| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 737010.0516 | 492119.841 | 244890.2106 | 7041866.0088 | 1356463.2855 | 5685402.7233 |
| Total P&L (%) | 737.0101 | 492.1198 | 244.8902 | 7041.866 | 1356.4633 | 5685.4027 |
| Avg Daily Profit (%) | 0.3875 | 0.2587 | 0.1288 | 0.2247 | 0.1409 | 0.2136 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -67765 | -120077 | -85749 | -3117741 | -6025427 | -1427738 |
| Profit Factor | 2.3005 | 2.5439 | 1.9876 | 1.3559 | 1.1071 | 1.7986 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 43.3962 | 41.5094 | 45.283 | 43.3962 | 41.5094 | 45.283 |
| Ratio Avg Win / Avg Loss | 3.0006 | 3.5846 | 2.4016 | 1.7685 | 1.56 | 2.1733 |
| Largest Winning Trade | 137600 | 137600 | 52738 | 3284835 | 3284835 | 2739751 |
| Largest Losing Trade | -26790 | -20650 | -26790 | -1619173 | -1619173 | -857467 |
| Avg Bars in Trades | 70 | 64 | 77 | 70 | 64 | 77 |
| Avg Bars in Winners | 122 | 113 | 130 | 122 | 113 | 130 |
| Avg Bars in Losers | 30 | 29 | 32 | 30 | 29 | 32 |
| Bars Traded | 7477 | 3396 | 4081 | 7477 | 3396 | 4081 |
| 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 | 422429 | -170384 | -199247 | 269958 | -289473 | -170324 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1554746400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758963238571,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 173,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 24,
"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": [
[
737010.0515716887,
492119.8409602407,
244890.210611448,
7041866.008789192,
1356463.2854624374,
5685402.723326754
],
[
737.010052,
492.119841,
244.890211,
7041.866009,
1356.463285,
5685.402723
],
[
0.387492,
0.258738,
0.128754,
0.224677,
0.14093,
0.213578
],
[
10,
10,
10,
10,
10,
10
],
[
-67765,
-120077,
-85749,
-3117741,
-6025427,
-1427738
],
[
2.300497,
2.543943,
1.987572,
1.355867,
1.107075,
1.798556
],
[
106,
53,
53,
106,
53,
53
],
[
46,
22,
24,
46,
22,
24
],
[
60,
31,
29,
60,
31,
29
],
[
43.396226,
41.509434,
45.283019,
43.396226,
41.509434,
45.283019
],
[
3.000648,
3.584647,
2.401649,
1.768522,
1.559969,
2.173255
],
[
137600,
137600,
52738,
3284835,
3284835,
2739751
],
[
-26790,
-20650,
-26790,
-1619173,
-1619173,
-857467
],
[
70,
64,
77,
70,
64,
77
],
[
122,
113,
130,
122,
113,
130
],
[
30,
29,
32,
30,
29,
32
],
[
7477,
3396,
4081,
7477,
3396,
4081
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422429,
-170384,
-199247,
269958,
-289473,
-170324
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1554746400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758963238571,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 173,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 24,
"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) |
|---|