| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 353638.1824 | 320649.2258 | 32988.9565 | 87529.0841 | -110931.5124 | 198460.5965 |
| Total P&L (%) | 353.6382 | 320.6492 | 32.989 | 87.5291 | -110.9315 | 198.4606 |
| Avg Daily Profit (%) | 0.2186 | 0.1982 | 0.0204 | 0.0389 | 0 | 0.0676 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116671 | -164581 | -140278 | -705175 | -1065261 | -286524 |
| Profit Factor | 1.3076 | 1.6101 | 1.0529 | 1.0206 | 0.9477 | 1.0932 |
| Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
| Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
| Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
| Profitability (%) | 46.2121 | 43.9394 | 48.4848 | 46.2121 | 43.9394 | 48.4848 |
| Ratio Avg Win / Avg Loss | 1.522 | 2.0543 | 1.1187 | 1.1879 | 1.2091 | 1.1615 |
| Largest Winning Trade | 169505 | 169505 | 30968 | 205512 | 205512 | 200685 |
| Largest Losing Trade | -27690 | -24202 | -27690 | -206920 | -206920 | -116724 |
| Avg Bars in Trades | 72 | 69 | 74 | 72 | 69 | 74 |
| Avg Bars in Winners | 101 | 97 | 104 | 101 | 97 | 104 |
| Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
| Bars Traded | 19088 | 9193 | 9895 | 19088 | 9193 | 9895 |
| Profit Streak | 498.6673 | 502.1673 | 0 | 498.6673 | 502.1673 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 342489 | 312356 | -331638 | -338371 | -581088 | -221501 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579392000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758960053829,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 60,
"offset": 0,
"std": 1.93577
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 93,
"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": [
[
353638.1823860584,
320649.2258400328,
32988.9565460259,
87529.0841242513,
-110931.5124225998,
198460.5965468505
],
[
353.638182,
320.649226,
32.988957,
87.529084,
-110.931512,
198.460597
],
[
0.218565,
0.198176,
0.020389,
0.038868,
0,
0.067604
],
[
10,
10,
10,
10,
10,
10
],
[
-116671,
-164581,
-140278,
-705175,
-1065261,
-286524
],
[
1.307617,
1.610125,
1.052862,
1.020587,
0.947711,
1.09317
],
[
264,
132,
132,
264,
132,
132
],
[
122,
58,
64,
122,
58,
64
],
[
142,
74,
68,
142,
74,
68
],
[
46.212121,
43.939394,
48.484848,
46.212121,
43.939394,
48.484848
],
[
1.52198,
2.054297,
1.118666,
1.187897,
1.209148,
1.161493
],
[
169505,
169505,
30968,
205512,
205512,
200685
],
[
-27690,
-24202,
-27690,
-206920,
-206920,
-116724
],
[
72,
69,
74,
72,
69,
74
],
[
101,
97,
104,
101,
97,
104
],
[
47,
47,
47,
47,
47,
47
],
[
19088,
9193,
9895,
19088,
9193,
9895
],
[
498.66729,
502.16729,
0,
498.66729,
502.16729,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
342489,
312356,
-331638,
-338371,
-581088,
-221501
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579392000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758960053829,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 60,
"offset": 0,
"std": 1.93577
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 93,
"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) |
|---|