| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 540747.3459 | 413981.0056 | 126766.3403 | -136065.2278 | 211064.4871 | -347129.7149 |
| Total P&L (%) | 540.7473 | 413.981 | 126.7663 | -136.0652 | 211.0645 | -347.1297 |
| Avg Daily Profit (%) | 0.2844 | 0.2177 | 0.0667 | 0 | 0.0597 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -238807 | -86610 | -204412 | -543886 | -44696 | -548027 |
| Profit Factor | 1.5788 | 1.9158 | 1.2629 | 0.852 | 1.7866 | 0.4667 |
| Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
| Winning Trades | 69 | 28 | 41 | 53 | 32 | 21 |
| Losing Trades | 54 | 33 | 21 | 70 | 29 | 41 |
| Profitability (%) | 56.0976 | 45.9016 | 66.129 | 43.0894 | 52.459 | 33.871 |
| Ratio Avg Win / Avg Loss | 1.2355 | 2.2579 | 0.6468 | 1.1253 | 1.6191 | 0.9112 |
| Largest Winning Trade | 175412 | 175412 | 46039 | 166829 | 166829 | 65730 |
| Largest Losing Trade | -103951 | -40427 | -103951 | -397111 | -36203 | -397111 |
| Avg Bars in Trades | 87 | 87 | 86 | 87 | 87 | 86 |
| Avg Bars in Winners | 83 | 86 | 82 | 97 | 92 | 105 |
| Avg Bars in Losers | 91 | 89 | 94 | 79 | 82 | 76 |
| Bars Traded | 10720 | 5362 | 5358 | 10720 | 5362 | 5358 |
| Profit Streak | 539.7757 | 539.7757 | 557.2757 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 467931 | -151280 | -256850 | -581472 | -271174 | -741508 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557288000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758854219249,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 211,
"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": [
[
540747.3458835726,
413981.0056226307,
126766.3402609419,
-136065.2277704794,
211064.4871238521,
-347129.7148943316
],
[
540.747346,
413.981006,
126.76634,
-136.065228,
211.064487,
-347.129715
],
[
0.284405,
0.217732,
0.066672,
0,
0.059704,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-238807,
-86610,
-204412,
-543886,
-44696,
-548027
],
[
1.578754,
1.915759,
1.262855,
0.851979,
1.786646,
0.466709
],
[
123,
61,
62,
123,
61,
62
],
[
69,
28,
41,
53,
32,
21
],
[
54,
33,
21,
70,
29,
41
],
[
56.097561,
45.901639,
66.129032,
43.089431,
52.459016,
33.870968
],
[
1.235547,
2.257859,
0.646828,
1.125255,
1.619148,
0.911195
],
[
175412,
175412,
46039,
166829,
166829,
65730
],
[
-103951,
-40427,
-103951,
-397111,
-36203,
-397111
],
[
87,
87,
86,
87,
87,
86
],
[
83,
86,
82,
97,
92,
105
],
[
91,
89,
94,
79,
82,
76
],
[
10720,
5362,
5358,
10720,
5362,
5358
],
[
539.775686,
539.775686,
557.275686,
0,
0,
0
],
[
3,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
467931,
-151280,
-256850,
-581472,
-271174,
-741508
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557288000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758854219249,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 189,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 211,
"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) |
|---|