| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 551336.8811 | 382564.2644 | 168772.6166 | 901562.522 | 93987.5779 | 807574.944 |
| Total P&L (%) | 551.3369 | 382.5643 | 168.7726 | 901.5625 | 93.9876 | 807.5749 |
| Avg Daily Profit (%) | 0.2898 | 0.2011 | 0.0887 | 0.1212 | 0.0348 | 0.116 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107785 | -95265 | -105451 | -3760693 | -2157144 | -2656301 |
| Profit Factor | 2.0375 | 2.4621 | 1.6257 | 1.1057 | 1.0225 | 1.1855 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 49 | 27 | 22 | 49 | 27 | 22 |
| Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Profitability (%) | 62.0253 | 67.5 | 56.4103 | 62.0253 | 67.5 | 56.4103 |
| Ratio Avg Win / Avg Loss | 1.2475 | 1.1855 | 1.2562 | 0.6769 | 0.4923 | 0.9161 |
| Largest Winning Trade | 205878 | 205878 | 61782 | 1278389 | 1278389 | 1277125 |
| Largest Losing Trade | -64712 | -40684 | -64712 | -2638340 | -1090927 | -2638340 |
| Avg Bars in Trades | 46 | 28 | 65 | 46 | 28 | 65 |
| Avg Bars in Winners | 54 | 28 | 85 | 54 | 28 | 85 |
| Avg Bars in Losers | 34 | 28 | 38 | 34 | 28 | 38 |
| Bars Traded | 3682 | 1145 | 2537 | 3682 | 1145 | 2537 |
| Profit Streak | 482.4145 | 482.4145 | 573.4145 | 482.4145 | 482.4145 | 573.4145 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -16913 | 517325 | -70372 | -165259 | -340654 | -53696 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557316800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759312612457,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 61,
"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": [
[
551336.8810615601,
382564.2644468616,
168772.6166146986,
901562.5219662943,
93987.5779286441,
807574.9440376511
],
[
551.336881,
382.564264,
168.772617,
901.562522,
93.987578,
807.574944
],
[
0.289796,
0.201085,
0.088711,
0.121185,
0.034835,
0.115999
],
[
10,
10,
10,
10,
10,
10
],
[
-107785,
-95265,
-105451,
-3760693,
-2157144,
-2656301
],
[
2.03754,
2.462112,
1.625694,
1.105659,
1.022491,
1.185487
],
[
79,
40,
39,
79,
40,
39
],
[
49,
27,
22,
49,
27,
22
],
[
30,
13,
17,
30,
13,
17
],
[
62.025316,
67.5,
56.410256,
62.025316,
67.5,
56.410256
],
[
1.247473,
1.185461,
1.256218,
0.676934,
0.49231,
0.916058
],
[
205878,
205878,
61782,
1278389,
1278389,
1277125
],
[
-64712,
-40684,
-64712,
-2638340,
-1090927,
-2638340
],
[
46,
28,
65,
46,
28,
65
],
[
54,
28,
85,
54,
28,
85
],
[
34,
28,
38,
34,
28,
38
],
[
3682,
1145,
2537,
3682,
1145,
2537
],
[
482.414496,
482.414496,
573.414496,
482.414496,
482.414496,
573.414496
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-16913,
517325,
-70372,
-165259,
-340654,
-53696
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557316800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759312612457,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 61,
"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) |
|---|