| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 15984.003 | 140885.6341 | -124901.6311 | 13019921.0122 | 4259597.6453 | 8760323.3669 |
| Total P&L (%) | 15.984 | 140.8856 | -124.9016 | 13019.921 | 4259.5976 | 8760.3234 |
| Avg Daily Profit (%) | 0.0084 | 0.0741 | -0.0657 | 0.2567 | 0.1986 | 0.236 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -530515 | -13259 | -551593 | -13343809 | -1578743 | -12184752 |
| Profit Factor | 1.0239 | 4.5957 | 0.8013 | 1.6878 | 2.2643 | 1.563 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 53 | 25 | 28 | 53 | 23 | 30 |
| Losing Trades | 17 | 10 | 7 | 17 | 12 | 5 |
| Profitability (%) | 75.7143 | 71.4286 | 80 | 75.7143 | 65.7143 | 85.7143 |
| Ratio Avg Win / Avg Loss | 0.3284 | 1.8383 | 0.2003 | 0.5414 | 1.1814 | 0.2605 |
| Largest Winning Trade | 44191 | 17119 | 44191 | 3941008 | 1794201 | 3941008 |
| Largest Losing Trade | -384696 | -10642 | -384696 | -12184752 | -1293770 | -12184752 |
| Avg Bars in Trades | 53 | 4 | 101 | 53 | 4 | 101 |
| Avg Bars in Winners | 31 | 3 | 55 | 43 | 3 | 73 |
| Avg Bars in Losers | 122 | 7 | 286 | 83 | 6 | 270 |
| Bars Traded | 3730 | 161 | 3569 | 3730 | 161 | 3569 |
| Profit Streak | 530.3041 | 0 | 536.3041 | 530.3041 | 0 | 536.3041 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -481611 | -83524 | -576314 | -85640 | 487088 | 481976 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555934400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759303074350,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 40,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
15984.0030142324,
140885.6341294666,
-124901.6311152342,
13019921.012247533,
4259597.645344784,
8760323.36690275
],
[
15.984003,
140.885634,
-124.901631,
13019.921012,
4259.597645,
8760.323367
],
[
0.008402,
0.074053,
-0.065651,
0.256661,
0.198618,
0.235977
],
[
10,
10,
10,
10,
10,
10
],
[
-530515,
-13259,
-551593,
-13343809,
-1578743,
-12184752
],
[
1.023941,
4.595686,
0.801258,
1.687819,
2.264315,
1.562996
],
[
70,
35,
35,
70,
35,
35
],
[
53,
25,
28,
53,
23,
30
],
[
17,
10,
7,
17,
12,
5
],
[
75.714286,
71.428571,
80,
75.714286,
65.714286,
85.714286
],
[
0.328434,
1.838275,
0.200315,
0.541376,
1.181381,
0.260499
],
[
44191,
17119,
44191,
3941008,
1794201,
3941008
],
[
-384696,
-10642,
-384696,
-12184752,
-1293770,
-12184752
],
[
53,
4,
101,
53,
4,
101
],
[
31,
3,
55,
43,
3,
73
],
[
122,
7,
286,
83,
6,
270
],
[
3730,
161,
3569,
3730,
161,
3569
],
[
530.304101,
0,
536.304101,
530.304101,
0,
536.304101
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-481611,
-83524,
-576314,
-85640,
487088,
481976
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1555934400000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759303074350,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 40,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|