| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 740813.7647 | 489590.1106 | 251223.6541 | 6004465.4229 | 5442.4015 | 5999023.0214 |
| Total P&L (%) | 740.8138 | 489.5901 | 251.2237 | 6004.4654 | 5.4424 | 5999.023 |
| Avg Daily Profit (%) | 0.3895 | 0.2574 | 0.1321 | 0.2164 | 0.0028 | 0.2164 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96797 | -65722 | -101607 | -3281484 | -3281484 | -1244560 |
| Profit Factor | 2.5463 | 2.7564 | 2.2539 | 1.4388 | 1.0006 | 2.5534 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
| Profitability (%) | 52.7027 | 43.2432 | 62.1622 | 52.7027 | 43.2432 | 62.1622 |
| Ratio Avg Win / Avg Loss | 2.2851 | 3.6178 | 1.3719 | 1.2912 | 1.3132 | 1.5542 |
| Largest Winning Trade | 167405 | 167405 | 60755 | 2494551 | 2494551 | 2076836 |
| Largest Losing Trade | -34961 | -34961 | -30782 | -3281484 | -3281484 | -856206 |
| Avg Bars in Trades | 97 | 67 | 127 | 97 | 67 | 127 |
| Avg Bars in Winners | 147 | 100 | 179 | 147 | 100 | 179 |
| Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
| Bars Traded | 7194 | 2491 | 4703 | 7194 | 2491 | 4703 |
| Profit Streak | 0 | 0 | 714.422 | 0 | 0 | 714.422 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -53915 | 386985 | -10602 | -59317 | -577409 | 574518 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558483200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759896463709,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 29,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
740813.7646642757,
489590.1106128558,
251223.6540514199,
6004465.422907561,
5442.4015137395,
5999023.021393822
],
[
740.813765,
489.590111,
251.223654,
6004.465423,
5.442402,
5999.023021
],
[
0.389492,
0.257408,
0.132084,
0.216407,
0.002786,
0.21636
],
[
10,
10,
10,
10,
10,
10
],
[
-96797,
-65722,
-101607,
-3281484,
-3281484,
-1244560
],
[
2.546289,
2.756444,
2.253912,
1.43882,
1.000554,
2.553364
],
[
74,
37,
37,
74,
37,
37
],
[
39,
16,
23,
39,
16,
23
],
[
35,
21,
14,
35,
21,
14
],
[
52.702703,
43.243243,
62.162162,
52.702703,
43.243243,
62.162162
],
[
2.285131,
3.617833,
1.371946,
1.291249,
1.313227,
1.554222
],
[
167405,
167405,
60755,
2494551,
2494551,
2076836
],
[
-34961,
-34961,
-30782,
-3281484,
-3281484,
-856206
],
[
97,
67,
127,
97,
67,
127
],
[
147,
100,
179,
147,
100,
179
],
[
41,
42,
40,
41,
42,
40
],
[
7194,
2491,
4703,
7194,
2491,
4703
],
[
0,
0,
714.422034,
0,
0,
714.422034
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-53915,
386985,
-10602,
-59317,
-577409,
574518
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558483200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759896463709,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 196,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 29,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|