Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614566.1147 | 412220.8154 | 202345.2993 | 1438921.2444 | -759997.2431 | 2198918.4875 |
Total P&L (%) | 614.5661 | 412.2208 | 202.3453 | 1438.9212 | -759.9972 | 2198.9185 |
Avg Daily Profit (%) | 0.3231 | 0.2167 | 0.1064 | 0.1438 | 0 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79176 | -97660 | -33610 | -1692192 | -2138427 | -490156 |
Profit Factor | 2.2214 | 2.2173 | 2.2298 | 1.2278 | 0.8312 | 2.2122 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 51.4286 | 40 | 62.8571 | 51.4286 | 40 | 62.8571 |
Ratio Avg Win / Avg Loss | 2.098 | 3.326 | 1.3176 | 1.1596 | 1.2468 | 1.3072 |
Largest Winning Trade | 164850 | 164850 | 50827 | 766272 | 766272 | 723550 |
Largest Losing Trade | -38068 | -38068 | -21695 | -911488 | -911488 | -282519 |
Avg Bars in Trades | 104 | 121 | 87 | 104 | 121 | 87 |
Avg Bars in Winners | 130 | 172 | 103 | 130 | 172 | 103 |
Avg Bars in Losers | 76 | 87 | 59 | 76 | 87 | 59 |
Bars Traded | 7303 | 4246 | 3057 | 7303 | 4246 | 3057 |
Profit Streak | 0 | 0 | 651.9487 | 0 | 0 | 651.9487 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84997 | 291063 | -45211 | -99289 | -583009 | 484255 |
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{ "first_band": { "type": "t3", "factors": { "length": 39, "offset": 88, "a": 0.63985 } }, "second_band": { "type": "sma", "factors": { "length": 208, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558742400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759207568145, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 39, "offset": 88, "a": 0.63985 } }, "second_band": { "type": "sma", "factors": { "length": 208, "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) |
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