| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 335805.3591 | 329704.2472 | 6101.1119 | -105183.1166 | 138424.3124 | -243607.4289 |
| Total P&L (%) | 335.8054 | 329.7042 | 6.1011 | -105.1831 | 138.4243 | -243.6074 |
| Avg Daily Profit (%) | 0.1766 | 0.1733 | 0.0032 | 0 | 0.0457 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -325451 | -93091 | -327167 | -320086 | -18376 | -330557 |
| Profit Factor | 1.4479 | 2.0362 | 1.0141 | 0.7634 | 3.644 | 0.3788 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 41 | 23 | 18 | 40 | 22 | 18 |
| Losing Trades | 44 | 20 | 24 | 45 | 21 | 24 |
| Profitability (%) | 48.2353 | 53.4884 | 42.8571 | 47.0588 | 51.1628 | 42.8571 |
| Ratio Avg Win / Avg Loss | 1.5538 | 1.7706 | 1.3522 | 0.8588 | 3.4784 | 0.505 |
| Largest Winning Trade | 263031 | 263031 | 66420 | 65256 | 65256 | 62899 |
| Largest Losing Trade | -111411 | -38264 | -111411 | -259539 | -11523 | -259539 |
| Avg Bars in Trades | 86 | 55 | 119 | 86 | 55 | 119 |
| Avg Bars in Winners | 128 | 64 | 209 | 65 | 42 | 92 |
| Avg Bars in Losers | 48 | 44 | 50 | 106 | 69 | 138 |
| Bars Traded | 7383 | 2382 | 5001 | 7383 | 2382 | 5001 |
| Profit Streak | 0 | 0 | 0 | 528.1776 | 528.1776 | 529.6776 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326171 | 423587 | -562016 | -580735 | -124296 | -582928 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556647200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758795344621,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 112,
"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": [
[
335805.3590680324,
329704.2472169729,
6101.1118510597,
-105183.1165628085,
138424.3123789821,
-243607.4289417905
],
[
335.805359,
329.704247,
6.101112,
-105.183117,
138.424312,
-243.607429
],
[
0.176554,
0.173346,
0.003208,
0,
0.045693,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-325451,
-93091,
-327167,
-320086,
-18376,
-330557
],
[
1.447899,
2.036154,
1.014138,
0.763365,
3.643995,
0.378776
],
[
85,
43,
42,
85,
43,
42
],
[
41,
23,
18,
40,
22,
18
],
[
44,
20,
24,
45,
21,
24
],
[
48.235294,
53.488372,
42.857143,
47.058824,
51.162791,
42.857143
],
[
1.553842,
1.770569,
1.352184,
0.858786,
3.478359,
0.505035
],
[
263031,
263031,
66420,
65256,
65256,
62899
],
[
-111411,
-38264,
-111411,
-259539,
-11523,
-259539
],
[
86,
55,
119,
86,
55,
119
],
[
128,
64,
209,
65,
42,
92
],
[
48,
44,
50,
106,
69,
138
],
[
7383,
2382,
5001,
7383,
2382,
5001
],
[
0,
0,
0,
528.1776,
528.1776,
529.6776
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326171,
423587,
-562016,
-580735,
-124296,
-582928
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1556647200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758795344621,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 112,
"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) |
|---|