Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711498.2374 | 514379.2467 | 197118.9907 | 2211015.4082 | 883525.6159 | 1327489.7923 |
Total P&L (%) | 711.4982 | 514.3792 | 197.119 | 2211.0154 | 883.5256 | 1327.4898 |
Avg Daily Profit (%) | 0.374 | 0.2704 | 0.1036 | 0.1652 | 0.1202 | 0.1398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105778 | -97337 | -97623 | -1847496 | -2316157 | -1133816 |
Profit Factor | 2.1097 | 2.4832 | 1.6697 | 1.2187 | 1.144 | 1.3341 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 49.4845 | 48.9796 | 50 | 49.4845 | 48.9796 | 50 |
Ratio Avg Win / Avg Loss | 2.1537 | 2.5867 | 1.6697 | 1.2441 | 1.1917 | 1.3341 |
Largest Winning Trade | 230663 | 230663 | 57896 | 1661058 | 1661058 | 841898 |
Largest Losing Trade | -37745 | -37745 | -36234 | -1401200 | -1401200 | -458639 |
Avg Bars in Trades | 57 | 44 | 70 | 57 | 44 | 70 |
Avg Bars in Winners | 76 | 59 | 94 | 76 | 59 | 94 |
Avg Bars in Losers | 38 | 30 | 46 | 38 | 30 | 46 |
Bars Traded | 5548 | 2176 | 3372 | 5548 | 2176 | 3372 |
Profit Streak | 0 | 0 | 549.0036 | 0 | 0 | 549.0036 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489419 | 470575 | -50811 | 265880 | -94500 | -4960 |
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.06872, "nb": 0.1, "nc": 0.03679 } } }
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{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557100800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759421112838, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.06872, "nb": 0.1, "nc": 0.03679 } } }
# | 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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