| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 630036.3798 | 455914.1973 | 174122.1825 | 2721543.2126 | 1299595.1394 | 1421948.0732 |
| Total P&L (%) | 630.0364 | 455.9142 | 174.1222 | 2721.5432 | 1299.5951 | 1421.9481 |
| Avg Daily Profit (%) | 0.3312 | 0.2396 | 0.0915 | 0.1757 | 0.1388 | 0.1432 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74641 | -42680 | -74465 | -4560309 | -2765677 | -3888175 |
| Profit Factor | 2.3588 | 3.0331 | 1.7273 | 1.155 | 1.1482 | 1.1618 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 | 48.3871 |
| Ratio Avg Win / Avg Loss | 2.5161 | 3.2353 | 1.8424 | 1.232 | 1.2248 | 1.2392 |
| Largest Winning Trade | 173011 | 173011 | 67249 | 2654113 | 1461574 | 2654113 |
| Largest Losing Trade | -36535 | -36535 | -33797 | -1590600 | -1590600 | -1539142 |
| Avg Bars in Trades | 56 | 34 | 77 | 56 | 34 | 77 |
| Avg Bars in Winners | 85 | 45 | 124 | 85 | 45 | 124 |
| Avg Bars in Losers | 29 | 24 | 34 | 29 | 24 | 34 |
| Bars Traded | 3484 | 1068 | 2416 | 3484 | 1068 | 2416 |
| 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 | -145475 | 471120 | -68168 | -201330 | -65485 | -44710 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559217600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759005710532,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 115,
"offset": 0,
"multiplier": 3.35394
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
630036.37979158,
455914.1973218679,
174122.1824697118,
2721543.2125959797,
1299595.1393528993,
1421948.073243081
],
[
630.03638,
455.914197,
174.122182,
2721.543213,
1299.595139,
1421.948073
],
[
0.331162,
0.23964,
0.091523,
0.175706,
0.138796,
0.143208
],
[
10,
10,
10,
10,
10,
10
],
[
-74641,
-42680,
-74465,
-4560309,
-2765677,
-3888175
],
[
2.358842,
3.033137,
1.727282,
1.154994,
1.148216,
1.161754
],
[
62,
31,
31,
62,
31,
31
],
[
30,
15,
15,
30,
15,
15
],
[
32,
16,
16,
32,
16,
16
],
[
48.387097,
48.387097,
48.387097,
48.387097,
48.387097,
48.387097
],
[
2.516098,
3.235347,
1.842434,
1.231993,
1.224764,
1.239204
],
[
173011,
173011,
67249,
2654113,
1461574,
2654113
],
[
-36535,
-36535,
-33797,
-1590600,
-1590600,
-1539142
],
[
56,
34,
77,
56,
34,
77
],
[
85,
45,
124,
85,
45,
124
],
[
29,
24,
34,
29,
24,
34
],
[
3484,
1068,
2416,
3484,
1068,
2416
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145475,
471120,
-68168,
-201330,
-65485,
-44710
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559217600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759005710532,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 115,
"offset": 0,
"multiplier": 3.35394
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|