| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 263581.8764 | 313262.9747 | -49681.0983 | -107103.3375 | 331.5921 | -107434.9296 |
| Total P&L (%) | 263.5819 | 313.263 | -49.6811 | -107.1033 | 0.3316 | -107.4349 |
| Avg Daily Profit (%) | 0.1385 | 0.1647 | -0.0261 | 0 | 0.0002 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136655 | -99604 | -140456 | -178017 | -87299 | -108126 |
| Profit Factor | 1.4571 | 1.8215 | 0.7456 | 0.6407 | 1.0019 | 0.1463 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 61 | 33 | 28 | 37 | 18 | 19 |
| Losing Trades | 22 | 8 | 14 | 46 | 23 | 23 |
| Profitability (%) | 73.494 | 80.4878 | 66.6667 | 44.5783 | 43.9024 | 45.2381 |
| Ratio Avg Win / Avg Loss | 0.5255 | 0.4416 | 0.3728 | 0.7965 | 1.2802 | 0.1771 |
| Largest Winning Trade | 76725 | 76725 | 19016 | 52358 | 52358 | 3623 |
| Largest Losing Trade | -109264 | -92555 | -109264 | -79540 | -76979 | -79540 |
| Avg Bars in Trades | 42 | 82 | 3 | 42 | 82 | 3 |
| Avg Bars in Winners | 20 | 35 | 1 | 55 | 110 | 3 |
| Avg Bars in Losers | 104 | 276 | 5 | 31 | 60 | 3 |
| Bars Traded | 3511 | 3383 | 128 | 3511 | 3383 | 128 |
| Profit Streak | 0 | 701.6702 | 0 | 574.1702 | 0 | 575.1702 |
| Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -6656 | 478812 | -578296 | -583580 | -579097 | -581447 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555761600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758902705657,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 36,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
263581.8763875355,
313262.9747044882,
-49681.0983169526,
-107103.3375203528,
331.592087262,
-107434.9296076148
],
[
263.581876,
313.262975,
-49.681098,
-107.103338,
0.331592,
-107.43493
],
[
0.138545,
0.164659,
-0.026114,
0,
0.000174,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-136655,
-99604,
-140456,
-178017,
-87299,
-108126
],
[
1.457132,
1.821493,
0.745572,
0.640667,
1.001925,
0.146307
],
[
83,
41,
42,
83,
41,
42
],
[
61,
33,
28,
37,
18,
19
],
[
22,
8,
14,
46,
23,
23
],
[
73.493976,
80.487805,
66.666667,
44.578313,
43.902439,
45.238095
],
[
0.525523,
0.441574,
0.372786,
0.796506,
1.280238,
0.177108
],
[
76725,
76725,
19016,
52358,
52358,
3623
],
[
-109264,
-92555,
-109264,
-79540,
-76979,
-79540
],
[
42,
82,
3,
42,
82,
3
],
[
20,
35,
1,
55,
110,
3
],
[
104,
276,
5,
31,
60,
3
],
[
3511,
3383,
128,
3511,
3383,
128
],
[
0,
701.670204,
0,
574.170204,
0,
575.170204
],
[
0,
3,
0,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-6656,
478812,
-578296,
-583580,
-579097,
-581447
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555761600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758902705657,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 36,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|