| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 524546.728 | 427192.6236 | 97354.1044 | 197955.4302 | 676398.844 | -478443.4138 |
| Total P&L (%) | 524.5467 | 427.1926 | 97.3541 | 197.9554 | 676.3988 | -478.4434 |
| Avg Daily Profit (%) | 0.2758 | 0.2246 | 0.0512 | 0.0574 | 0.1078 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160599 | -164446 | -82934 | -1425444 | -901511 | -837941 |
| Profit Factor | 1.5388 | 1.8727 | 1.2011 | 1.053 | 1.3795 | 0.7551 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
| Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
| Profitability (%) | 41.7178 | 35.3659 | 48.1481 | 41.7178 | 35.3659 | 48.1481 |
| Ratio Avg Win / Avg Loss | 2.1497 | 3.4226 | 1.2935 | 1.4711 | 2.5211 | 0.8132 |
| Largest Winning Trade | 214333 | 214333 | 53702 | 591361 | 591361 | 185573 |
| Largest Losing Trade | -47139 | -47139 | -43539 | -650179 | -397449 | -650179 |
| Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
| Avg Bars in Winners | 71 | 78 | 65 | 71 | 78 | 65 |
| Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
| Bars Traded | 7409 | 3671 | 3737 | 7409 | 3671 | 3737 |
| 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 | 323017 | 44523 | -137758 | -280860 | -57107 | -593456 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555524000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758973197144,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 45,
"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": [
[
524546.7280217534,
427192.62358673,
97354.1044350241,
197955.4302052936,
676398.8439972241,
-478443.4137919302
],
[
524.546728,
427.192624,
97.354104,
197.95543,
676.398844,
-478.443414
],
[
0.275787,
0.224602,
0.051185,
0.057418,
0.107813,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-160599,
-164446,
-82934,
-1425444,
-901511,
-837941
],
[
1.538766,
1.87272,
1.201098,
1.052984,
1.379495,
0.75512
],
[
163,
82,
81,
163,
82,
81
],
[
68,
29,
39,
68,
29,
39
],
[
95,
53,
42,
95,
53,
42
],
[
41.717791,
35.365854,
48.148148,
41.717791,
35.365854,
48.148148
],
[
2.149747,
3.422558,
1.29349,
1.47108,
2.521146,
0.813206
],
[
214333,
214333,
53702,
591361,
591361,
185573
],
[
-47139,
-47139,
-43539,
-650179,
-397449,
-650179
],
[
45,
44,
46,
45,
44,
46
],
[
71,
78,
65,
71,
78,
65
],
[
26,
26,
27,
26,
26,
27
],
[
7409,
3671,
3737,
7409,
3671,
3737
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323017,
44523,
-137758,
-280860,
-57107,
-593456
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555524000000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758973197144,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 45,
"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) |
|---|