| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 427008.9548 | 336289.6796 | 90719.2752 | 68006.9954 | 93836.6376 | -25829.6421 |
| Total P&L (%) | 427.009 | 336.2897 | 90.7193 | 68.007 | 93.8366 | -25.8296 |
| Avg Daily Profit (%) | 0.2246 | 0.1769 | 0.0477 | 0.0273 | 0.0348 | -0.0157 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131875 | -92983 | -97842 | -379326 | -358080 | -353785 |
| Profit Factor | 1.4085 | 1.6516 | 1.1714 | 1.03 | 1.0842 | 0.9776 |
| Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
| Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
| Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
| Profitability (%) | 45.6954 | 41.3333 | 50 | 45.6954 | 41.3333 | 50 |
| Ratio Avg Win / Avg Loss | 1.6739 | 2.3442 | 1.1714 | 1.224 | 1.5389 | 0.9776 |
| Largest Winning Trade | 188572 | 188572 | 59728 | 209550 | 209550 | 136489 |
| Largest Losing Trade | -52689 | -32797 | -52689 | -217005 | -124866 | -217005 |
| Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
| Avg Bars in Winners | 97 | 97 | 98 | 97 | 97 | 98 |
| Avg Bars in Losers | 53 | 58 | 46 | 53 | 58 | 46 |
| Bars Traded | 11092 | 5590 | 5502 | 11092 | 5590 | 5502 |
| Profit Streak | 491.0476 | 0 | 507.2143 | 491.0476 | 0 | 507.2143 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338073 | -49777 | -210010 | -344413 | -333477 | -629651 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557057600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759799316256,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 68,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
427008.9547600619,
336289.679608302,
90719.2751517599,
68006.99544215,
93836.6375531739,
-25829.6421110238
],
[
427.008955,
336.28968,
90.719275,
68.006995,
93.836638,
-25.829642
],
[
0.224584,
0.176871,
0.047714,
0.027292,
0.034816,
-0.015714
],
[
10,
10,
10,
10,
10,
10
],
[
-131875,
-92983,
-97842,
-379326,
-358080,
-353785
],
[
1.408508,
1.651582,
1.171435,
1.029965,
1.084229,
0.977646
],
[
151,
75,
76,
151,
75,
76
],
[
69,
31,
38,
69,
31,
38
],
[
82,
44,
38,
82,
44,
38
],
[
45.695364,
41.333333,
50,
45.695364,
41.333333,
50
],
[
1.673879,
2.344181,
1.171435,
1.224016,
1.538906,
0.977646
],
[
188572,
188572,
59728,
209550,
209550,
136489
],
[
-52689,
-32797,
-52689,
-217005,
-124866,
-217005
],
[
73,
74,
72,
73,
74,
72
],
[
97,
97,
98,
97,
97,
98
],
[
53,
58,
46,
53,
58,
46
],
[
11092,
5590,
5502,
11092,
5590,
5502
],
[
491.047642,
0,
507.214308,
491.047642,
0,
507.214308
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338073,
-49777,
-210010,
-344413,
-333477,
-629651
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557057600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759799316256,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 68,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|