| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 731067.1979 | 511185.5011 | 219881.6968 | 3749383.9463 | 1221637.6785 | 2527746.2678 |
| Total P&L (%) | 731.0672 | 511.1855 | 219.8817 | 3749.3839 | 1221.6377 | 2527.7463 |
| Avg Daily Profit (%) | 0.3843 | 0.2687 | 0.1156 | 0.1921 | 0.1358 | 0.172 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153344 | -56072 | -123942 | -1955008 | -2319282 | -1118743 |
| Profit Factor | 2.5098 | 3.1784 | 1.8811 | 1.3824 | 1.2199 | 1.5952 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
| Profitability (%) | 34.6939 | 32.6531 | 36.7347 | 34.6939 | 32.6531 | 36.7347 |
| Ratio Avg Win / Avg Loss | 4.7243 | 6.5554 | 3.2397 | 2.6022 | 2.5159 | 2.7472 |
| Largest Winning Trade | 197368 | 197368 | 62383 | 1781447 | 1781447 | 1112960 |
| Largest Losing Trade | -30139 | -30139 | -21873 | -1660745 | -1660745 | -592247 |
| Avg Bars in Trades | 36 | 26 | 47 | 36 | 26 | 47 |
| Avg Bars in Winners | 90 | 59 | 117 | 90 | 59 | 117 |
| Avg Bars in Losers | 8 | 10 | 6 | 8 | 10 | 6 |
| Bars Traded | 3590 | 1283 | 2307 | 3590 | 1283 | 2307 |
| 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 | 313393 | 299776 | -40197 | 143184 | -17016 | 206440 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558699200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759550568362,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"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": [
[
731067.1979433874,
511185.5011081923,
219881.696835195,
3749383.9462566893,
1221637.678495434,
2527746.2677612565
],
[
731.067198,
511.185501,
219.881697,
3749.383946,
1221.637678,
2527.746268
],
[
0.384267,
0.268691,
0.115575,
0.192063,
0.13578,
0.171959
],
[
10,
10,
10,
10,
10,
10
],
[
-153344,
-56072,
-123942,
-1955008,
-2319282,
-1118743
],
[
2.509804,
3.178362,
1.881119,
1.382444,
1.21985,
1.595177
],
[
98,
49,
49,
98,
49,
49
],
[
34,
16,
18,
34,
16,
18
],
[
64,
33,
31,
64,
33,
31
],
[
34.693878,
32.653061,
36.734694,
34.693878,
32.653061,
36.734694
],
[
4.724337,
6.555371,
3.239706,
2.602248,
2.515941,
2.747249
],
[
197368,
197368,
62383,
1781447,
1781447,
1112960
],
[
-30139,
-30139,
-21873,
-1660745,
-1660745,
-592247
],
[
36,
26,
47,
36,
26,
47
],
[
90,
59,
117,
90,
59,
117
],
[
8,
10,
6,
8,
10,
6
],
[
3590,
1283,
2307,
3590,
1283,
2307
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
313393,
299776,
-40197,
143184,
-17016,
206440
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558699200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759550568362,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 104,
"offset": 0
}
},
"second_band": {
"type": "ohlc4",
"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) |
|---|