| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 681123.8727 | 498332.0779 | 182791.7948 | 1584437.5048 | 537446.006 | 1046991.4988 |
| Total P&L (%) | 681.1239 | 498.3321 | 182.7918 | 1584.4375 | 537.446 | 1046.9915 |
| Avg Daily Profit (%) | 0.358 | 0.2619 | 0.0961 | 0.1485 | 0.0974 | 0.1283 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113093 | -104149 | -98294 | -1860632 | -2545496 | -1325637 |
| Profit Factor | 2.3052 | 2.7951 | 1.7483 | 1.1715 | 1.0988 | 1.2754 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 49.2308 | 48.4848 | 50 | 49.2308 | 48.4848 | 50 |
| Ratio Avg Win / Avg Loss | 2.3772 | 2.9698 | 1.7483 | 1.2081 | 1.1675 | 1.2754 |
| Largest Winning Trade | 252067 | 252067 | 67979 | 1730481 | 1730481 | 995773 |
| Largest Losing Trade | -51172 | -38957 | -51172 | -1325637 | -1074997 | -1325637 |
| Avg Bars in Trades | 56 | 44 | 69 | 56 | 44 | 69 |
| Avg Bars in Winners | 85 | 63 | 107 | 85 | 63 | 107 |
| Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
| Bars Traded | 3695 | 1475 | 2220 | 3695 | 1475 | 2220 |
| Profit Streak | 0 | 0 | 560.8422 | 0 | 0 | 560.8422 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -122521 | 463355 | -60833 | -162504 | -174918 | -20811 |
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557705600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760083968973,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 12,
"offset": 0,
"a": 0.8794
}
}
} {
"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": [
[
681123.872701319,
498332.0779311185,
182791.7947702003,
1584437.5047637473,
537446.0059870596,
1046991.4987766864
],
[
681.123873,
498.332078,
182.791795,
1584.437505,
537.446006,
1046.991499
],
[
0.358015,
0.261935,
0.09608,
0.148547,
0.097409,
0.12832
],
[
10,
10,
10,
10,
10,
10
],
[
-113093,
-104149,
-98294,
-1860632,
-2545496,
-1325637
],
[
2.30515,
2.795069,
1.748343,
1.171499,
1.098849,
1.275402
],
[
65,
33,
32,
65,
33,
32
],
[
32,
16,
16,
32,
16,
16
],
[
33,
17,
16,
33,
17,
16
],
[
49.230769,
48.484848,
50,
49.230769,
48.484848,
50
],
[
2.377186,
2.96976,
1.748343,
1.208108,
1.167527,
1.275402
],
[
252067,
252067,
67979,
1730481,
1730481,
995773
],
[
-51172,
-38957,
-51172,
-1325637,
-1074997,
-1325637
],
[
56,
44,
69,
56,
44,
69
],
[
85,
63,
107,
85,
63,
107
],
[
28,
26,
30,
28,
26,
30
],
[
3695,
1475,
2220,
3695,
1475,
2220
],
[
0,
0,
560.842233,
0,
0,
560.842233
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-122521,
463355,
-60833,
-162504,
-174918,
-20811
]
]
}
{
"trading_pair": "OMG_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3805,
"evaluation_days": 1902.5,
"actual_first_datapoint_time": 1554249600000,
"first_datapoint_time": 1557705600000,
"last_datapoint_time": 1718582400000,
"evaluation_time": 1760083968973,
"expiration_time": 1723513680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 12,
"offset": 0,
"a": 0.8794
}
}
}
| # | 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) |
|---|