| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 763973.8485 | 556941.2719 | 207032.5766 | 7602865.0915 | 3610388.5749 | 3992476.5166 |
| Total P&L (%) | 763.9738 | 556.9413 | 207.0326 | 7602.8651 | 3610.3886 | 3992.4765 |
| Avg Daily Profit (%) | 0.4722 | 0.3442 | 0.128 | 0.2689 | 0.2236 | 0.2297 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125549 | -136307 | -76796 | -2567064 | -3220155 | -1154974 |
| Profit Factor | 2.1204 | 2.5611 | 1.6368 | 1.576 | 1.4448 | 1.7855 |
| Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
| Winning Trades | 71 | 27 | 44 | 71 | 27 | 44 |
| Losing Trades | 101 | 59 | 42 | 101 | 59 | 42 |
| Profitability (%) | 41.2791 | 31.3953 | 51.1628 | 41.2791 | 31.3953 | 51.1628 |
| Ratio Avg Win / Avg Loss | 3.0163 | 5.5965 | 1.5624 | 2.2419 | 3.1571 | 1.7044 |
| Largest Winning Trade | 219775 | 219775 | 48674 | 3508625 | 3508625 | 1888013 |
| Largest Losing Trade | -34953 | -24649 | -34953 | -1254295 | -1254295 | -499883 |
| Avg Bars in Trades | 110 | 108 | 113 | 110 | 108 | 113 |
| Avg Bars in Winners | 187 | 214 | 170 | 187 | 214 | 170 |
| Avg Bars in Losers | 57 | 59 | 53 | 57 | 59 | 53 |
| Bars Traded | 19059 | 9327 | 9732 | 19059 | 9327 | 9732 |
| Profit Streak | 506.021 | 511.3543 | 0 | 506.021 | 511.3543 | 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 | 449648 | 258419 | -19272 | 345652 | 120387 | 414151 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579730400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759703414761,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 219,
"offset": 0,
"std": 3.00565
}
}
} {
"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": [
[
763973.8484922382,
556941.2718960742,
207032.5765961636,
7602865.09147246,
3610388.574873335,
3992476.5165991234
],
[
763.973848,
556.941272,
207.032577,
7602.865091,
3610.388575,
3992.476517
],
[
0.472172,
0.344216,
0.127956,
0.268851,
0.223595,
0.229666
],
[
10,
10,
10,
10,
10,
10
],
[
-125549,
-136307,
-76796,
-2567064,
-3220155,
-1154974
],
[
2.120393,
2.561116,
1.636785,
1.57599,
1.444792,
1.785514
],
[
172,
86,
86,
172,
86,
86
],
[
71,
27,
44,
71,
27,
44
],
[
101,
59,
42,
101,
59,
42
],
[
41.27907,
31.395349,
51.162791,
41.27907,
31.395349,
51.162791
],
[
3.016334,
5.596513,
1.562386,
2.241901,
3.157139,
1.704355
],
[
219775,
219775,
48674,
3508625,
3508625,
1888013
],
[
-34953,
-24649,
-34953,
-1254295,
-1254295,
-499883
],
[
110,
108,
113,
110,
108,
113
],
[
187,
214,
170,
187,
214,
170
],
[
57,
59,
53,
57,
59,
53
],
[
19059,
9327,
9732,
19059,
9327,
9732
],
[
506.021004,
511.354337,
0,
506.021004,
511.354338,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
449648,
258419,
-19272,
345652,
120387,
414151
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579730400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759703414761,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 219,
"offset": 0,
"std": 3.00565
}
}
}
| # | 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) |
|---|