| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 600468.7928 | 430805.3931 | 169663.3997 | 1064402.0173 | 507339.5691 | 557062.4482 |
| Total P&L (%) | 600.4688 | 430.8054 | 169.6634 | 1064.402 | 507.3396 | 557.0624 |
| Avg Daily Profit (%) | 0.3158 | 0.2266 | 0.0892 | 0.1292 | 0.0949 | 0.0991 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116184 | -121610 | -102631 | -900167 | -785226 | -735060 |
| Profit Factor | 1.6599 | 1.9056 | 1.3907 | 1.2474 | 1.2218 | 1.2764 |
| Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
| Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
| Losing Trades | 113 | 63 | 50 | 113 | 63 | 50 |
| Profitability (%) | 40.5263 | 33.6842 | 47.3684 | 40.5263 | 33.6842 | 47.3684 |
| Ratio Avg Win / Avg Loss | 2.436 | 3.7516 | 1.5453 | 1.8305 | 2.4054 | 1.4182 |
| Largest Winning Trade | 199470 | 199470 | 53507 | 455009 | 455009 | 279003 |
| Largest Losing Trade | -37837 | -37647 | -37837 | -317038 | -317038 | -231231 |
| Avg Bars in Trades | 57 | 65 | 49 | 57 | 65 | 49 |
| Avg Bars in Winners | 85 | 99 | 75 | 85 | 99 | 75 |
| Avg Bars in Losers | 38 | 48 | 26 | 38 | 48 | 26 |
| Bars Traded | 10957 | 6237 | 4720 | 10957 | 6237 | 4720 |
| Profit Streak | 532.1948 | 532.1948 | 596.6948 | 532.1948 | 532.1948 | 596.6948 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 375901 | 194561 | -72443 | -20988 | -71171 | -60730 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557388800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758904828530,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 13,
"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": [
[
600468.7928177878,
430805.3931229169,
169663.3996948706,
1064402.0173165777,
507339.5690688243,
557062.448247753
],
[
600.468793,
430.805393,
169.6634,
1064.402017,
507.339569,
557.062448
],
[
0.315815,
0.226581,
0.089234,
0.129193,
0.094922,
0.099064
],
[
10,
10,
10,
10,
10,
10
],
[
-116184,
-121610,
-102631,
-900167,
-785226,
-735060
],
[
1.659901,
1.905552,
1.390749,
1.247365,
1.221779,
1.276408
],
[
190,
95,
95,
190,
95,
95
],
[
77,
32,
45,
77,
32,
45
],
[
113,
63,
50,
113,
63,
50
],
[
40.526316,
33.684211,
47.368421,
40.526316,
33.684211,
47.368421
],
[
2.435959,
3.751556,
1.545277,
1.830549,
2.405377,
1.418231
],
[
199470,
199470,
53507,
455009,
455009,
279003
],
[
-37837,
-37647,
-37837,
-317038,
-317038,
-231231
],
[
57,
65,
49,
57,
65,
49
],
[
85,
99,
75,
85,
99,
75
],
[
38,
48,
26,
38,
48,
26
],
[
10957,
6237,
4720,
10957,
6237,
4720
],
[
532.194775,
532.194775,
596.694775,
532.194775,
532.194775,
596.694775
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
375901,
194561,
-72443,
-20988,
-71171,
-60730
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557388800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758904828530,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 218,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 13,
"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) |
|---|