| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 557287.9064 | 403557.6137 | 153730.2927 | 1039274.3346 | 561887.0018 | 477387.3328 |
| Total P&L (%) | 557.2879 | 403.5576 | 153.7303 | 1039.2743 | 561.887 | 477.3873 |
| Avg Daily Profit (%) | 0.2931 | 0.2123 | 0.0809 | 0.128 | 0.0995 | 0.0923 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125320 | -105122 | -60174 | -2117513 | -1661549 | -687084 |
| Profit Factor | 2.2848 | 2.7965 | 1.7351 | 1.2443 | 1.2498 | 1.2381 |
| 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 | 2.6112 | 2.7965 | 2.269 | 1.4221 | 1.2498 | 1.6191 |
| Largest Winning Trade | 163748 | 163748 | 60599 | 1014597 | 1014597 | 688132 |
| Largest Losing Trade | -49339 | -36787 | -49339 | -563351 | -546389 | -563351 |
| Avg Bars in Trades | 183 | 207 | 158 | 183 | 207 | 158 |
| Avg Bars in Winners | 266 | 290 | 238 | 266 | 290 | 238 |
| Avg Bars in Losers | 109 | 124 | 96 | 109 | 124 | 96 |
| Bars Traded | 10985 | 6238 | 4747 | 10985 | 6238 | 4747 |
| Profit Streak | 601.2312 | 725.2312 | 601.2312 | 601.2312 | 725.2312 | 601.2312 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -160654 | 503005 | -83768 | -195758 | -59103 | -71034 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557763200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760275976504,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 197,
"offset": 47
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 152,
"offset": 0,
"std": 1.21107
}
}
} {
"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": [
[
557287.9063951427,
403557.6136907203,
153730.2927044224,
1039274.334609183,
561887.0017592338,
477387.3328499491
],
[
557.287906,
403.557614,
153.730293,
1039.274335,
561.887002,
477.387333
],
[
0.293104,
0.21225,
0.080854,
0.128044,
0.09945,
0.092259
],
[
10,
10,
10,
10,
10,
10
],
[
-125320,
-105122,
-60174,
-2117513,
-1661549,
-687084
],
[
2.284791,
2.796505,
1.73512,
1.244312,
1.249838,
1.238113
],
[
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
],
[
2.61119,
2.796505,
2.269003,
1.422071,
1.249838,
1.619071
],
[
163748,
163748,
60599,
1014597,
1014597,
688132
],
[
-49339,
-36787,
-49339,
-563351,
-546389,
-563351
],
[
183,
207,
158,
183,
207,
158
],
[
266,
290,
238,
266,
290,
238
],
[
109,
124,
96,
109,
124,
96
],
[
10985,
6238,
4747,
10985,
6238,
4747
],
[
601.231209,
725.231209,
601.231209,
601.231209,
725.23121,
601.23121
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-160654,
503005,
-83768,
-195758,
-59103,
-71034
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557763200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760275976504,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 197,
"offset": 47
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 152,
"offset": 0,
"std": 1.21107
}
}
}
| # | 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) |
|---|