| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 556095.7222 | 423458.9616 | 132636.7606 | 344423.8585 | 108710.4362 | 235713.4223 |
| Total P&L (%) | 556.0957 | 423.459 | 132.6368 | 344.4239 | 108.7104 | 235.7134 |
| Avg Daily Profit (%) | 0.2924 | 0.2226 | 0.0697 | 0.0785 | 0.0387 | 0.0637 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119335 | -160384 | -104192 | -972738 | -1277508 | -500153 |
| Profit Factor | 1.6775 | 1.8444 | 1.4154 | 1.0818 | 1.0404 | 1.1554 |
| Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
| Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
| Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
| Profitability (%) | 38.9937 | 35 | 43.038 | 38.9937 | 35 | 43.038 |
| Ratio Avg Win / Avg Loss | 2.6245 | 3.4253 | 1.8733 | 1.6925 | 1.9321 | 1.5292 |
| Largest Winning Trade | 244957 | 244957 | 40297 | 803602 | 803602 | 305043 |
| Largest Losing Trade | -37386 | -32802 | -37386 | -311350 | -311350 | -264749 |
| Avg Bars in Trades | 46 | 57 | 35 | 46 | 57 | 35 |
| Avg Bars in Winners | 75 | 108 | 48 | 75 | 108 | 48 |
| Avg Bars in Losers | 28 | 30 | 25 | 28 | 30 | 25 |
| Bars Traded | 7424 | 4637 | 2788 | 7424 | 4637 | 2788 |
| 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 | 308087 | -13976 | -127591 | -221046 | -341499 | -186047 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556517600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760146185324,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 222,
"offset": 168,
"std": 1.84457
}
}
} {
"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": [
[
556095.7221578112,
423458.9616075546,
132636.7605502565,
344423.858479753,
108710.4361737733,
235713.4223059797
],
[
556.095722,
423.458962,
132.636761,
344.423858,
108.710436,
235.713422
],
[
0.292374,
0.222639,
0.069735,
0.078454,
0.038692,
0.063695
],
[
10,
10,
10,
10,
10,
10
],
[
-119335,
-160384,
-104192,
-972738,
-1277508,
-500153
],
[
1.677507,
1.844419,
1.415377,
1.081834,
1.040386,
1.155376
],
[
159,
80,
79,
159,
80,
79
],
[
62,
28,
34,
62,
28,
34
],
[
97,
52,
45,
97,
52,
45
],
[
38.993711,
35,
43.037975,
38.993711,
35,
43.037975
],
[
2.624487,
3.425349,
1.873293,
1.692547,
1.932146,
1.529175
],
[
244957,
244957,
40297,
803602,
803602,
305043
],
[
-37386,
-32802,
-37386,
-311350,
-311350,
-264749
],
[
46,
57,
35,
46,
57,
35
],
[
75,
108,
48,
75,
108,
48
],
[
28,
30,
25,
28,
30,
25
],
[
7424,
4637,
2788,
7424,
4637,
2788
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308087,
-13976,
-127591,
-221046,
-341499,
-186047
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556517600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760146185324,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 222,
"offset": 168,
"std": 1.84457
}
}
}
| # | 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) |
|---|