| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 435383.8223 | 314338.1577 | 121045.6646 | 225730.4486 | -386086.1569 | 611816.6054 |
| Total P&L (%) | 435.3838 | 314.3382 | 121.0457 | 225.7304 | -386.0862 | 611.8166 |
| Avg Daily Profit (%) | 0.2289 | 0.1652 | 0.0636 | 0.0621 | 0 | 0.1032 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97926 | -155304 | -42585 | -1028484 | -1302276 | -209606 |
| Profit Factor | 2.1386 | 2.2507 | 1.9237 | 1.0984 | 0.7592 | 1.8848 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 45.1613 | 41.9355 | 48.3871 | 45.1613 | 41.9355 | 48.3871 |
| Ratio Avg Win / Avg Loss | 2.5969 | 3.1163 | 2.052 | 1.3337 | 1.0512 | 2.0104 |
| Largest Winning Trade | 321979 | 321979 | 53145 | 524578 | 524578 | 324959 |
| Largest Losing Trade | -48087 | -48087 | -19241 | -301726 | -301726 | -170503 |
| Avg Bars in Trades | 90 | 125 | 55 | 90 | 125 | 55 |
| Avg Bars in Winners | 126 | 192 | 69 | 126 | 192 | 69 |
| Avg Bars in Losers | 60 | 76 | 42 | 60 | 76 | 42 |
| Bars Traded | 5602 | 3884 | 1718 | 5602 | 3884 | 1718 |
| 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 | -148445 | 303544 | -104980 | -382709 | -582287 | -51846 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556409600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760045800209,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 36,
"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": [
[
435383.8222634052,
314338.1576959674,
121045.664567438,
225730.4485712703,
-386086.1568712458,
611816.6054425164
],
[
435.383822,
314.338158,
121.045665,
225.730449,
-386.086157,
611.816605
],
[
0.228869,
0.165239,
0.06363,
0.062096,
0,
0.103224
],
[
10,
10,
10,
10,
10,
10
],
[
-97926,
-155304,
-42585,
-1028484,
-1302276,
-209606
],
[
2.138633,
2.25067,
1.923744,
1.098374,
0.759164,
1.884776
],
[
62,
31,
31,
62,
31,
31
],
[
28,
13,
15,
28,
13,
15
],
[
34,
18,
16,
34,
18,
16
],
[
45.16129,
41.935484,
48.387097,
45.16129,
41.935484,
48.387097
],
[
2.596912,
3.116312,
2.051993,
1.33374,
1.051151,
2.010427
],
[
321979,
321979,
53145,
524578,
524578,
324959
],
[
-48087,
-48087,
-19241,
-301726,
-301726,
-170503
],
[
90,
125,
55,
90,
125,
55
],
[
126,
192,
69,
126,
192,
69
],
[
60,
76,
42,
60,
76,
42
],
[
5602,
3884,
1718,
5602,
3884,
1718
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148445,
303544,
-104980,
-382709,
-582287,
-51846
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556409600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760045800209,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 36,
"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) |
|---|