| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 745907.0697 | 511742.1485 | 234164.9213 | 5939523.3687 | -5728257.8657 | 11667781.2344 |
| Total P&L (%) | 745.9071 | 511.7421 | 234.1649 | 5939.5234 | -5728.2579 | 11667.7812 |
| Avg Daily Profit (%) | 0.3921 | 0.269 | 0.1231 | 0.2158 | 0 | 0.2509 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94105 | -141572 | -68731 | -13177035 | -18034130 | -3111652 |
| Profit Factor | 2.6824 | 2.7952 | 2.4792 | 1.1811 | 0.7705 | 2.4889 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
| Profitability (%) | 59.0361 | 51.2195 | 66.6667 | 59.0361 | 51.2195 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.8612 | 2.6621 | 1.2396 | 0.8196 | 0.7338 | 1.2445 |
| Largest Winning Trade | 180384 | 180384 | 58085 | 4350486 | 4350486 | 3136232 |
| Largest Losing Trade | -43603 | -39162 | -43603 | -4776474 | -4776474 | -3017477 |
| Avg Bars in Trades | 42 | 46 | 37 | 42 | 46 | 37 |
| Avg Bars in Winners | 44 | 46 | 44 | 44 | 46 | 44 |
| Avg Bars in Losers | 37 | 47 | 24 | 37 | 47 | 24 |
| Bars Traded | 3494 | 1918 | 1576 | 3494 | 1918 | 1576 |
| Profit Streak | 590.989 | 618.989 | 590.989 | 590.989 | 618.989 | 590.989 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 573352 | 530612 | -22294 | -13643 | -580000 | 536141 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1565049600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760226253395,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 98,
"offset": 153
}
}
} {
"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": [
[
745907.0697442589,
511742.1484827055,
234164.921261553,
5939523.36873652,
-5728257.865662193,
11667781.234398711
],
[
745.90707,
511.742148,
234.164921,
5939.523369,
-5728.257866,
11667.781234
],
[
0.392067,
0.268984,
0.123083,
0.215786,
0,
0.250929
],
[
10,
10,
10,
10,
10,
10
],
[
-94105,
-141572,
-68731,
-13177035,
-18034130,
-3111652
],
[
2.682372,
2.795229,
2.47916,
1.181134,
0.77045,
2.488904
],
[
83,
41,
42,
83,
41,
42
],
[
49,
21,
28,
49,
21,
28
],
[
34,
20,
14,
34,
20,
14
],
[
59.036145,
51.219512,
66.666667,
59.036145,
51.219512,
66.666667
],
[
1.861238,
2.662122,
1.23958,
0.819562,
0.733762,
1.244452
],
[
180384,
180384,
58085,
4350486,
4350486,
3136232
],
[
-43603,
-39162,
-43603,
-4776474,
-4776474,
-3017477
],
[
42,
46,
37,
42,
46,
37
],
[
44,
46,
44,
44,
46,
44
],
[
37,
47,
24,
37,
47,
24
],
[
3494,
1918,
1576,
3494,
1918,
1576
],
[
590.989044,
618.989044,
590.989044,
590.989044,
618.989044,
590.989044
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
573352,
530612,
-22294,
-13643,
-580000,
536141
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1565049600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760226253395,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 98,
"offset": 153
}
}
}
| # | 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) |
|---|