| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 538893.2524 | 409488.4529 | 129404.7995 | 1205813.5139 | 2224.4168 | 1203589.0971 |
| Total P&L (%) | 538.8933 | 409.4885 | 129.4048 | 1205.8135 | 2.2244 | 1203.5891 |
| Avg Daily Profit (%) | 0.3331 | 0.2531 | 0.08 | 0.1589 | 0.0014 | 0.1588 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95953 | -174716 | -110757 | -1896753 | -2753732 | -697651 |
| Profit Factor | 1.8046 | 2.1975 | 1.3948 | 1.1691 | 1.0005 | 1.4122 |
| Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
| Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
| Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
| Profitability (%) | 40.6452 | 34.6154 | 46.7532 | 40.6452 | 34.6154 | 46.7532 |
| Ratio Avg Win / Avg Loss | 2.6353 | 4.1508 | 1.5885 | 1.7072 | 1.8899 | 1.6084 |
| Largest Winning Trade | 137299 | 137299 | 52030 | 949929 | 949929 | 705949 |
| Largest Losing Trade | -32160 | -20722 | -32160 | -350979 | -277500 | -350979 |
| Avg Bars in Trades | 122 | 110 | 135 | 122 | 110 | 135 |
| Avg Bars in Winners | 203 | 189 | 213 | 203 | 189 | 213 |
| Avg Bars in Losers | 67 | 68 | 67 | 67 | 68 | 67 |
| Bars Traded | 19052 | 8616 | 10436 | 19052 | 8616 | 10436 |
| Profit Streak | 0 | 0 | 549.5327 | 0 | 0 | 549.5327 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 351805 | -28184 | -126280 | -28582 | -616047 | -32319 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579953600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758926828900,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 171,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 72,
"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": [
[
538893.2523989065,
409488.4529382593,
129404.7994606466,
1205813.513888289,
2224.4168251286,
1203589.0970631607
],
[
538.893252,
409.488453,
129.404799,
1205.813514,
2.224417,
1203.589097
],
[
0.333061,
0.253083,
0.079978,
0.158928,
0.00136,
0.158822
],
[
10,
10,
10,
10,
10,
10
],
[
-95953,
-174716,
-110757,
-1896753,
-2753732,
-697651
],
[
1.804613,
2.197465,
1.394777,
1.169066,
1.000528,
1.412246
],
[
155,
78,
77,
155,
78,
77
],
[
63,
27,
36,
63,
27,
36
],
[
92,
51,
41,
92,
51,
41
],
[
40.645161,
34.615385,
46.753247,
40.645161,
34.615385,
46.753247
],
[
2.635307,
4.150767,
1.588496,
1.707207,
1.889886,
1.608392
],
[
137299,
137299,
52030,
949929,
949929,
705949
],
[
-32160,
-20722,
-32160,
-350979,
-277500,
-350979
],
[
122,
110,
135,
122,
110,
135
],
[
203,
189,
213,
203,
189,
213
],
[
67,
68,
67,
67,
68,
67
],
[
19052,
8616,
10436,
19052,
8616,
10436
],
[
0,
0,
549.532742,
0,
0,
549.532742
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
351805,
-28184,
-126280,
-28582,
-616047,
-32319
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579953600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758926828900,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 171,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 72,
"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) |
|---|