| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267554.9546 | 297846.9073 | -30291.9527 | -12042.0928 | 199206.1863 | -211248.2791 |
| Total P&L (%) | 267.555 | 297.8469 | -30.292 | -12.0421 | 199.2062 | -211.2483 |
| Avg Daily Profit (%) | 0.1654 | 0.1841 | -0.0187 | -0.0079 | 0.0678 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -197051 | -173641 | -62440 | -781368 | -708063 | -224380 |
| Profit Factor | 1.6324 | 1.919 | 0.694 | 0.9918 | 1.1708 | 0.3098 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 42 | 25 | 17 | 42 | 25 | 17 |
| Losing Trades | 33 | 12 | 21 | 33 | 12 | 21 |
| Profitability (%) | 56 | 67.5676 | 44.7368 | 56 | 67.5676 | 44.7368 |
| Ratio Avg Win / Avg Loss | 1.2826 | 0.9211 | 0.8573 | 0.7793 | 0.562 | 0.3827 |
| Largest Winning Trade | 123402 | 123402 | 19795 | 403347 | 403347 | 20136 |
| Largest Losing Trade | -72670 | -72670 | -24447 | -432543 | -432543 | -82494 |
| Avg Bars in Trades | 228 | 454 | 7 | 228 | 454 | 7 |
| Avg Bars in Winners | 151 | 248 | 8 | 151 | 248 | 8 |
| Avg Bars in Losers | 326 | 884 | 7 | 326 | 884 | 7 |
| Bars Traded | 17121 | 16827 | 294 | 17121 | 16827 | 294 |
| Profit Streak | 0 | 622.3314 | 0 | 0 | 622.3314 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -50917 | 417309 | -582533 | -641000 | -133546 | -582533 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579140000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759629437213,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 178,
"offset": 0,
"std": 1.53495
}
}
} {
"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": [
[
267554.9545849485,
297846.9073100762,
-30291.9527251277,
-12042.0928203288,
199206.1862847027,
-211248.2791050311
],
[
267.554955,
297.846907,
-30.291953,
-12.042093,
199.206186,
-211.248279
],
[
0.165362,
0.184083,
-0.018722,
-0.00793,
0.067759,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-197051,
-173641,
-62440,
-781368,
-708063,
-224380
],
[
1.632379,
1.919008,
0.694011,
0.991822,
1.170789,
0.309799
],
[
75,
37,
38,
75,
37,
38
],
[
42,
25,
17,
42,
25,
17
],
[
33,
12,
21,
33,
12,
21
],
[
56,
67.567568,
44.736842,
56,
67.567568,
44.736842
],
[
1.282583,
0.921124,
0.857308,
0.779289,
0.561979,
0.382693
],
[
123402,
123402,
19795,
403347,
403347,
20136
],
[
-72670,
-72670,
-24447,
-432543,
-432543,
-82494
],
[
228,
454,
7,
228,
454,
7
],
[
151,
248,
8,
151,
248,
8
],
[
326,
884,
7,
326,
884,
7
],
[
17121,
16827,
294,
17121,
16827,
294
],
[
0,
622.331449,
0,
0,
622.331449,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-50917,
417309,
-582533,
-641000,
-133546,
-582533
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579140000000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759629437213,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 178,
"offset": 0,
"std": 1.53495
}
}
}
| # | 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) |
|---|