| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 636100.6023 | 461158.1855 | 174942.4168 | 2031743.7614 | 752977.5832 | 1278766.1782 |
| Total P&L (%) | 636.1006 | 461.1582 | 174.9424 | 2031.7438 | 752.9776 | 1278.7662 |
| Avg Daily Profit (%) | 0.3344 | 0.2424 | 0.092 | 0.1609 | 0.1127 | 0.138 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161887 | -80384 | -131761 | -1170826 | -906946 | -810429 |
| Profit Factor | 2.2788 | 2.722 | 1.7618 | 1.4575 | 1.2936 | 1.6815 |
| Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
| Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
| Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Profitability (%) | 41.8605 | 39.5349 | 44.186 | 41.8605 | 39.5349 | 44.186 |
| Ratio Avg Win / Avg Loss | 3.1649 | 4.1631 | 2.2255 | 2.0243 | 1.9784 | 2.124 |
| Largest Winning Trade | 197368 | 197368 | 55156 | 971268 | 971268 | 759901 |
| Largest Losing Trade | -29114 | -27032 | -29114 | -724199 | -724199 | -353675 |
| Avg Bars in Trades | 42 | 34 | 49 | 42 | 34 | 49 |
| Avg Bars in Winners | 81 | 66 | 93 | 81 | 66 | 93 |
| Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
| Bars Traded | 3637 | 1497 | 2140 | 3637 | 1497 | 2140 |
| Profit Streak | 530.6792 | 530.6792 | 534.1792 | 530.6792 | 530.6792 | 534.1792 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 415733 | 350713 | -68486 | 283865 | -44356 | -6820 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559347200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758817078934,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 118,
"offset": 1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.22725,
"nc": 0.1554
}
}
}
{
"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": [
[
636100.6023125913,
461158.1854991474,
174942.4168134443,
2031743.7613673066,
752977.5831568302,
1278766.1782104773
],
[
636.100602,
461.158185,
174.942417,
2031.743761,
752.977583,
1278.766178
],
[
0.33435,
0.242396,
0.091954,
0.160945,
0.112734,
0.138007
],
[
10,
10,
10,
10,
10,
10
],
[
-161887,
-80384,
-131761,
-1170826,
-906946,
-810429
],
[
2.278764,
2.722007,
1.76184,
1.45747,
1.293566,
1.681528
],
[
86,
43,
43,
86,
43,
43
],
[
36,
17,
19,
36,
17,
19
],
[
50,
26,
24,
50,
26,
24
],
[
41.860465,
39.534884,
44.186047,
41.860465,
39.534884,
44.186047
],
[
3.164949,
4.16307,
2.225482,
2.024264,
1.978394,
2.124036
],
[
197368,
197368,
55156,
971268,
971268,
759901
],
[
-29114,
-27032,
-29114,
-724199,
-724199,
-353675
],
[
42,
34,
49,
42,
34,
49
],
[
81,
66,
93,
81,
66,
93
],
[
14,
13,
14,
14,
13,
14
],
[
3637,
1497,
2140,
3637,
1497,
2140
],
[
530.679154,
530.679154,
534.179154,
530.679154,
530.679154,
534.179154
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415733,
350713,
-68486,
283865,
-44356,
-6820
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559347200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758817078934,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 118,
"offset": 1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.22725,
"nc": 0.1554
}
}
}
| # | 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) |
|---|