| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 639581.0453 | 451807.2849 | 187773.7604 | 1405323.1999 | 1032762.3271 | 372560.8728 |
| Total P&L (%) | 639.581 | 451.8073 | 187.7738 | 1405.3232 | 1032.7623 | 372.5609 |
| Avg Daily Profit (%) | 0.3362 | 0.2375 | 0.0987 | 0.1426 | 0.1277 | 0.0817 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87976 | -135477 | -75791 | -2602907 | -2914751 | -1697672 |
| Profit Factor | 2.1809 | 2.4004 | 1.8575 | 1.1735 | 1.2215 | 1.1084 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Profitability (%) | 45.5882 | 47.0588 | 44.1176 | 45.5882 | 47.0588 | 44.1176 |
| Ratio Avg Win / Avg Loss | 2.6031 | 2.7005 | 2.3529 | 1.4007 | 1.3742 | 1.404 |
| Largest Winning Trade | 157597 | 157597 | 60456 | 1602410 | 1602410 | 1066705 |
| Largest Losing Trade | -44043 | -44043 | -40091 | -1313310 | -1313310 | -995966 |
| Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
| Avg Bars in Winners | 79 | 77 | 80 | 79 | 77 | 80 |
| Avg Bars in Losers | 30 | 36 | 25 | 30 | 36 | 25 |
| Bars Traded | 3593 | 1894 | 1699 | 3593 | 1894 | 1699 |
| Profit Streak | 0 | 0 | 548.0636 | 0 | 0 | 548.0636 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -102142 | 408722 | -59404 | -147348 | -23729 | -186903 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1562112000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758807093214,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 23,
"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": [
[
639581.045268872,
451807.2848984633,
187773.7603704087,
1405323.1999209689,
1032762.3271162591,
372560.8728047103
],
[
639.581045,
451.807285,
187.77376,
1405.3232,
1032.762327,
372.560873
],
[
0.336179,
0.237481,
0.098698,
0.142629,
0.127663,
0.081663
],
[
10,
10,
10,
10,
10,
10
],
[
-87976,
-135477,
-75791,
-2602907,
-2914751,
-1697672
],
[
2.180935,
2.40043,
1.857538,
1.173536,
1.221525,
1.108425
],
[
68,
34,
34,
68,
34,
34
],
[
31,
16,
15,
31,
16,
15
],
[
37,
18,
19,
37,
18,
19
],
[
45.588235,
47.058824,
44.117647,
45.588235,
47.058824,
44.117647
],
[
2.603051,
2.700484,
2.352881,
1.400672,
1.374216,
1.404005
],
[
157597,
157597,
60456,
1602410,
1602410,
1066705
],
[
-44043,
-44043,
-40091,
-1313310,
-1313310,
-995966
],
[
52,
55,
49,
52,
55,
49
],
[
79,
77,
80,
79,
77,
80
],
[
30,
36,
25,
30,
36,
25
],
[
3593,
1894,
1699,
3593,
1894,
1699
],
[
0,
0,
548.063579,
0,
0,
548.063579
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-102142,
408722,
-59404,
-147348,
-23729,
-186903
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1562112000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758807093214,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 23,
"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) |
|---|