| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 404994.2185 | 323316.4631 | 81677.7555 | -45086.0227 | 44874.7571 | -89960.7799 |
| Total P&L (%) | 404.9942 | 323.3165 | 81.6778 | -45.086 | 44.8748 | -89.9608 |
| Avg Daily Profit (%) | 0.2129 | 0.17 | 0.0429 | -0.0315 | 0.0195 | -0.1208 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -196349 | -55636 | -253069 | -313964 | -116159 | -271212 |
| Profit Factor | 1.4829 | 2.7561 | 1.1248 | 0.9376 | 1.2448 | 0.833 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
| Profitability (%) | 59.8361 | 60.6557 | 59.0164 | 59.8361 | 60.6557 | 59.0164 |
| Ratio Avg Win / Avg Loss | 0.9954 | 1.7878 | 0.7811 | 0.6293 | 0.8074 | 0.5785 |
| Largest Winning Trade | 95918 | 95918 | 58053 | 72302 | 46266 | 72302 |
| Largest Losing Trade | -82911 | -26307 | -82911 | -128780 | -77500 | -128780 |
| Avg Bars in Trades | 59 | 28 | 91 | 59 | 28 | 91 |
| Avg Bars in Winners | 51 | 23 | 80 | 51 | 23 | 80 |
| Avg Bars in Losers | 72 | 36 | 107 | 72 | 36 | 107 |
| Bars Traded | 7298 | 1732 | 5566 | 7298 | 1732 | 5566 |
| Profit Streak | 517.5204 | 517.5204 | 555.0204 | 517.5204 | 517.5204 | 555.0204 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367235 | -146813 | -379647 | -577843 | -329963 | -739955 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557187200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758889758869,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 124,
"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": [
[
404994.2185365012,
323316.4630755423,
81677.7554609592,
-45086.0227401479,
44874.7571456568,
-89960.7798858046
],
[
404.994219,
323.316463,
81.677755,
-45.086023,
44.874757,
-89.96078
],
[
0.212931,
0.169988,
0.042943,
-0.031509,
0.019492,
-0.120782
],
[
10,
10,
10,
10,
10,
10
],
[
-196349,
-55636,
-253069,
-313964,
-116159,
-271212
],
[
1.482934,
2.756122,
1.124793,
0.937567,
1.244781,
0.833043
],
[
122,
61,
61,
122,
61,
61
],
[
73,
37,
36,
73,
37,
36
],
[
49,
24,
25,
49,
24,
25
],
[
59.836066,
60.655738,
59.016393,
59.836066,
60.655738,
59.016393
],
[
0.995394,
1.787755,
0.781106,
0.629326,
0.807426,
0.578502
],
[
95918,
95918,
58053,
72302,
46266,
72302
],
[
-82911,
-26307,
-82911,
-128780,
-77500,
-128780
],
[
59,
28,
91,
59,
28,
91
],
[
51,
23,
80,
51,
23,
80
],
[
72,
36,
107,
72,
36,
107
],
[
7298,
1732,
5566,
7298,
1732,
5566
],
[
517.520357,
517.520357,
555.020357,
517.520357,
517.520357,
555.020357
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367235,
-146813,
-379647,
-577843,
-329963,
-739955
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557187200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758889758869,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 137,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 124,
"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) |
|---|