| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 678383.272 | 472186.2703 | 206197.0017 | -162460.1555 | 79433.6768 | -241893.8323 |
| Total P&L (%) | 678.3833 | 472.1863 | 206.197 | -162.4602 | 79.4337 | -241.8938 |
| Avg Daily Profit (%) | 0.3566 | 0.2482 | 0.1084 | 0 | 0.0307 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -281752 | -68214 | -271224 | -649702 | -141190 | -575645 |
| Profit Factor | 1.8652 | 3.0008 | 1.3762 | 0.8384 | 1.3125 | 0.6781 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 83 | 45 | 38 | 47 | 24 | 23 |
| Losing Trades | 39 | 16 | 23 | 75 | 37 | 38 |
| Profitability (%) | 68.0328 | 73.7705 | 62.2951 | 38.5246 | 39.3443 | 37.7049 |
| Ratio Avg Win / Avg Loss | 0.8764 | 1.067 | 0.833 | 1.3379 | 2.0234 | 1.1203 |
| Largest Winning Trade | 81298 | 81298 | 67216 | 115203 | 46076 | 115203 |
| Largest Losing Trade | -101241 | -34134 | -101241 | -274325 | -141190 | -274325 |
| Avg Bars in Trades | 45 | 23 | 67 | 45 | 23 | 67 |
| Avg Bars in Winners | 38 | 17 | 62 | 50 | 33 | 68 |
| Avg Bars in Losers | 60 | 38 | 75 | 41 | 16 | 66 |
| Bars Traded | 5503 | 1412 | 4091 | 5503 | 1412 | 4091 |
| Profit Streak | 529.836 | 0 | 587.1693 | 0 | 583.836 | 0 |
| Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 481814 | -145667 | -208528 | -583250 | -315793 | -745850 |
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558339200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759550628101,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 71,
"offset": 0,
"multiplier": 4.98965
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 143,
"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": [
[
678383.271978863,
472186.2702608062,
206197.0017180564,
-162460.1554943617,
79433.6768495121,
-241893.8323438739
],
[
678.383272,
472.18627,
206.197002,
-162.460155,
79.433677,
-241.893832
],
[
0.356607,
0.248215,
0.108392,
0,
0.030737,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-281752,
-68214,
-271224,
-649702,
-141190,
-575645
],
[
1.865177,
3.000819,
1.376202,
0.838437,
1.312484,
0.678056
],
[
122,
61,
61,
122,
61,
61
],
[
83,
45,
38,
47,
24,
23
],
[
39,
16,
23,
75,
37,
38
],
[
68.032787,
73.770492,
62.295082,
38.52459,
39.344262,
37.704918
],
[
0.876408,
1.066958,
0.832965,
1.337932,
2.023413,
1.120266
],
[
81298,
81298,
67216,
115203,
46076,
115203
],
[
-101241,
-34134,
-101241,
-274325,
-141190,
-274325
],
[
45,
23,
67,
45,
23,
67
],
[
38,
17,
62,
50,
33,
68
],
[
60,
38,
75,
41,
16,
66
],
[
5503,
1412,
4091,
5503,
1412,
4091
],
[
529.835973,
0,
587.169307,
0,
583.835973,
0
],
[
1,
0,
2,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
481814,
-145667,
-208528,
-583250,
-315793,
-745850
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5707,
"evaluation_days": 1902.33,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1558339200000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1759550628101,
"expiration_time": 1723513248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 71,
"offset": 0,
"multiplier": 4.98965
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 143,
"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) |
|---|