| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 557734.359 | 397994.1211 | 159740.2379 | 1023535.2131 | 790912.5438 | 232622.6693 |
| Total P&L (%) | 557.7344 | 397.9941 | 159.7402 | 1023.5352 | 790.9125 | 232.6227 |
| Avg Daily Profit (%) | 0.2933 | 0.2093 | 0.084 | 0.1273 | 0.1151 | 0.0632 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -159999 | -167598 | -99170 | -3431572 | -3239168 | -1091710 |
| Profit Factor | 1.4813 | 1.6651 | 1.2851 | 1.0806 | 1.118 | 1.0388 |
| Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
| Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
| Losing Trades | 152 | 83 | 69 | 152 | 83 | 69 |
| Profitability (%) | 39.9209 | 34.6457 | 45.2381 | 39.9209 | 34.6457 | 45.2381 |
| Ratio Avg Win / Avg Loss | 2.2293 | 3.1409 | 1.5556 | 1.6262 | 2.109 | 1.2574 |
| Largest Winning Trade | 86441 | 86441 | 53589 | 1182418 | 1025787 | 1182418 |
| Largest Losing Trade | -30095 | -29160 | -30095 | -942082 | -942082 | -616923 |
| Avg Bars in Trades | 44 | 36 | 51 | 44 | 36 | 51 |
| Avg Bars in Winners | 74 | 63 | 82 | 74 | 63 | 82 |
| Avg Bars in Losers | 23 | 21 | 26 | 23 | 21 | 26 |
| Bars Traded | 11141 | 4614 | 6527 | 11141 | 4614 | 6527 |
| 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 | 307535 | 167989 | -81754 | -156039 | -134728 | -288473 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1555545600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759706303528,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 36,
"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": [
[
557734.3590313126,
397994.1211015888,
159740.2379297237,
1023535.2131459818,
790912.5437971691,
232622.669348813
],
[
557.734359,
397.994121,
159.740238,
1023.535213,
790.912544,
232.622669
],
[
0.293339,
0.209324,
0.084015,
0.127311,
0.115095,
0.06323
],
[
10,
10,
10,
10,
10,
10
],
[
-159999,
-167598,
-99170,
-3431572,
-3239168,
-1091710
],
[
1.481332,
1.665064,
1.285097,
1.080558,
1.118005,
1.03875
],
[
253,
127,
126,
253,
127,
126
],
[
101,
44,
57,
101,
44,
57
],
[
152,
83,
69,
152,
83,
69
],
[
39.920949,
34.645669,
45.238095,
39.920949,
34.645669,
45.238095
],
[
2.229331,
3.140917,
1.555644,
1.626187,
2.108964,
1.257434
],
[
86441,
86441,
53589,
1182418,
1025787,
1182418
],
[
-30095,
-29160,
-30095,
-942082,
-942082,
-616923
],
[
44,
36,
51,
44,
36,
51
],
[
74,
63,
82,
74,
63,
82
],
[
23,
21,
26,
23,
21,
26
],
[
11141,
4614,
6527,
11141,
4614,
6527
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307535,
167989,
-81754,
-156039,
-134728,
-288473
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1555545600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759706303528,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 36,
"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) |
|---|