| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 428986.1168 | 376549.8098 | 52436.307 | -54406.6709 | 1498107.1997 | -1552513.8705 |
| Total P&L (%) | 428.9861 | 376.5498 | 52.4363 | -54.4067 | 1498.1072 | -1552.5139 |
| Avg Daily Profit (%) | 0.2255 | 0.1979 | 0.0276 | -0.0413 | 0.1458 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -264708 | -179103 | -141366 | -2592659 | -848915 | -2322050 |
| Profit Factor | 1.4061 | 1.7642 | 1.093 | 0.9929 | 1.5325 | 0.6821 |
| Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
| Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
| Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Profitability (%) | 49.2386 | 49.4949 | 48.9796 | 49.2386 | 49.4949 | 48.9796 |
| Ratio Avg Win / Avg Loss | 1.4496 | 1.8002 | 1.1386 | 1.0236 | 1.5638 | 0.7105 |
| Largest Winning Trade | 169674 | 169674 | 48207 | 1303829 | 1303829 | 339911 |
| Largest Losing Trade | -81133 | -64927 | -81133 | -738482 | -382189 | -738482 |
| Avg Bars in Trades | 18 | 22 | 14 | 18 | 22 | 14 |
| Avg Bars in Winners | 23 | 24 | 21 | 23 | 24 | 21 |
| Avg Bars in Losers | 14 | 19 | 8 | 14 | 19 | 8 |
| Bars Traded | 3663 | 2205 | 1458 | 3663 | 2205 | 1458 |
| Profit Streak | 531.199 | 531.199 | 550.199 | 531.199 | 531.199 | 550.199 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 393718 | 421173 | -274486 | -576745 | 192518 | -579855 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556755200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758861996725,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 59,
"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": [
[
428986.1168426584,
376549.8097984596,
52436.307044199,
-54406.67087017,
1498107.1996614242,
-1552513.870531593
],
[
428.986117,
376.54981,
52.436307,
-54.406671,
1498.1072,
-1552.513871
],
[
0.225485,
0.197924,
0.027562,
-0.041274,
0.145778,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-264708,
-179103,
-141366,
-2592659,
-848915,
-2322050
],
[
1.406121,
1.76422,
1.093042,
0.992931,
1.532527,
0.682108
],
[
197,
99,
98,
197,
99,
98
],
[
97,
49,
48,
97,
49,
48
],
[
100,
50,
50,
100,
50,
50
],
[
49.238579,
49.494949,
48.979592,
49.238579,
49.494949,
48.979592
],
[
1.449609,
1.800225,
1.138585,
1.023641,
1.563803,
0.710529
],
[
169674,
169674,
48207,
1303829,
1303829,
339911
],
[
-81133,
-64927,
-81133,
-738482,
-382189,
-738482
],
[
18,
22,
14,
18,
22,
14
],
[
23,
24,
21,
23,
24,
21
],
[
14,
19,
8,
14,
19,
8
],
[
3663,
2205,
1458,
3663,
2205,
1458
],
[
531.199036,
531.199036,
550.199036,
531.199036,
531.199036,
550.199036
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
393718,
421173,
-274486,
-576745,
192518,
-579855
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556755200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758861996725,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 59,
"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) |
|---|