| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 551126.061 | 437880.6328 | 113245.4282 | 364988.7075 | -356201.5054 | 721190.2129 |
| Total P&L (%) | 551.1261 | 437.8806 | 113.2454 | 364.9887 | -356.2015 | 721.1902 |
| Avg Daily Profit (%) | 0.2897 | 0.2302 | 0.0595 | 0.0808 | 0 | 0.1107 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -206130 | -205719 | -92990 | -5578000 | -5642060 | -1965360 |
| Profit Factor | 1.5431 | 1.8837 | 1.2181 | 1.0199 | 0.9629 | 1.0828 |
| Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
| Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
| Profitability (%) | 43.5407 | 42.8571 | 44.2308 | 43.5407 | 42.8571 | 44.2308 |
| Ratio Avg Win / Avg Loss | 2.001 | 2.5115 | 1.5359 | 1.3226 | 1.2839 | 1.3653 |
| Largest Winning Trade | 223786 | 223786 | 55754 | 1627836 | 1627836 | 1481349 |
| Largest Losing Trade | -52852 | -36208 | -52852 | -1743260 | -1743260 | -1140309 |
| Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
| Avg Bars in Winners | 26 | 24 | 28 | 26 | 24 | 28 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 3676 | 1745 | 1931 | 3676 | 1745 | 1931 |
| Profit Streak | 500.4976 | 509.4976 | 500.4976 | 500.4976 | 509.4976 | 500.4976 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 420515 | 347041 | -114403 | -283459 | -580925 | -175798 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555804800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759146992181,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 37,
"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": [
[
551126.0609628095,
437880.6328059711,
113245.4281568376,
364988.7074948312,
-356201.5053789425,
721190.2128737733
],
[
551.126061,
437.880633,
113.245428,
364.988707,
-356.201505,
721.190213
],
[
0.289685,
0.230161,
0.059525,
0.080813,
0,
0.110736
],
[
10,
10,
10,
10,
10,
10
],
[
-206130,
-205719,
-92990,
-5578000,
-5642060,
-1965360
],
[
1.54313,
1.883657,
1.218119,
1.019934,
0.962914,
1.082845
],
[
209,
105,
104,
209,
105,
104
],
[
91,
45,
46,
91,
45,
46
],
[
118,
60,
58,
118,
60,
58
],
[
43.54067,
42.857143,
44.230769,
43.54067,
42.857143,
44.230769
],
[
2.000981,
2.511543,
1.535889,
1.322552,
1.283886,
1.365327
],
[
223786,
223786,
55754,
1627836,
1627836,
1481349
],
[
-52852,
-36208,
-52852,
-1743260,
-1743260,
-1140309
],
[
17,
16,
18,
17,
16,
18
],
[
26,
24,
28,
26,
24,
28
],
[
10,
10,
10,
10,
10,
10
],
[
3676,
1745,
1931,
3676,
1745,
1931
],
[
500.497595,
509.497595,
500.497595,
500.497595,
509.497595,
500.497595
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
420515,
347041,
-114403,
-283459,
-580925,
-175798
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555804800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759146992181,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 22,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 37,
"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) |
|---|