| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 504672.6058 | 406475.8784 | 98196.7275 | 483166.6899 | 594210.291 | -111043.6011 |
| Total P&L (%) | 504.6726 | 406.4759 | 98.1967 | 483.1667 | 594.2103 | -111.0436 |
| Avg Daily Profit (%) | 0.3119 | 0.2512 | 0.0607 | 0.109 | 0.1198 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -181647 | -158326 | -113925 | -1468846 | -806769 | -857239 |
| Profit Factor | 1.6654 | 2.0168 | 1.2738 | 1.129 | 1.2999 | 0.9371 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 42.3077 | 40.3846 | 44.2308 | 42.3077 | 40.3846 | 44.2308 |
| Ratio Avg Win / Avg Loss | 2.271 | 2.9771 | 1.6061 | 1.5395 | 1.9189 | 1.1815 |
| Largest Winning Trade | 188352 | 188352 | 54234 | 417610 | 417610 | 401289 |
| Largest Losing Trade | -43559 | -34121 | -43559 | -390343 | -390343 | -265014 |
| Avg Bars in Trades | 180 | 201 | 160 | 180 | 201 | 160 |
| Avg Bars in Winners | 272 | 295 | 251 | 272 | 295 | 251 |
| Avg Bars in Losers | 113 | 137 | 88 | 113 | 137 | 88 |
| Bars Traded | 18792 | 10458 | 8334 | 18792 | 10458 | 8334 |
| Profit Streak | 0 | 0 | 624.77 | 0 | 0 | 624.77 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 339627 | -171903 | -292567 | -127652 | -215223 | -760827 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579910400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1760380130180,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 157,
"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": [
[
504672.6058113141,
406475.8783603456,
98196.7274509684,
483166.6899497501,
594210.291038201,
-111043.6010884513
],
[
504.672606,
406.475878,
98.196727,
483.16669,
594.210291,
-111.043601
],
[
0.311911,
0.251221,
0.06069,
0.10904,
0.119825,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-181647,
-158326,
-113925,
-1468846,
-806769,
-857239
],
[
1.665429,
2.016759,
1.273803,
1.128998,
1.299889,
0.937054
],
[
104,
52,
52,
104,
52,
52
],
[
44,
21,
23,
44,
21,
23
],
[
60,
31,
29,
60,
31,
29
],
[
42.307692,
40.384615,
44.230769,
42.307692,
40.384615,
44.230769
],
[
2.27104,
2.977121,
1.606099,
1.539543,
1.918883,
1.181503
],
[
188352,
188352,
54234,
417610,
417610,
401289
],
[
-43559,
-34121,
-43559,
-390343,
-390343,
-265014
],
[
180,
201,
160,
180,
201,
160
],
[
272,
295,
251,
272,
295,
251
],
[
113,
137,
88,
113,
137,
88
],
[
18792,
10458,
8334,
18792,
10458,
8334
],
[
0,
0,
624.770025,
0,
0,
624.770025
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339627,
-171903,
-292567,
-127652,
-215223,
-760827
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579910400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1760380130180,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 157,
"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) |
|---|