| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 618068.7112 | 377592.1028 | 240476.6085 | 3664498.88 | 545355.37 | 3119143.51 |
| Total P&L (%) | 618.0687 | 377.5921 | 240.4766 | 3664.4989 | 545.3554 | 3119.1435 |
| Avg Daily Profit (%) | 0.3249 | 0.1985 | 0.1264 | 0.1909 | 0.0981 | 0.1826 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86212 | -73809 | -99492 | -5205272 | -3081526 | -3979267 |
| Profit Factor | 2.6376 | 3.1147 | 2.2093 | 1.3647 | 1.1074 | 1.6273 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
| Profitability (%) | 64.9123 | 68.9655 | 60.7143 | 64.9123 | 68.9655 | 60.7143 |
| Ratio Avg Win / Avg Loss | 1.4258 | 1.4016 | 1.4296 | 0.7377 | 0.4983 | 1.053 |
| Largest Winning Trade | 120621 | 120621 | 62925 | 2375603 | 2375603 | 1700485 |
| Largest Losing Trade | -57476 | -36326 | -57476 | -3908516 | -1345091 | -3908516 |
| Avg Bars in Trades | 64 | 40 | 88 | 64 | 40 | 88 |
| Avg Bars in Winners | 65 | 40 | 94 | 65 | 40 | 94 |
| Avg Bars in Losers | 62 | 41 | 80 | 62 | 41 | 80 |
| Bars Traded | 3672 | 1188 | 2484 | 3672 | 1188 | 2484 |
| Profit Streak | 0 | 0 | 582.5826 | 0 | 0 | 582.5826 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164542 | 534659 | -39887 | -170794 | -163274 | -8848 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558569600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760147934100,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 101,
"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": [
[
618068.7112397859,
377592.10275325,
240476.6084865358,
3664498.879992596,
545355.3700174529,
3119143.509975142
],
[
618.068711,
377.592103,
240.476608,
3664.49888,
545.35537,
3119.14351
],
[
0.324872,
0.198472,
0.1264,
0.190889,
0.098058,
0.182648
],
[
10,
10,
10,
10,
10,
10
],
[
-86212,
-73809,
-99492,
-5205272,
-3081526,
-3979267
],
[
2.637648,
3.114681,
2.209306,
1.364659,
1.10742,
1.62731
],
[
57,
29,
28,
57,
29,
28
],
[
37,
20,
17,
37,
20,
17
],
[
20,
9,
11,
20,
9,
11
],
[
64.912281,
68.965517,
60.714286,
64.912281,
68.965517,
60.714286
],
[
1.425755,
1.401606,
1.429551,
0.737654,
0.498339,
1.052965
],
[
120621,
120621,
62925,
2375603,
2375603,
1700485
],
[
-57476,
-36326,
-57476,
-3908516,
-1345091,
-3908516
],
[
64,
40,
88,
64,
40,
88
],
[
65,
40,
94,
65,
40,
94
],
[
62,
41,
80,
62,
41,
80
],
[
3672,
1188,
2484,
3672,
1188,
2484
],
[
0,
0,
582.582571,
0,
0,
582.582571
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164542,
534659,
-39887,
-170794,
-163274,
-8848
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558569600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760147934100,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 101,
"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) |
|---|