| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 365504.9738 | 334422.5888 | 31082.385 | 63934.5962 | 234779.1464 | -170844.5503 |
| Total P&L (%) | 365.505 | 334.4226 | 31.0824 | 63.9346 | 234.7791 | -170.8446 |
| Avg Daily Profit (%) | 0.2259 | 0.2067 | 0.0192 | 0.0306 | 0.0747 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160319 | -177381 | -150398 | -521915 | -522892 | -448560 |
| Profit Factor | 1.3064 | 1.5841 | 1.0501 | 1.0207 | 1.159 | 0.8944 |
| Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
| Winning Trades | 136 | 61 | 75 | 136 | 61 | 75 |
| Losing Trades | 172 | 93 | 79 | 172 | 93 | 79 |
| Profitability (%) | 44.1558 | 39.6104 | 48.7013 | 44.1558 | 39.6104 | 48.7013 |
| Ratio Avg Win / Avg Loss | 1.6523 | 2.4151 | 1.1061 | 1.2908 | 1.767 | 0.9421 |
| Largest Winning Trade | 190258 | 190258 | 49857 | 258855 | 258855 | 141587 |
| Largest Losing Trade | -28790 | -21730 | -28790 | -132828 | -78844 | -132828 |
| Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
| Avg Bars in Winners | 86 | 89 | 85 | 86 | 89 | 85 |
| Avg Bars in Losers | 42 | 45 | 38 | 42 | 45 | 38 |
| Bars Traded | 19073 | 9680 | 9393 | 19073 | 9680 | 9393 |
| 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 | 302933 | 245540 | -335861 | -350935 | -141467 | -581031 |
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579557600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759021677694,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 18,
"offset": 98
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 22,
"offset": 0,
"multiplier": 3.40811
}
}
} {
"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": [
[
365504.9737844093,
334422.5887824168,
31082.3850019922,
63934.5961503933,
234779.1464264331,
-170844.5502760396
],
[
365.504974,
334.422589,
31.082385,
63.934596,
234.779146,
-170.84455
],
[
0.225899,
0.206689,
0.01921,
0.030555,
0.074707,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-160319,
-177381,
-150398,
-521915,
-522892,
-448560
],
[
1.306445,
1.584125,
1.050116,
1.020659,
1.159031,
0.894437
],
[
308,
154,
154,
308,
154,
154
],
[
136,
61,
75,
136,
61,
75
],
[
172,
93,
79,
172,
93,
79
],
[
44.155844,
39.61039,
48.701299,
44.155844,
39.61039,
48.701299
],
[
1.652269,
2.415142,
1.106122,
1.290834,
1.767048,
0.94214
],
[
190258,
190258,
49857,
258855,
258855,
141587
],
[
-28790,
-21730,
-28790,
-132828,
-78844,
-132828
],
[
61,
62,
60,
61,
62,
60
],
[
86,
89,
85,
86,
89,
85
],
[
42,
45,
38,
42,
45,
38
],
[
19073,
9680,
9393,
19073,
9680,
9393
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302933,
245540,
-335861,
-350935,
-141467,
-581031
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19416,
"evaluation_days": 1618,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579557600000,
"last_datapoint_time": 1718589600000,
"evaluation_time": 1759021677694,
"expiration_time": 1723622227200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 18,
"offset": 98
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 22,
"offset": 0,
"multiplier": 3.40811
}
}
}
| # | 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) |
|---|