| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 616957.5193 | 466709.5987 | 150247.9207 | 2109403.5547 | 940237.8983 | 1169165.6564 |
| Total P&L (%) | 616.9575 | 466.7096 | 150.2479 | 2109.4036 | 940.2379 | 1169.1657 |
| Avg Daily Profit (%) | 0.3243 | 0.2453 | 0.079 | 0.1628 | 0.1232 | 0.1336 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134194 | -69744 | -92757 | -8949927 | -5726509 | -5339312 |
| Profit Factor | 2.2909 | 3.0881 | 1.5905 | 1.0868 | 1.0805 | 1.0926 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Profitability (%) | 46.6667 | 50 | 43.3333 | 46.6667 | 50 | 43.3333 |
| Ratio Avg Win / Avg Loss | 2.6181 | 3.0881 | 2.0799 | 1.2421 | 1.0805 | 1.4288 |
| Largest Winning Trade | 173011 | 173011 | 70526 | 4012289 | 2006288 | 4012289 |
| Largest Losing Trade | -34214 | -34214 | -33797 | -2970334 | -2970334 | -2207981 |
| Avg Bars in Trades | 58 | 36 | 80 | 58 | 36 | 80 |
| Avg Bars in Winners | 92 | 45 | 146 | 92 | 45 | 146 |
| Avg Bars in Losers | 28 | 26 | 29 | 28 | 26 | 29 |
| Bars Traded | 3484 | 1082 | 2402 | 3484 | 1082 | 2402 |
| 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 | -161334 | 498994 | -87177 | -292111 | -160147 | -135473 |
{
"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": 1759982309996,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 248,
"offset": 0,
"multiplier": 3.41283
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
616957.5193119972,
466709.5986568353,
150247.9206551622,
2109403.554721919,
940237.8983293648,
1169165.6563925552
],
[
616.957519,
466.709599,
150.247921,
2109.403555,
940.237898,
1169.165656
],
[
0.324288,
0.245314,
0.078974,
0.162829,
0.123179,
0.133647
],
[
10,
10,
10,
10,
10,
10
],
[
-134194,
-69744,
-92757,
-8949927,
-5726509,
-5339312
],
[
2.290869,
3.088123,
1.590521,
1.086811,
1.080526,
1.092625
],
[
60,
30,
30,
60,
30,
30
],
[
28,
15,
13,
28,
15,
13
],
[
32,
15,
17,
32,
15,
17
],
[
46.666667,
50,
43.333333,
46.666667,
50,
43.333333
],
[
2.618136,
3.088123,
2.079912,
1.24207,
1.080526,
1.428818
],
[
173011,
173011,
70526,
4012289,
2006288,
4012289
],
[
-34214,
-34214,
-33797,
-2970334,
-2970334,
-2207981
],
[
58,
36,
80,
58,
36,
80
],
[
92,
45,
146,
92,
45,
146
],
[
28,
26,
29,
28,
26,
29
],
[
3484,
1082,
2402,
3484,
1082,
2402
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161334,
498994,
-87177,
-292111,
-160147,
-135473
]
]
}
{
"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": 1759982309996,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 248,
"offset": 0,
"multiplier": 3.41283
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|