| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 491338.0047 | 334232.0956 | 157105.9091 | 895895.1088 | 125541.5155 | 770353.5933 |
| Total P&L (%) | 491.338 | 334.2321 | 157.1059 | 895.8951 | 125.5415 | 770.3536 |
| Avg Daily Profit (%) | 0.2583 | 0.1757 | 0.0826 | 0.1209 | 0.0428 | 0.1138 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137046 | -53362 | -130724 | -528766 | -536459 | -444903 |
| Profit Factor | 2.1601 | 2.6078 | 1.7286 | 1.3352 | 1.0857 | 1.6381 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 45.5882 | 41.1765 | 50 | 45.5882 | 41.1765 | 50 |
| Ratio Avg Win / Avg Loss | 2.5782 | 3.7254 | 1.7286 | 1.5936 | 1.5509 | 1.6381 |
| Largest Winning Trade | 185453 | 185453 | 58609 | 443696 | 279906 | 443696 |
| Largest Losing Trade | -33052 | -33052 | -25876 | -491679 | -491679 | -244004 |
| Avg Bars in Trades | 105 | 82 | 128 | 105 | 82 | 128 |
| Avg Bars in Winners | 173 | 144 | 196 | 173 | 144 | 196 |
| Avg Bars in Losers | 48 | 38 | 59 | 48 | 38 | 59 |
| Bars Traded | 7152 | 2791 | 4361 | 7152 | 2791 | 4361 |
| Profit Streak | 0 | 0 | 586.1014 | 0 | 0 | 586.1014 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -103264 | 321772 | -78830 | -145249 | -264420 | -36955 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559196000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759047958389,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 213,
"offset": 16
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
491338.0047187672,
334232.0956132397,
157105.9091055275,
895895.1087635803,
125541.5154505005,
770353.5933130793
],
[
491.338005,
334.232096,
157.105909,
895.895109,
125.541515,
770.353593
],
[
0.258327,
0.175727,
0.0826,
0.120918,
0.042771,
0.113825
],
[
10,
10,
10,
10,
10,
10
],
[
-137046,
-53362,
-130724,
-528766,
-536459,
-444903
],
[
2.160114,
2.607759,
1.728561,
1.335168,
1.085657,
1.638055
],
[
68,
34,
34,
68,
34,
34
],
[
31,
14,
17,
31,
14,
17
],
[
37,
20,
17,
37,
20,
17
],
[
45.588235,
41.176471,
50,
45.588235,
41.176471,
50
],
[
2.5782,
3.72537,
1.728561,
1.593588,
1.550939,
1.638055
],
[
185453,
185453,
58609,
443696,
279906,
443696
],
[
-33052,
-33052,
-25876,
-491679,
-491679,
-244004
],
[
105,
82,
128,
105,
82,
128
],
[
173,
144,
196,
173,
144,
196
],
[
48,
38,
59,
48,
38,
59
],
[
7152,
2791,
4361,
7152,
2791,
4361
],
[
0,
0,
586.10137,
0,
0,
586.10137
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-103264,
321772,
-78830,
-145249,
-264420,
-36955
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559196000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759047958389,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 213,
"offset": 16
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|