| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 494808.9248 | 441212.1701 | 53596.7547 | 64179.5633 | -308187.6755 | 372367.2387 |
| Total P&L (%) | 494.8089 | 441.2122 | 53.5968 | 64.1796 | -308.1877 | 372.3672 |
| Avg Daily Profit (%) | 0.2602 | 0.2321 | 0.0282 | 0.0261 | 0 | 0.0817 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -213910 | -208105 | -40528 | -2494596 | -2496576 | -301811 |
| Profit Factor | 1.7728 | 1.8248 | 1.5091 | 1.0148 | 0.9213 | 1.8709 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 52 | 30 | 22 | 52 | 30 | 22 |
| Losing Trades | 45 | 18 | 27 | 45 | 18 | 27 |
| Profitability (%) | 53.6082 | 62.5 | 44.898 | 53.6082 | 62.5 | 44.898 |
| Ratio Avg Win / Avg Loss | 1.5342 | 1.0949 | 1.852 | 0.8782 | 0.5528 | 2.2961 |
| Largest Winning Trade | 131344 | 131344 | 17933 | 815824 | 815824 | 171769 |
| Largest Losing Trade | -70429 | -70429 | -13196 | -1810546 | -1810546 | -286373 |
| Avg Bars in Trades | 108 | 213 | 5 | 108 | 213 | 5 |
| Avg Bars in Winners | 70 | 117 | 7 | 70 | 117 | 7 |
| Avg Bars in Losers | 152 | 373 | 4 | 152 | 373 | 4 |
| Bars Traded | 10529 | 10247 | 282 | 10529 | 10247 | 282 |
| Profit Streak | 0 | 587.0006 | 0 | 0 | 587.0006 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 440063 | 464889 | -155452 | -363633 | -578110 | -81943 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1555171200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759550452204,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 64,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
494808.924781739,
441212.1700642906,
53596.7547174486,
64179.5632586639,
-308187.6754904041,
372367.2387490682
],
[
494.808925,
441.21217,
53.596755,
64.179563,
-308.187675,
372.367239
],
[
0.260244,
0.232054,
0.028189,
0.026079,
0,
0.081691
],
[
10,
10,
10,
10,
10,
10
],
[
-213910,
-208105,
-40528,
-2494596,
-2496576,
-301811
],
[
1.772846,
1.82476,
1.509068,
1.014779,
0.921282,
1.870906
],
[
97,
48,
49,
97,
48,
49
],
[
52,
30,
22,
52,
30,
22
],
[
45,
18,
27,
45,
18,
27
],
[
53.608247,
62.5,
44.897959,
53.608247,
62.5,
44.897959
],
[
1.534194,
1.094856,
1.852038,
0.878174,
0.552769,
2.296112
],
[
131344,
131344,
17933,
815824,
815824,
171769
],
[
-70429,
-70429,
-13196,
-1810546,
-1810546,
-286373
],
[
108,
213,
5,
108,
213,
5
],
[
70,
117,
7,
70,
117,
7
],
[
152,
373,
4,
152,
373,
4
],
[
10529,
10247,
282,
10529,
10247,
282
],
[
0,
587.000604,
0,
0,
587.000604,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440063,
464889,
-155452,
-363633,
-578110,
-81943
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1555171200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759550452204,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 64,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|