| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 360850.3136 | 328708.2106 | 32142.103 | -117369.4553 | -74686.2971 | -42683.1582 |
| Total P&L (%) | 360.8503 | 328.7082 | 32.1421 | -117.3695 | -74.6863 | -42.6832 |
| Avg Daily Profit (%) | 0.1897 | 0.1728 | 0.0169 | 0 | -0.0722 | -0.0293 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138370 | -94904 | -180904 | -142774 | -75395 | -95479 |
| Profit Factor | 1.3526 | 1.8168 | 1.0518 | 0.6663 | 0.511 | 0.7856 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 56 | 22 | 34 | 50 | 27 | 23 |
| Losing Trades | 50 | 31 | 19 | 56 | 26 | 30 |
| Profitability (%) | 52.8302 | 41.5094 | 64.1509 | 47.1698 | 50.9434 | 43.3962 |
| Ratio Avg Win / Avg Loss | 1.2077 | 2.56 | 0.5878 | 0.7463 | 0.492 | 1.0247 |
| Largest Winning Trade | 263331 | 263331 | 50315 | 30909 | 11499 | 30909 |
| Largest Losing Trade | -117443 | -31091 | -117443 | -47059 | -20117 | -47059 |
| Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
| Avg Bars in Winners | 35 | 36 | 35 | 35 | 36 | 35 |
| Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
| Bars Traded | 3783 | 1890 | 1893 | 3783 | 1890 | 1893 |
| Profit Streak | 525.2626 | 525.2626 | 579.2626 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 357202 | -171938 | -515342 | -581596 | -760711 | -761734 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1554811200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759040292609,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.06216,
"nb": 0.01803,
"nc": 0.8902
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 14,
"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": [
[
360850.3135739898,
328708.2105783526,
32142.1029956372,
-117369.4552530612,
-74686.2970904595,
-42683.1581626018
],
[
360.850314,
328.708211,
32.142103,
-117.369455,
-74.686297,
-42.683158
],
[
0.189672,
0.172777,
0.016895,
0,
-0.072185,
-0.029251
],
[
10,
10,
10,
10,
10,
10
],
[
-138370,
-94904,
-180904,
-142774,
-75395,
-95479
],
[
1.352607,
1.816798,
1.051763,
0.666349,
0.510962,
0.785568
],
[
106,
53,
53,
106,
53,
53
],
[
56,
22,
34,
50,
27,
23
],
[
50,
31,
19,
56,
26,
30
],
[
52.830189,
41.509434,
64.150943,
47.169811,
50.943396,
43.396226
],
[
1.207685,
2.560033,
0.58775,
0.746311,
0.492037,
1.024654
],
[
263331,
263331,
50315,
30909,
11499,
30909
],
[
-117443,
-31091,
-117443,
-47059,
-20117,
-47059
],
[
35,
35,
35,
35,
35,
35
],
[
35,
36,
35,
35,
36,
35
],
[
35,
35,
36,
35,
35,
36
],
[
3783,
1890,
1893,
3783,
1890,
1893
],
[
525.262646,
525.262646,
579.262646,
0,
0,
0
],
[
3,
1,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
357202,
-171938,
-515342,
-581596,
-760711,
-761734
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1554811200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759040292609,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.06216,
"nb": 0.01803,
"nc": 0.8902
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 14,
"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) |
|---|