| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 592793.2827 | 452277.1142 | 140516.1685 | 438665.8848 | -3415.1244 | 442081.0093 |
| Total P&L (%) | 592.7933 | 452.2771 | 140.5162 | 438.6659 | -3.4151 | 442.081 |
| Avg Daily Profit (%) | 0.3117 | 0.2378 | 0.0739 | 0.0886 | -0.0018 | 0.0889 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112315 | -91922 | -80935 | -1464786 | -1007519 | -869137 |
| Profit Factor | 1.7814 | 2.0485 | 1.4293 | 1.0772 | 0.9989 | 1.1713 |
| Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
| Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
| Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
| Profitability (%) | 46.4789 | 47.8873 | 45.0704 | 46.4789 | 47.8873 | 45.0704 |
| Ratio Avg Win / Avg Loss | 2.0513 | 2.2293 | 1.742 | 1.2404 | 1.087 | 1.4275 |
| Largest Winning Trade | 308950 | 308950 | 57259 | 711356 | 711356 | 697982 |
| Largest Losing Trade | -44732 | -44732 | -43061 | -492965 | -434771 | -492965 |
| Avg Bars in Trades | 51 | 38 | 64 | 51 | 38 | 64 |
| Avg Bars in Winners | 83 | 54 | 114 | 83 | 54 | 114 |
| Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
| Bars Traded | 7296 | 2712 | 4584 | 7296 | 2712 | 4584 |
| Profit Streak | 0 | 0 | 542.1528 | 0 | 0 | 542.1528 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 409574 | -75941 | -180608 | -211349 | -666891 | -194655 |
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559131200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759549198900,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
592793.2827109521,
452277.1142219431,
140516.1684890093,
438665.8848491258,
-3415.1244160354,
442081.0092651611
],
[
592.793283,
452.277114,
140.516168,
438.665885,
-3.415124,
442.081009
],
[
0.311668,
0.23779,
0.073878,
0.088574,
-0.001827,
0.088906
],
[
10,
10,
10,
10,
10,
10
],
[
-112315,
-91922,
-80935,
-1464786,
-1007519,
-869137
],
[
1.781397,
2.048512,
1.429343,
1.077163,
0.9989,
1.171298
],
[
142,
71,
71,
142,
71,
71
],
[
66,
34,
32,
66,
34,
32
],
[
76,
37,
39,
76,
37,
39
],
[
46.478873,
47.887324,
45.070423,
46.478873,
47.887324,
45.070423
],
[
2.051305,
2.229263,
1.742012,
1.240369,
1.087038,
1.427519
],
[
308950,
308950,
57259,
711356,
711356,
697982
],
[
-44732,
-44732,
-43061,
-492965,
-434771,
-492965
],
[
51,
38,
64,
51,
38,
64
],
[
83,
54,
114,
83,
54,
114
],
[
23,
22,
23,
23,
22,
23
],
[
7296,
2712,
4584,
7296,
2712,
4584
],
[
0,
0,
542.152765,
0,
0,
542.152765
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
409574,
-75941,
-180608,
-211349,
-666891,
-194655
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7608,
"evaluation_days": 1902,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1559131200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759549198900,
"expiration_time": 1723512384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|