| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 586068.796 | 465805.2922 | 120263.5038 | 1366391.4206 | 1002987.8372 | 363403.5835 |
| Total P&L (%) | 586.0688 | 465.8053 | 120.2635 | 1366.3914 | 1002.9878 | 363.4036 |
| Avg Daily Profit (%) | 0.3622 | 0.2879 | 0.0743 | 0.1661 | 0.1485 | 0.0948 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168684 | -165354 | -132880 | -963812 | -815086 | -630184 |
| Profit Factor | 1.7481 | 2.2706 | 1.2885 | 1.3579 | 1.5231 | 1.1912 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
| Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
| Profitability (%) | 35.443 | 32.9114 | 37.9747 | 35.443 | 32.9114 | 37.9747 |
| Ratio Avg Win / Avg Loss | 3.184 | 4.6285 | 2.1046 | 2.4733 | 3.1048 | 1.9456 |
| Largest Winning Trade | 191384 | 191384 | 54032 | 656493 | 656493 | 344880 |
| Largest Losing Trade | -37401 | -21668 | -37401 | -238007 | -238007 | -213896 |
| Avg Bars in Trades | 120 | 117 | 123 | 120 | 117 | 123 |
| Avg Bars in Winners | 223 | 216 | 229 | 223 | 216 | 229 |
| Avg Bars in Losers | 64 | 69 | 59 | 64 | 69 | 59 |
| Bars Traded | 19079 | 9306 | 9773 | 19079 | 9306 | 9773 |
| Profit Streak | 508.3937 | 514.3103 | 0 | 508.3937 | 514.3103 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 305615 | -20324 | -124212 | 181718 | -24878 | -107110 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579608000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759944414063,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 123,
"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": [
[
586068.7960192923,
465805.2921736855,
120263.503845607,
1366391.4206120817,
1002987.8371515383,
363403.5834605435
],
[
586.068796,
465.805292,
120.263504,
1366.391421,
1002.987837,
363.403583
],
[
0.362218,
0.28789,
0.074328,
0.166108,
0.148479,
0.094818
],
[
10,
10,
10,
10,
10,
10
],
[
-168684,
-165354,
-132880,
-963812,
-815086,
-630184
],
[
1.748093,
2.270574,
1.288535,
1.357883,
1.523111,
1.191202
],
[
158,
79,
79,
158,
79,
79
],
[
56,
26,
30,
56,
26,
30
],
[
102,
53,
49,
102,
53,
49
],
[
35.443038,
32.911392,
37.974684,
35.443038,
32.911392,
37.974684
],
[
3.184026,
4.628477,
2.104607,
2.473287,
3.104803,
1.945629
],
[
191384,
191384,
54032,
656493,
656493,
344880
],
[
-37401,
-21668,
-37401,
-238007,
-238007,
-213896
],
[
120,
117,
123,
120,
117,
123
],
[
223,
216,
229,
223,
216,
229
],
[
64,
69,
59,
64,
69,
59
],
[
19079,
9306,
9773,
19079,
9306,
9773
],
[
508.393681,
514.310348,
0,
508.393681,
514.310348,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
305615,
-20324,
-124212,
181718,
-24878,
-107110
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579608000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759944414063,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 123,
"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) |
|---|