| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 323729.2018 | 327547.336 | -3818.1342 | -15779.2821 | -2717.6612 | -13061.6209 |
| Total P&L (%) | 323.7292 | 327.5473 | -3.8181 | -15.7793 | -2.7177 | -13.0616 |
| Avg Daily Profit (%) | 0.2001 | 0.2024 | -0.0024 | -0.0106 | -0.0017 | -0.0087 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -196875 | -214553 | -115741 | -728139 | -695842 | -153014 |
| Profit Factor | 1.3447 | 1.5284 | 0.988 | 0.992 | 0.9981 | 0.9749 |
| Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
| Winning Trades | 132 | 73 | 59 | 132 | 73 | 59 |
| Losing Trades | 96 | 41 | 55 | 96 | 41 | 55 |
| Profitability (%) | 57.8947 | 64.0351 | 51.7544 | 57.8947 | 64.0351 | 51.7544 |
| Ratio Avg Win / Avg Loss | 0.9779 | 0.8584 | 0.9211 | 0.7215 | 0.5606 | 0.9088 |
| Largest Winning Trade | 84092 | 84092 | 24185 | 309231 | 309231 | 83641 |
| Largest Losing Trade | -60555 | -60555 | -41300 | -444741 | -444741 | -79112 |
| Avg Bars in Trades | 83 | 156 | 10 | 83 | 156 | 10 |
| Avg Bars in Winners | 50 | 82 | 10 | 50 | 82 | 10 |
| Avg Bars in Losers | 129 | 288 | 10 | 129 | 288 | 10 |
| Bars Traded | 19061 | 17824 | 1237 | 19061 | 17824 | 1237 |
| Profit Streak | 0 | 494.5159 | 0 | 0 | 494.5159 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307029 | 359409 | -580523 | -578561 | -578249 | -580523 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579471200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759162973941,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 104,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
323729.2018308922,
327547.3360067339,
-3818.1341758413,
-15779.2821251037,
-2717.6612280711,
-13061.6208970327
],
[
323.729202,
327.547336,
-3.818134,
-15.779282,
-2.717661,
-13.061621
],
[
0.20008,
0.20244,
-0.00236,
-0.010613,
-0.001703,
-0.00865
],
[
10,
10,
10,
10,
10,
10
],
[
-196875,
-214553,
-115741,
-728139,
-695842,
-153014
],
[
1.34468,
1.528415,
0.988044,
0.992049,
0.998144,
0.974907
],
[
228,
114,
114,
228,
114,
114
],
[
132,
73,
59,
132,
73,
59
],
[
96,
41,
55,
96,
41,
55
],
[
57.894737,
64.035088,
51.754386,
57.894737,
64.035088,
51.754386
],
[
0.977949,
0.858425,
0.921058,
0.72149,
0.560601,
0.908811
],
[
84092,
84092,
24185,
309231,
309231,
83641
],
[
-60555,
-60555,
-41300,
-444741,
-444741,
-79112
],
[
83,
156,
10,
83,
156,
10
],
[
50,
82,
10,
50,
82,
10
],
[
129,
288,
10,
129,
288,
10
],
[
19061,
17824,
1237,
19061,
17824,
1237
],
[
0,
494.515902,
0,
0,
494.515902,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307029,
359409,
-580523,
-578561,
-578249,
-580523
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579471200000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759162973941,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 104,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|