| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 498255.5955 | 363892.4019 | 134363.1936 | 525829.5299 | 647713.3936 | -121883.8637 |
| Total P&L (%) | 498.2556 | 363.8924 | 134.3632 | 525.8295 | 647.7134 | -121.8839 |
| Avg Daily Profit (%) | 0.2619 | 0.1913 | 0.0706 | 0.0964 | 0.1058 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102122 | -45914 | -187525 | -624688 | -330550 | -796025 |
| Profit Factor | 1.7372 | 2.2131 | 1.3574 | 1.1716 | 1.4595 | 0.9264 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 51.25 | 52.5 | 50 | 51.25 | 52.5 | 50 |
| Ratio Avg Win / Avg Loss | 1.6524 | 2.0023 | 1.3574 | 1.1144 | 1.3205 | 0.9264 |
| Largest Winning Trade | 113073 | 113073 | 66093 | 278975 | 278975 | 239118 |
| Largest Losing Trade | -45914 | -45914 | -45158 | -330550 | -330550 | -181511 |
| Avg Bars in Trades | 45 | 21 | 68 | 45 | 21 | 68 |
| Avg Bars in Winners | 54 | 22 | 89 | 54 | 22 | 89 |
| Avg Bars in Losers | 34 | 20 | 48 | 34 | 20 | 48 |
| Bars Traded | 3611 | 859 | 2752 | 3611 | 859 | 2752 |
| Profit Streak | 0 | 0 | 568.979 | 0 | 0 | 568.979 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -12172 | 445966 | -97217 | -119222 | -49629 | -579790 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1560729600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758842981987,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 208,
"offset": 221,
"multiplier": 4.35403
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 16,
"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": [
[
498255.5955103294,
363892.4019035252,
134363.1936068041,
525829.5299301514,
647713.39359339,
-121883.8636632385
],
[
498.255596,
363.892402,
134.363194,
525.82953,
647.713394,
-121.883864
],
[
0.261895,
0.191271,
0.070625,
0.096441,
0.105804,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-102122,
-45914,
-187525,
-624688,
-330550,
-796025
],
[
1.737187,
2.213092,
1.357428,
1.171565,
1.459497,
0.926367
],
[
80,
40,
40,
80,
40,
40
],
[
41,
21,
20,
41,
21,
20
],
[
39,
19,
20,
39,
19,
20
],
[
51.25,
52.5,
50,
51.25,
52.5,
50
],
[
1.652447,
2.002321,
1.357428,
1.114415,
1.320497,
0.926367
],
[
113073,
113073,
66093,
278975,
278975,
239118
],
[
-45914,
-45914,
-45158,
-330550,
-330550,
-181511
],
[
45,
21,
68,
45,
21,
68
],
[
54,
22,
89,
54,
22,
89
],
[
34,
20,
48,
34,
20,
48
],
[
3611,
859,
2752,
3611,
859,
2752
],
[
0,
0,
568.978958,
0,
0,
568.978958
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-12172,
445966,
-97217,
-119222,
-49629,
-579790
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1560729600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758842981987,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 208,
"offset": 221,
"multiplier": 4.35403
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 16,
"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) |
|---|