| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 238573.9486 | 263897.3377 | -25323.3891 | -65828.0302 | 184116.9945 | -249945.0247 |
| Total P&L (%) | 238.5739 | 263.8973 | -25.3234 | -65.828 | 184.117 | -249.945 |
| Avg Daily Profit (%) | 0.1475 | 0.1631 | -0.0157 | -0.0663 | 0.0646 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -222849 | -118857 | -269944 | -246738 | -120734 | -375254 |
| Profit Factor | 1.1589 | 1.3612 | 0.9671 | 0.9496 | 1.3413 | 0.674 |
| Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
| Winning Trades | 180 | 94 | 86 | 180 | 94 | 86 |
| Losing Trades | 162 | 77 | 85 | 162 | 77 | 85 |
| Profitability (%) | 52.6316 | 54.9708 | 50.2924 | 52.6316 | 54.9708 | 50.2924 |
| Ratio Avg Win / Avg Loss | 1.043 | 1.1151 | 0.9559 | 0.8546 | 1.0987 | 0.6661 |
| Largest Winning Trade | 84022 | 84022 | 35099 | 104455 | 104455 | 45830 |
| Largest Losing Trade | -56455 | -56455 | -40572 | -102523 | -51059 | -102523 |
| Avg Bars in Trades | 55 | 47 | 64 | 55 | 47 | 64 |
| Avg Bars in Winners | 57 | 45 | 69 | 57 | 45 | 69 |
| Avg Bars in Losers | 54 | 49 | 58 | 54 | 49 | 58 |
| Bars Traded | 19095 | 8119 | 10976 | 19095 | 8119 | 10976 |
| Profit Streak | 0 | 0 | 494.0076 | 0 | 0 | 494.0076 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -39808 | 314937 | -579815 | -578648 | -105408 | -579815 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579730400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759039860349,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 63,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 140,
"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": [
[
238573.9485820746,
263897.3376831507,
-25323.3891010763,
-65828.0301843215,
184116.9945398366,
-249945.0247241578
],
[
238.573949,
263.897338,
-25.323389,
-65.82803,
184.116995,
-249.945025
],
[
0.14745,
0.163101,
-0.015651,
-0.066342,
0.064558,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-222849,
-118857,
-269944,
-246738,
-120734,
-375254
],
[
1.158905,
1.361234,
0.967147,
0.949599,
1.3413,
0.673966
],
[
342,
171,
171,
342,
171,
171
],
[
180,
94,
86,
180,
94,
86
],
[
162,
77,
85,
162,
77,
85
],
[
52.631579,
54.97076,
50.292398,
52.631579,
54.97076,
50.292398
],
[
1.043014,
1.115053,
0.955902,
0.854639,
1.098725,
0.666129
],
[
84022,
84022,
35099,
104455,
104455,
45830
],
[
-56455,
-56455,
-40572,
-102523,
-51059,
-102523
],
[
55,
47,
64,
55,
47,
64
],
[
57,
45,
69,
57,
45,
69
],
[
54,
49,
58,
54,
49,
58
],
[
19095,
8119,
10976,
19095,
8119,
10976
],
[
0,
0,
494.007643,
0,
0,
494.007643
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-39808,
314937,
-579815,
-578648,
-105408,
-579815
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579730400000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759039860349,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 63,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 140,
"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) |
|---|