Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591101.2493 | 467618.6957 | 123482.5536 | 345479.3334 | 589993.4376 | -244514.1041 |
Total P&L (%) | 591.1012 | 467.6187 | 123.4826 | 345.4793 | 589.9934 | -244.5141 |
Avg Daily Profit (%) | 0.3108 | 0.2459 | 0.0649 | 0.0786 | 0.1016 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91224 | -132168 | -132084 | -989584 | -887034 | -740999 |
Profit Factor | 1.6783 | 2.1269 | 1.2705 | 1.075 | 1.2684 | 0.8984 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 46.8085 | 39.4366 | 54.2857 | 46.8085 | 39.4366 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.9071 | 3.2663 | 1.0699 | 1.2216 | 1.9478 | 0.7565 |
Largest Winning Trade | 251691 | 251691 | 55290 | 904575 | 904575 | 231524 |
Largest Losing Trade | -52983 | -37473 | -52983 | -414258 | -295720 | -414258 |
Avg Bars in Trades | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Winners | 76 | 80 | 73 | 76 | 80 | 73 |
Avg Bars in Losers | 31 | 30 | 33 | 31 | 30 | 33 |
Bars Traded | 7414 | 3569 | 3845 | 7414 | 3569 | 3845 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406658 | -79008 | -199964 | -226904 | -146983 | -674402 |
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{ "first_band": { "type": "pwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 1.59075 } } }
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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": 1556344800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759828992732, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 1.59075 } } }
# | 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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