| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 832471.5405 | 553079.2231 | 279392.3174 | 16410665.7851 | 7984862.6614 | 8425803.1236 |
| Total P&L (%) | 832.4715 | 553.0792 | 279.3923 | 16410.6658 | 7984.8627 | 8425.8031 |
| Avg Daily Profit (%) | 0.4376 | 0.2907 | 0.1469 | 0.2688 | 0.2312 | 0.2339 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86884 | -110459 | -69176 | -5031500 | -5802311 | -2626903 |
| Profit Factor | 2.4239 | 2.8451 | 1.9807 | 1.7898 | 1.6367 | 2.0231 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
| Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
| Profitability (%) | 49.5798 | 45 | 54.2373 | 49.5798 | 45 | 54.2373 |
| Ratio Avg Win / Avg Loss | 2.465 | 3.4773 | 1.6712 | 1.8202 | 2.0004 | 1.707 |
| Largest Winning Trade | 190952 | 190952 | 53200 | 8313656 | 8313656 | 4910496 |
| Largest Losing Trade | -40818 | -18535 | -40818 | -3397714 | -3397714 | -1573315 |
| Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
| Avg Bars in Winners | 46 | 46 | 47 | 46 | 46 | 47 |
| Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
| Bars Traded | 3708 | 1745 | 1963 | 3708 | 1745 | 1963 |
| Profit Streak | 499.2498 | 503.7498 | 0 | 499.2498 | 503.7498 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 555233 | -156018 | -169367 | 459248 | -158859 | -163958 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555502400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759082384214,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 22,
"offset": 0,
"a": 0.72325
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 30,
"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": [
[
832471.5404996903,
553079.2230569526,
279392.317442738,
16410665.78507665,
7984862.661427297,
8425803.123649355
],
[
832.47154,
553.079223,
279.392317,
16410.665785,
7984.862661,
8425.803124
],
[
0.437567,
0.290712,
0.146855,
0.268775,
0.231151,
0.233949
],
[
10,
10,
10,
10,
10,
10
],
[
-86884,
-110459,
-69176,
-5031500,
-5802311,
-2626903
],
[
2.423872,
2.845067,
1.980695,
1.78983,
1.636658,
2.023093
],
[
119,
60,
59,
119,
60,
59
],
[
59,
27,
32,
59,
27,
32
],
[
60,
33,
27,
60,
33,
27
],
[
49.579832,
45,
54.237288,
49.579832,
45,
54.237288
],
[
2.464955,
3.477304,
1.671211,
1.820166,
2.00036,
1.706985
],
[
190952,
190952,
53200,
8313656,
8313656,
4910496
],
[
-40818,
-18535,
-40818,
-3397714,
-3397714,
-1573315
],
[
31,
29,
33,
31,
29,
33
],
[
46,
46,
47,
46,
46,
47
],
[
15,
15,
16,
15,
15,
16
],
[
3708,
1745,
1963,
3708,
1745,
1963
],
[
499.249817,
503.749817,
0,
499.249817,
503.749817,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
555233,
-156018,
-169367,
459248,
-158859,
-163958
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555502400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759082384214,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 22,
"offset": 0,
"a": 0.72325
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 30,
"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) |
|---|