| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 593182.5487 | 407942.8871 | 185239.6617 | 1806944.191 | -79781.4811 | 1886725.6721 |
| Total P&L (%) | 593.1825 | 407.9429 | 185.2397 | 1806.9442 | -79.7815 | 1886.7257 |
| Avg Daily Profit (%) | 0.3118 | 0.2144 | 0.0974 | 0.1551 | -0.084 | 0.1572 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97789 | -59053 | -133644 | -2391287 | -2137719 | -1979352 |
| Profit Factor | 1.9164 | 2.2797 | 1.5639 | 1.2115 | 0.9848 | 1.5744 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
| Ratio Avg Win / Avg Loss | 2.2997 | 2.7356 | 1.8766 | 1.4538 | 1.1818 | 1.8893 |
| Largest Winning Trade | 85895 | 85895 | 69111 | 1565040 | 1230162 | 1565040 |
| Largest Losing Trade | -42517 | -30717 | -42517 | -845462 | -845462 | -760457 |
| Avg Bars in Trades | 40 | 24 | 57 | 40 | 24 | 57 |
| Avg Bars in Winners | 67 | 31 | 103 | 67 | 31 | 103 |
| Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
| Bars Traded | 3605 | 1081 | 2524 | 3605 | 1081 | 2524 |
| Profit Streak | 0 | 0 | 585.0114 | 0 | 0 | 585.0114 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 399579 | 383505 | -60928 | 203916 | -580542 | 352560 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1560729600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760271386700,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 185,
"offset": 0,
"multiplier": 2.60122
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 117,
"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": [
[
593182.5487194706,
407942.8870614765,
185239.661657994,
1806944.1909568622,
-79781.4811020639,
1886725.6720589264
],
[
593.182549,
407.942887,
185.239662,
1806.944191,
-79.781481,
1886.725672
],
[
0.311791,
0.214425,
0.097366,
0.155079,
-0.083989,
0.157236
],
[
10,
10,
10,
10,
10,
10
],
[
-97789,
-59053,
-133644,
-2391287,
-2137719,
-1979352
],
[
1.916404,
2.279705,
1.563869,
1.211538,
0.984824,
1.574386
],
[
88,
44,
44,
88,
44,
44
],
[
40,
20,
20,
40,
20,
20
],
[
48,
24,
24,
48,
24,
24
],
[
45.454545,
45.454545,
45.454545,
45.454545,
45.454545,
45.454545
],
[
2.299684,
2.735647,
1.876643,
1.453845,
1.181789,
1.889264
],
[
85895,
85895,
69111,
1565040,
1230162,
1565040
],
[
-42517,
-30717,
-42517,
-845462,
-845462,
-760457
],
[
40,
24,
57,
40,
24,
57
],
[
67,
31,
103,
67,
31,
103
],
[
18,
18,
19,
18,
18,
19
],
[
3605,
1081,
2524,
3605,
1081,
2524
],
[
0,
0,
585.01142,
0,
0,
585.01142
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
399579,
383505,
-60928,
203916,
-580542,
352560
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1560729600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760271386700,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 185,
"offset": 0,
"multiplier": 2.60122
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 117,
"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) |
|---|