| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 410994.8571 | 364178.1841 | 46816.673 | -35989.261 | 55895.6591 | -91884.9201 |
| Total P&L (%) | 410.9949 | 364.1782 | 46.8167 | -35.9893 | 55.8957 | -91.8849 |
| Avg Daily Profit (%) | 0.2161 | 0.1915 | 0.0246 | -0.0235 | 0.0233 | -0.132 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -245237 | -132425 | -218092 | -277700 | -102353 | -243903 |
| Profit Factor | 1.3185 | 1.5438 | 1.0754 | 0.9618 | 1.1287 | 0.8194 |
| Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
| Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
| Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
| Profitability (%) | 46.4455 | 45.7143 | 47.1698 | 46.4455 | 45.7143 | 47.1698 |
| Ratio Avg Win / Avg Loss | 1.5203 | 1.8333 | 1.2045 | 1.1091 | 1.3403 | 0.9177 |
| Largest Winning Trade | 233446 | 233446 | 47386 | 80491 | 80491 | 73196 |
| Largest Losing Trade | -54214 | -50616 | -54214 | -88251 | -65044 | -88251 |
| Avg Bars in Trades | 35 | 38 | 32 | 35 | 38 | 32 |
| Avg Bars in Winners | 44 | 45 | 43 | 44 | 45 | 43 |
| Avg Bars in Losers | 27 | 32 | 23 | 27 | 32 | 23 |
| Bars Traded | 7491 | 4024 | 3468 | 7491 | 4024 | 3468 |
| Profit Streak | 487.0846 | 0 | 496.5846 | 487.0846 | 0 | 496.5846 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337439 | 298513 | -299944 | -578804 | -243538 | -581566 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556344800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759284111854,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 98,
"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": [
[
410994.8570508026,
364178.1840890593,
46816.6729617429,
-35989.2609849915,
55895.6591269381,
-91884.9201119295
],
[
410.994857,
364.178184,
46.816673,
-35.989261,
55.895659,
-91.88492
],
[
0.216086,
0.191471,
0.024614,
-0.023453,
0.023347,
-0.131955
],
[
10,
10,
10,
10,
10,
10
],
[
-245237,
-132425,
-218092,
-277700,
-102353,
-243903
],
[
1.318528,
1.543837,
1.075432,
0.961841,
1.128679,
0.819393
],
[
211,
105,
106,
211,
105,
106
],
[
98,
48,
50,
98,
48,
50
],
[
113,
57,
56,
113,
57,
56
],
[
46.445498,
45.714286,
47.169811,
46.445498,
45.714286,
47.169811
],
[
1.520343,
1.833306,
1.204483,
1.109061,
1.340306,
0.91772
],
[
233446,
233446,
47386,
80491,
80491,
73196
],
[
-54214,
-50616,
-54214,
-88251,
-65044,
-88251
],
[
35,
38,
32,
35,
38,
32
],
[
44,
45,
43,
44,
45,
43
],
[
27,
32,
23,
27,
32,
23
],
[
7491,
4024,
3468,
7491,
4024,
3468
],
[
487.084628,
0,
496.584628,
487.084628,
0,
496.584628
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337439,
298513,
-299944,
-578804,
-243538,
-581566
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556344800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759284111854,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 98,
"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) |
|---|