| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 649519.9254 | 488938.6874 | 160581.238 | 765251.1305 | 770335.6285 | -5084.498 |
| Total P&L (%) | 649.5199 | 488.9387 | 160.5812 | 765.2511 | 770.3356 | -5.0845 |
| Avg Daily Profit (%) | 0.3416 | 0.2572 | 0.0845 | 0.1136 | 0.1139 | -0.0027 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140080 | -63143 | -99765 | -1821147 | -1069643 | -1399496 |
| Profit Factor | 2.2963 | 2.7462 | 1.7264 | 1.12 | 1.2237 | 0.9983 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Profitability (%) | 55.9322 | 53.3333 | 58.6207 | 55.9322 | 53.3333 | 58.6207 |
| Ratio Avg Win / Avg Loss | 1.8092 | 2.4029 | 1.2187 | 0.8824 | 1.0708 | 0.7047 |
| Largest Winning Trade | 270560 | 270560 | 64242 | 1479054 | 1479054 | 542560 |
| Largest Losing Trade | -56791 | -46255 | -56791 | -719530 | -595000 | -719530 |
| Avg Bars in Trades | 187 | 146 | 230 | 187 | 146 | 230 |
| Avg Bars in Winners | 259 | 203 | 312 | 259 | 203 | 312 |
| Avg Bars in Losers | 96 | 81 | 113 | 96 | 81 | 113 |
| Bars Traded | 11081 | 4402 | 6679 | 11081 | 4402 | 6679 |
| Profit Streak | 0 | 0 | 546.4184 | 0 | 0 | 546.4184 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -165110 | 494438 | -76389 | -309953 | -40567 | -579131 |
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557705600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758981752676,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 146,
"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": [
[
649519.9254291757,
488938.6873966712,
160581.2380325048,
765251.1304948248,
770335.6285394197,
-5084.4980445947
],
[
649.519925,
488.938687,
160.581238,
765.25113,
770.335629,
-5.084498
],
[
0.341613,
0.257156,
0.084457,
0.113556,
0.113865,
-0.002745
],
[
10,
10,
10,
10,
10,
10
],
[
-140080,
-63143,
-99765,
-1821147,
-1069643,
-1399496
],
[
2.296293,
2.746182,
1.72643,
1.119957,
1.223742,
0.998268
],
[
59,
30,
29,
59,
30,
29
],
[
33,
16,
17,
33,
16,
17
],
[
26,
14,
12,
26,
14,
12
],
[
55.932203,
53.333333,
58.62069,
55.932203,
53.333333,
58.62069
],
[
1.8092,
2.402909,
1.218657,
0.88239,
1.070774,
0.70466
],
[
270560,
270560,
64242,
1479054,
1479054,
542560
],
[
-56791,
-46255,
-56791,
-719530,
-595000,
-719530
],
[
187,
146,
230,
187,
146,
230
],
[
259,
203,
312,
259,
203,
312
],
[
96,
81,
113,
96,
81,
113
],
[
11081,
4402,
6679,
11081,
4402,
6679
],
[
0,
0,
546.418434,
0,
0,
546.418434
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165110,
494438,
-76389,
-309953,
-40567,
-579131
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11408,
"evaluation_days": 1901.33,
"actual_first_datapoint_time": 1554264000000,
"first_datapoint_time": 1557705600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1758981752676,
"expiration_time": 1723510656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 240,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 146,
"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) |
|---|