| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 761858.8689 | 546454.3897 | 215404.4792 | 2677882.4394 | -891331.9938 | 3569214.4332 |
| Total P&L (%) | 761.8589 | 546.4544 | 215.4045 | 2677.8824 | -891.332 | 3569.2144 |
| Avg Daily Profit (%) | 0.4007 | 0.2874 | 0.1133 | 0.175 | 0 | 0.1897 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126307 | -155444 | -64843 | -6907691 | -9213163 | -2931221 |
| Profit Factor | 1.9433 | 2.216 | 1.6012 | 1.0877 | 0.9482 | 1.2676 |
| Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
| Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
| Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
| Profitability (%) | 35.6808 | 29.9065 | 41.5094 | 35.6808 | 29.9065 | 41.5094 |
| Ratio Avg Win / Avg Loss | 3.503 | 5.1938 | 2.2562 | 1.9607 | 2.2222 | 1.7861 |
| Largest Winning Trade | 222295 | 222295 | 48921 | 5724354 | 5724354 | 2811118 |
| Largest Losing Trade | -33715 | -30293 | -33715 | -1207224 | -1207224 | -1099982 |
| Avg Bars in Trades | 52 | 57 | 46 | 52 | 57 | 46 |
| Avg Bars in Winners | 108 | 142 | 83 | 108 | 142 | 83 |
| Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
| Bars Traded | 11146 | 6198 | 4948 | 11146 | 6198 | 4948 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323646 | 163545 | -42294 | -119567 | -586459 | 193403 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556308800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758904829758,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 9,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
761858.8689324444,
546454.3897444505,
215404.4791879947,
2677882.4394435044,
-891331.9937627228,
3569214.4332062304
],
[
761.858869,
546.45439,
215.404479,
2677.882439,
-891.331994,
3569.214433
],
[
0.400698,
0.287406,
0.113291,
0.174992,
0,
0.189656
],
[
10,
10,
10,
10,
10,
10
],
[
-126307,
-155444,
-64843,
-6907691,
-9213163,
-2931221
],
[
1.943266,
2.216037,
1.60117,
1.087708,
0.948156,
1.267571
],
[
213,
107,
106,
213,
107,
106
],
[
76,
32,
44,
76,
32,
44
],
[
137,
75,
62,
137,
75,
62
],
[
35.680751,
29.906542,
41.509434,
35.680751,
29.906542,
41.509434
],
[
3.502992,
5.193837,
2.256194,
1.960737,
2.22224,
1.786123
],
[
222295,
222295,
48921,
5724354,
5724354,
2811118
],
[
-33715,
-30293,
-33715,
-1207224,
-1207224,
-1099982
],
[
52,
57,
46,
52,
57,
46
],
[
108,
142,
83,
108,
142,
83
],
[
21,
21,
20,
21,
21,
20
],
[
11146,
6198,
4948,
11146,
6198,
4948
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323646,
163545,
-42294,
-119567,
-586459,
193403
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1556308800000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758904829758,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 9,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|