| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 634061.3796 | 463477.2885 | 170584.0911 | 764126.3457 | -255389.6332 | 1019515.9789 |
| Total P&L (%) | 634.0614 | 463.4773 | 170.5841 | 764.1263 | -255.3896 | 1019.516 |
| Avg Daily Profit (%) | 0.3333 | 0.2436 | 0.0897 | 0.1134 | 0 | 0.127 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -105200 | -149521 | -103354 | -789740 | -1229842 | -216148 |
| Profit Factor | 1.7326 | 2.0387 | 1.4068 | 1.2087 | 0.8939 | 1.8135 |
| Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
| Winning Trades | 92 | 48 | 44 | 92 | 48 | 44 |
| Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
| Profitability (%) | 55.4217 | 57.8313 | 53.012 | 55.4217 | 57.8313 | 53.012 |
| Ratio Avg Win / Avg Loss | 1.3936 | 1.4866 | 1.247 | 0.9723 | 0.6518 | 1.6074 |
| Largest Winning Trade | 280699 | 280699 | 40673 | 317042 | 317042 | 248569 |
| Largest Losing Trade | -58006 | -58006 | -37734 | -404075 | -404075 | -134559 |
| Avg Bars in Trades | 22 | 32 | 12 | 22 | 32 | 12 |
| Avg Bars in Winners | 19 | 25 | 11 | 19 | 25 | 11 |
| Avg Bars in Losers | 27 | 41 | 14 | 27 | 41 | 14 |
| Bars Traded | 3755 | 2687 | 1068 | 3755 | 2687 | 1068 |
| Profit Streak | 495.257 | 0 | 578.257 | 495.257 | 0 | 578.257 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 496240 | 411874 | -70848 | -40871 | -580094 | -17887 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555156800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759990206077,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 22,
"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": [
[
634061.3796034644,
463477.2885129105,
170584.0910905536,
764126.3457282528,
-255389.6332099653,
1019515.978938218
],
[
634.06138,
463.477289,
170.584091,
764.126346,
-255.389633,
1019.515979
],
[
0.333278,
0.243615,
0.089663,
0.113418,
0,
0.127044
],
[
10,
10,
10,
10,
10,
10
],
[
-105200,
-149521,
-103354,
-789740,
-1229842,
-216148
],
[
1.732592,
2.038739,
1.40682,
1.208744,
0.89391,
1.813458
],
[
166,
83,
83,
166,
83,
83
],
[
92,
48,
44,
92,
48,
44
],
[
74,
35,
39,
74,
35,
39
],
[
55.421687,
57.831325,
53.012048,
55.421687,
57.831325,
53.012048
],
[
1.393607,
1.48658,
1.246954,
0.97225,
0.651809,
1.607384
],
[
280699,
280699,
40673,
317042,
317042,
248569
],
[
-58006,
-58006,
-37734,
-404075,
-404075,
-134559
],
[
22,
32,
12,
22,
32,
12
],
[
19,
25,
11,
19,
25,
11
],
[
27,
41,
14,
27,
41,
14
],
[
3755,
2687,
1068,
3755,
2687,
1068
],
[
495.257015,
0,
578.257015,
495.257015,
0,
578.257015
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
496240,
411874,
-70848,
-40871,
-580094,
-17887
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555156800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759990206077,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 22,
"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) |
|---|