | 1378908.9129 | 2334181.6013 |
| Total P&L (%) | 683.4971 | 477.987 | 205.5102 | 3713.0905 | 1378.9089 | 2334.1816 |
| Avg Daily Profit (%) | 0.3594 | 0.2513 | 0.1081 | 0.1916 | 0.1417 | 0.168 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93764 | -117016 | -105157 | -1245777 | -2300010 | -680419 |
| Profit Factor | 1.9306 | 2.1972 | 1.6131 | 1.4453 | 1.2858 | 1.6643 |
| Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
| Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
| Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
| Profitability (%) | 34.6821 | 32.1839 | 37.2093 | 34.6821 | 32.1839 | 37.2093 |
| Ratio Avg Win / Avg Loss | 3.636 | 4.6297 | 2.7221 | 2.722 | 2.7094 | 2.8086 |
| Largest Winning Trade | 160257 | 160257 | 53016 | 1191254 | 1191254 | 874263 |
| Largest Losing Trade | -25141 | -15529 | -25141 | -363845 | -363424 | -363845 |
| Avg Bars in Trades | 42 | 37 | 48 | 42 | 37 | 48 |
| Avg Bars in Winners | 92 | 82 | 100 | 92 | 82 | 100 |
| Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
| Bars Traded | 7394 | 3231 | 4163 | 7394 | 3231 | 4163 |
| Profit Streak | 505.684 | 542.434 | 0 | 505.684 | 542.434 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309580 | 214188 | -50984 | 200968 | -8592 | 202255 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555610400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759595100922,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 8,
"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": [
[
683497.1244551245,
477986.9744014094,
205510.1500537152,
3713090.5142551027,
1378908.9129179688,
2334181.601337133
],
[
683.497124,
477.986974,
205.51015,
3713.090514,
1378.908913,
2334.181601
],
[
0.359357,
0.251308,
0.10805,
0.191615,
0.141735,
0.167975
],
[
10,
10,
10,
10,
10,
10
],
[
-93764,
-117016,
-105157,
-1245777,
-2300010,
-680419
],
[
1.930593,
2.197167,
1.61308,
1.445315,
1.285809,
1.664339
],
[
173,
87,
86,
173,
87,
86
],
[
60,
28,
32,
60,
28,
32
],
[
113,
59,
54,
113,
59,
54
],
[
34.682081,
32.183908,
37.209302,
34.682081,
32.183908,
37.209302
],
[
3.635951,
4.629745,
2.722072,
2.722009,
2.709383,
2.808572
],
[
160257,
160257,
53016,
1191254,
1191254,
874263
],
[
-25141,
-15529,
-25141,
-363845,
-363424,
-363845
],
[
42,
37,
48,
42,
37,
48
],
[
92,
82,
100,
92,
82,
100
],
[
16,
15,
17,
16,
15,
17
],
[
7394,
3231,
4163,
7394,
3231,
4163
],
[
505.684038,
542.434038,
0,
505.684038,
542.434038,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309580,
214188,
-50984,
200968,
-8592,
202255
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555610400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759595100922,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 8,
"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) |
|---|