| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 598151.7315 | 466744.5359 | 131407.1957 | 1168582.7865 | 877098.9886 | 291483.7979 |
| Total P&L (%) | 598.1517 | 466.7445 | 131.4072 | 1168.5828 | 877.099 | 291.4838 |
| Avg Daily Profit (%) | 0.3697 | 0.2885 | 0.0812 | 0.1571 | 0.141 | 0.0844 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -177051 | -166217 | -113708 | -1451335 | -924412 | -825612 |
| Profit Factor | 1.7623 | 2.1739 | 1.3395 | 1.2677 | 1.3703 | 1.146 |
| Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
| Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
| Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
| Profitability (%) | 41.9753 | 38.2716 | 45.679 | 41.9753 | 38.2716 | 45.679 |
| Ratio Avg Win / Avg Loss | 2.4362 | 3.5062 | 1.593 | 1.7524 | 2.2102 | 1.3628 |
| Largest Winning Trade | 195294 | 195294 | 51596 | 921336 | 921336 | 406400 |
| Largest Losing Trade | -28387 | -27829 | -28387 | -330136 | -287993 | -330136 |
| Avg Bars in Trades | 117 | 110 | 123 | 117 | 110 | 123 |
| Avg Bars in Winners | 192 | 187 | 196 | 192 | 187 | 196 |
| Avg Bars in Losers | 63 | 63 | 62 | 63 | 63 | 62 |
| Bars Traded | 19026 | 8985 | 10041 | 19026 | 8985 | 10041 |
| 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 | 380075 | -4006 | -96720 | 230296 | -19313 | -153863 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580140800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758859744716,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 184,
"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": [
[
598151.7315233478,
466744.5358616615,
131407.1956616864,
1168582.786537721,
877098.9886258708,
291483.7979118499
],
[
598.151732,
466.744536,
131.407196,
1168.582787,
877.098989,
291.483798
],
[
0.369686,
0.28847,
0.081216,
0.157137,
0.140978,
0.084385
],
[
10,
10,
10,
10,
10,
10
],
[
-177051,
-166217,
-113708,
-1451335,
-924412,
-825612
],
[
1.76234,
2.173853,
1.339546,
1.267722,
1.370335,
1.145996
],
[
162,
81,
81,
162,
81,
81
],
[
68,
31,
37,
68,
31,
37
],
[
94,
50,
44,
94,
50,
44
],
[
41.975309,
38.271605,
45.679012,
41.975309,
38.271605,
45.679012
],
[
2.436175,
3.506215,
1.592973,
1.75244,
2.210218,
1.362806
],
[
195294,
195294,
51596,
921336,
921336,
406400
],
[
-28387,
-27829,
-28387,
-330136,
-287993,
-330136
],
[
117,
110,
123,
117,
110,
123
],
[
192,
187,
196,
192,
187,
196
],
[
63,
63,
62,
63,
63,
62
],
[
19026,
8985,
10041,
19026,
8985,
10041
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380075,
-4006,
-96720,
230296,
-19313,
-153863
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580140800000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758859744716,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 184,
"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) |
|---|