| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 387964.7313 | 312173.0551 | 75791.6762 | 11071.7967 | 412101.4177 | -401029.621 |
| Total P&L (%) | 387.9647 | 312.1731 | 75.7917 | 11.0718 | 412.1014 | -401.0296 |
| Avg Daily Profit (%) | 0.204 | 0.1641 | 0.0398 | 0.0055 | 0.0859 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134993 | -130454 | -149647 | -560353 | -174971 | -583293 |
| Profit Factor | 1.594 | 1.8933 | 1.2496 | 1.0079 | 1.6715 | 0.4857 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 53.0864 | 53.6585 | 52.5 | 53.0864 | 53.6585 | 52.5 |
| Ratio Avg Win / Avg Loss | 1.4086 | 1.6351 | 1.1305 | 0.8907 | 1.4435 | 0.4394 |
| Largest Winning Trade | 202571 | 202571 | 54646 | 292803 | 292803 | 45113 |
| Largest Losing Trade | -53596 | -51194 | -53596 | -245183 | -135904 | -245183 |
| Avg Bars in Trades | 91 | 82 | 99 | 91 | 82 | 99 |
| Avg Bars in Winners | 130 | 110 | 151 | 130 | 110 | 151 |
| Avg Bars in Losers | 46 | 50 | 42 | 46 | 50 | 42 |
| Bars Traded | 7378 | 3383 | 3996 | 7378 | 3383 | 3996 |
| 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 | -6342 | 411077 | -139547 | -547208 | -75691 | -580425 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557446400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758850077040,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 100
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 139,
"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": [
[
387964.7313479573,
312173.0551167844,
75791.6762311728,
11071.7967271084,
412101.4177360358,
-401029.6210089274
],
[
387.964731,
312.173055,
75.791676,
11.071797,
412.101418,
-401.029621
],
[
0.203977,
0.164129,
0.039848,
0.005521,
0.085912,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-134993,
-130454,
-149647,
-560353,
-174971,
-583293
],
[
1.593978,
1.89332,
1.249552,
1.007946,
1.671476,
0.485653
],
[
81,
41,
40,
81,
41,
40
],
[
43,
22,
21,
43,
22,
21
],
[
38,
19,
19,
38,
19,
19
],
[
53.08642,
53.658537,
52.5,
53.08642,
53.658537,
52.5
],
[
1.408632,
1.63514,
1.130547,
0.890743,
1.443548,
0.4394
],
[
202571,
202571,
54646,
292803,
292803,
45113
],
[
-53596,
-51194,
-53596,
-245183,
-135904,
-245183
],
[
91,
82,
99,
91,
82,
99
],
[
130,
110,
151,
130,
110,
151
],
[
46,
50,
42,
46,
50,
42
],
[
7378,
3383,
3996,
7378,
3383,
3996
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-6342,
411077,
-139547,
-547208,
-75691,
-580425
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557446400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758850077040,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 100
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 139,
"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) |
|---|