| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 564842.8838 | 447734.4497 | 117108.4341 | 779286.468 | 918236.1537 | -138949.6858 |
| Total P&L (%) | 564.8429 | 447.7345 | 117.1084 | 779.2865 | 918.2362 | -138.9497 |
| Avg Daily Profit (%) | 0.3491 | 0.2767 | 0.0724 | 0.1345 | 0.1435 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -233531 | -204391 | -151791 | -1353462 | -828003 | -904212 |
| Profit Factor | 1.4388 | 1.6984 | 1.1813 | 1.156 | 1.3531 | 0.942 |
| Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
| Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
| Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
| Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
| Ratio Avg Win / Avg Loss | 1.7173 | 2.1513 | 1.3289 | 1.3797 | 1.7139 | 1.0598 |
| Largest Winning Trade | 100347 | 100347 | 53815 | 366400 | 366400 | 231137 |
| Largest Losing Trade | -34158 | -34158 | -32586 | -339500 | -314424 | -339500 |
| Avg Bars in Trades | 70 | 59 | 80 | 70 | 59 | 80 |
| Avg Bars in Winners | 90 | 76 | 104 | 90 | 76 | 104 |
| Avg Bars in Losers | 52 | 45 | 60 | 52 | 45 | 60 |
| Bars Traded | 19094 | 8084 | 11010 | 19094 | 8084 | 11010 |
| Profit Streak | 481.1713 | 481.1713 | 498.4213 | 481.1713 | 481.1713 | 498.4213 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 432836 | 345534 | -117810 | -61436 | -1393 | -579488 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579773600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759025200833,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 47,
"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": [
[
564842.8837625046,
447734.4496955961,
117108.4340669085,
779286.467977279,
918236.1537340044,
-138949.6857567262
],
[
564.842884,
447.73445,
117.108434,
779.286468,
918.236154,
-138.949686
],
[
0.349099,
0.276721,
0.072379,
0.13445,
0.14353,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-233531,
-204391,
-151791,
-1353462,
-828003,
-904212
],
[
1.438827,
1.698369,
1.181268,
1.155951,
1.353089,
0.942018
],
[
272,
136,
136,
272,
136,
136
],
[
124,
60,
64,
124,
60,
64
],
[
148,
76,
72,
148,
76,
72
],
[
45.588235,
44.117647,
47.058824,
45.588235,
44.117647,
47.058824
],
[
1.71731,
2.151267,
1.328927,
1.379683,
1.713913,
1.05977
],
[
100347,
100347,
53815,
366400,
366400,
231137
],
[
-34158,
-34158,
-32586,
-339500,
-314424,
-339500
],
[
70,
59,
80,
70,
59,
80
],
[
90,
76,
104,
90,
76,
104
],
[
52,
45,
60,
52,
45,
60
],
[
19094,
8084,
11010,
19094,
8084,
11010
],
[
481.171306,
481.171306,
498.421306,
481.171306,
481.171306,
498.421306
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432836,
345534,
-117810,
-61436,
-1393,
-579488
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579773600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759025200833,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 47,
"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) |
|---|