| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 410923.357 | 297019.1247 | 113904.2324 | 452355.2653 | 458060.1146 | -5704.8492 |
| Total P&L (%) | 410.9234 | 297.0191 | 113.9042 | 452.3553 | 458.0601 | -5.7048 |
| Avg Daily Profit (%) | 0.216 | 0.1561 | 0.0599 | 0.0899 | 0.0904 | -0.0031 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -96522 | -54113 | -104781 | -691842 | -544741 | -744301 |
| Profit Factor | 1.9778 | 2.5229 | 1.5058 | 1.1451 | 1.3516 | 0.9969 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
| Profitability (%) | 46.3768 | 42.8571 | 50 | 46.3768 | 42.8571 | 50 |
| Ratio Avg Win / Avg Loss | 2.2869 | 3.3639 | 1.5058 | 1.324 | 1.8022 | 0.9969 |
| Largest Winning Trade | 146034 | 146034 | 70115 | 479993 | 479993 | 452056 |
| Largest Losing Trade | -41990 | -37810 | -41990 | -408340 | -298544 | -408340 |
| Avg Bars in Trades | 76 | 47 | 106 | 76 | 47 | 106 |
| Avg Bars in Winners | 129 | 72 | 180 | 129 | 72 | 180 |
| Avg Bars in Losers | 30 | 27 | 32 | 30 | 27 | 32 |
| Bars Traded | 5269 | 1652 | 3617 | 5269 | 1652 | 3617 |
| 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 | -96171 | 333651 | -110536 | -241572 | -73524 | -580795 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1560672000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758922728245,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 108,
"offset": 0,
"multiplier": 2.20144
}
}
}
{
"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": [
[
410923.3570382933,
297019.1246600327,
113904.2323782606,
452355.2653285691,
458060.1145715455,
-5704.8492429756
],
[
410.923357,
297.019125,
113.904232,
452.355265,
458.060115,
-5.704849
],
[
0.216011,
0.156134,
0.059876,
0.089879,
0.090419,
-0.003088
],
[
10,
10,
10,
10,
10,
10
],
[
-96522,
-54113,
-104781,
-691842,
-544741,
-744301
],
[
1.977832,
2.52294,
1.505771,
1.145099,
1.351645,
0.996857
],
[
69,
35,
34,
69,
35,
34
],
[
32,
15,
17,
32,
15,
17
],
[
37,
20,
17,
37,
20,
17
],
[
46.376812,
42.857143,
50,
46.376812,
42.857143,
50
],
[
2.286868,
3.36392,
1.505771,
1.324021,
1.802194,
0.996857
],
[
146034,
146034,
70115,
479993,
479993,
452056
],
[
-41990,
-37810,
-41990,
-408340,
-298544,
-408340
],
[
76,
47,
106,
76,
47,
106
],
[
129,
72,
180,
129,
72,
180
],
[
30,
27,
32,
30,
27,
32
],
[
5269,
1652,
3617,
5269,
1652,
3617
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-96171,
333651,
-110536,
-241572,
-73524,
-580795
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1560672000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758922728245,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 224,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 108,
"offset": 0,
"multiplier": 2.20144
}
}
}
| # | 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) |
|---|