| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 229209.1155 | 301606.0552 | -72396.9397 | -88371.2851 | 308594.0214 | -396965.3065 |
| Total P&L (%) | 229.2091 | 301.6061 | -72.3969 | -88.3713 | 308.594 | -396.9653 |
| Avg Daily Profit (%) | 0.1205 | 0.1585 | -0.0381 | -0.113 | 0.074 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148737 | -175054 | -163162 | -406560 | -121011 | -478607 |
| Profit Factor | 1.2898 | 1.7504 | 0.8138 | 0.8936 | 2.2978 | 0.3303 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Profitability (%) | 50.5051 | 53.0612 | 48 | 50.5051 | 53.0612 | 48 |
| Ratio Avg Win / Avg Loss | 1.2641 | 1.5484 | 0.8816 | 0.8757 | 2.0327 | 0.3578 |
| Largest Winning Trade | 195370 | 195370 | 45784 | 230183 | 230183 | 41811 |
| Largest Losing Trade | -79057 | -59511 | -79057 | -329735 | -51119 | -329735 |
| Avg Bars in Trades | 31 | 44 | 18 | 31 | 44 | 18 |
| Avg Bars in Winners | 33 | 44 | 21 | 33 | 44 | 21 |
| Avg Bars in Losers | 29 | 44 | 16 | 29 | 44 | 16 |
| Bars Traded | 3102 | 2177 | 925 | 3102 | 2177 | 925 |
| Profit Streak | 479.6792 | 0 | 486.1792 | 479.6792 | 0 | 486.1792 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -31233 | 398818 | -760372 | -579864 | -89255 | -760372 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1562803200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758817083614,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 62,
"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": [
[
229209.1154511738,
301606.0551903118,
-72396.939739138,
-88371.285144567,
308594.0213770655,
-396965.3065216324
],
[
229.209115,
301.606055,
-72.39694,
-88.371285,
308.594021,
-396.965307
],
[
0.120478,
0.158531,
-0.038054,
-0.113034,
0.074012,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-148737,
-175054,
-163162,
-406560,
-121011,
-478607
],
[
1.289847,
1.750397,
0.813825,
0.893598,
2.297784,
0.330309
],
[
99,
49,
50,
99,
49,
50
],
[
50,
26,
24,
50,
26,
24
],
[
49,
23,
26,
49,
23,
26
],
[
50.505051,
53.061224,
48,
50.505051,
53.061224,
48
],
[
1.26405,
1.548428,
0.881643,
0.875726,
2.032655,
0.357834
],
[
195370,
195370,
45784,
230183,
230183,
41811
],
[
-79057,
-59511,
-79057,
-329735,
-51119,
-329735
],
[
31,
44,
18,
31,
44,
18
],
[
33,
44,
21,
33,
44,
21
],
[
29,
44,
16,
29,
44,
16
],
[
3102,
2177,
925,
3102,
2177,
925
],
[
479.679208,
0,
486.179208,
479.679208,
0,
486.179208
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-31233,
398818,
-760372,
-579864,
-89255,
-760372
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1562803200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758817083614,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 199,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 62,
"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) |
|---|