| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254699.8083 | 263519.9431 | -8820.1347 | -13642.8238 | -16831.8092 | 3188.9853 |
| Total P&L (%) | 254.6998 | 263.5199 | -8.8201 | -13.6428 | -16.8318 | 3.189 |
| Avg Daily Profit (%) | 0.1574 | 0.1629 | -0.0055 | -0.0091 | -0.0114 | 0.0019 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -270311 | -250751 | -39440 | -999719 | -977688 | -56252 |
| Profit Factor | 1.4411 | 1.5437 | 0.9049 | 0.9918 | 0.989 | 1.0237 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
| Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Profitability (%) | 54.0541 | 50.9091 | 57.1429 | 54.0541 | 50.9091 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.2249 | 1.4885 | 0.6787 | 0.843 | 0.9537 | 0.7678 |
| Largest Winning Trade | 77804 | 77804 | 16317 | 389922 | 389922 | 22996 |
| Largest Losing Trade | -70300 | -70300 | -18987 | -718114 | -718114 | -45759 |
| Avg Bars in Trades | 161 | 321 | 3 | 161 | 321 | 3 |
| Avg Bars in Winners | 83 | 174 | 3 | 83 | 174 | 3 |
| Avg Bars in Losers | 252 | 474 | 2 | 252 | 474 | 2 |
| Bars Traded | 17876 | 17690 | 186 | 17876 | 17690 | 186 |
| 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 | 324845 | -171060 | -759629 | -579957 | -760715 | -730965 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579118400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758827200119,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 183,
"offset": 0,
"std": 2.2383
}
}
}
{
"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": [
[
254699.8083227441,
263519.9430705772,
-8820.1347478333,
-13642.8238114866,
-16831.8091540523,
3188.9853425659
],
[
254.699808,
263.519943,
-8.820135,
-13.642824,
-16.831809,
3.188985
],
[
0.157416,
0.162868,
-0.005451,
-0.009065,
-0.01139,
0.00194
],
[
10,
10,
10,
10,
10,
10
],
[
-270311,
-250751,
-39440,
-999719,
-977688,
-56252
],
[
1.441054,
1.543658,
0.904917,
0.991814,
0.989013,
1.023707
],
[
111,
55,
56,
111,
55,
56
],
[
60,
28,
32,
60,
28,
32
],
[
51,
27,
24,
51,
27,
24
],
[
54.054054,
50.909091,
57.142857,
54.054054,
50.909091,
57.142857
],
[
1.224896,
1.488527,
0.678688,
0.843042,
0.953691,
0.76778
],
[
77804,
77804,
16317,
389922,
389922,
22996
],
[
-70300,
-70300,
-18987,
-718114,
-718114,
-45759
],
[
161,
321,
3,
161,
321,
3
],
[
83,
174,
3,
83,
174,
3
],
[
252,
474,
2,
252,
474,
2
],
[
17876,
17690,
186,
17876,
17690,
186
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324845,
-171060,
-759629,
-579957,
-760715,
-730965
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579118400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1758827200119,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 10,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 183,
"offset": 0,
"std": 2.2383
}
}
}
| # | 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) |
|---|