Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435973.2985 | 318672.4619 | 117300.8366 | -304867.5274 | 470730.8866 | -775598.4139 |
Total P&L (%) | 435.9733 | 318.6725 | 117.3008 | -304.8675 | 470.7309 | -775.5984 |
Avg Daily Profit (%) | 0.2292 | 0.1675 | 0.0617 | 0 | 0.0916 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212625 | -84711 | -238280 | -1854567 | -392715 | -1553897 |
Profit Factor | 1.6334 | 2.1916 | 1.2787 | 0.8955 | 1.5043 | 0.6092 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 60 | 31 | 29 | 43 | 22 | 21 |
Losing Trades | 35 | 17 | 18 | 52 | 26 | 26 |
Profitability (%) | 63.1579 | 64.5833 | 61.7021 | 45.2632 | 45.8333 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.9528 | 1.2019 | 0.7937 | 1.083 | 1.7778 | 0.7543 |
Largest Winning Trade | 91872 | 91872 | 64642 | 469675 | 223247 | 469675 |
Largest Losing Trade | -114080 | -45170 | -114080 | -361329 | -359714 | -361329 |
Avg Bars in Trades | 77 | 46 | 109 | 77 | 46 | 109 |
Avg Bars in Winners | 67 | 35 | 101 | 87 | 51 | 125 |
Avg Bars in Losers | 94 | 66 | 121 | 69 | 43 | 95 |
Bars Traded | 7374 | 2242 | 5132 | 7374 | 2242 | 5132 |
Profit Streak | 0 | 0 | 0 | 543.9933 | 590.4933 | 543.9933 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365210 | 445743 | -110691 | -579365 | -68406 | -582181 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 80, "offset": 0, "std": 2.46071 } } }
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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": 1558137600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760010618160, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 80, "offset": 0, "std": 2.46071 } } }
# | 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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