| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 406126.1088 | 334074.5524 | 72051.5564 | 102109.2894 | 129121.5204 | -27012.2309 |
| Total P&L (%) | 406.1261 | 334.0746 | 72.0516 | 102.1093 | 129.1215 | -27.0122 |
| Avg Daily Profit (%) | 0.251 | 0.2065 | 0.0445 | 0.0435 | 0.0513 | -0.0195 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -206289 | -194438 | -77031 | -1152849 | -1063309 | -507676 |
| Profit Factor | 1.6515 | 1.9829 | 1.2542 | 1.0342 | 1.0752 | 0.9787 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 42.3913 | 34.7826 | 50 | 42.3913 | 34.7826 | 50 |
| Ratio Avg Win / Avg Loss | 2.2443 | 3.7178 | 1.2542 | 1.4054 | 2.0159 | 0.9787 |
| Largest Winning Trade | 169112 | 169112 | 37656 | 518468 | 518468 | 291730 |
| Largest Losing Trade | -43296 | -37777 | -43296 | -441429 | -441429 | -251505 |
| Avg Bars in Trades | 203 | 264 | 142 | 203 | 264 | 142 |
| Avg Bars in Winners | 297 | 472 | 176 | 297 | 472 | 176 |
| Avg Bars in Losers | 134 | 154 | 108 | 134 | 154 | 108 |
| Bars Traded | 18727 | 12182 | 6545 | 18727 | 12182 | 6545 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304960 | 201573 | -133554 | -320449 | -267046 | -580704 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1581120000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759625406825,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 249,
"offset": 84
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 109,
"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": [
[
406126.1087615147,
334074.5523761279,
72051.5563853866,
102109.2894258517,
129121.5203616646,
-27012.230935813
],
[
406.126109,
334.074552,
72.051556,
102.109289,
129.12152,
-27.012231
],
[
0.251005,
0.206474,
0.044531,
0.043498,
0.051254,
-0.019459
],
[
10,
10,
10,
10,
10,
10
],
[
-206289,
-194438,
-77031,
-1152849,
-1063309,
-507676
],
[
1.651491,
1.982853,
1.254171,
1.034182,
1.075165,
0.97872
],
[
92,
46,
46,
92,
46,
46
],
[
39,
16,
23,
39,
16,
23
],
[
53,
30,
23,
53,
30,
23
],
[
42.391304,
34.782609,
50,
42.391304,
34.782609,
50
],
[
2.244333,
3.717849,
1.254171,
1.405427,
2.015934,
0.97872
],
[
169112,
169112,
37656,
518468,
518468,
291730
],
[
-43296,
-37777,
-43296,
-441429,
-441429,
-251505
],
[
203,
264,
142,
203,
264,
142
],
[
297,
472,
176,
297,
472,
176
],
[
134,
154,
108,
134,
154,
108
],
[
18727,
12182,
6545,
18727,
12182,
6545
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304960,
201573,
-133554,
-320449,
-267046,
-580704
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1581120000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759625406825,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 249,
"offset": 84
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 109,
"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) |
|---|