Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383482.7902 | 334615.8266 | 48866.9636 | -27073.7693 | 330947.9136 | -358021.6829 |
Total P&L (%) | 383.4828 | 334.6158 | 48.867 | -27.0738 | 330.9479 | -358.0217 |
Avg Daily Profit (%) | 0.2016 | 0.1759 | 0.0257 | -0.0166 | 0.0768 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272059 | -199832 | -95844 | -1902463 | -1140809 | -838176 |
Profit Factor | 1.6752 | 1.8689 | 1.2673 | 0.9899 | 1.2185 | 0.6938 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 55.3846 | 56.25 | 54.5455 | 55.3846 | 56.25 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3495 | 1.4536 | 1.0561 | 0.7974 | 0.9477 | 0.5782 |
Largest Winning Trade | 245345 | 245345 | 28061 | 825209 | 825209 | 301568 |
Largest Losing Trade | -62332 | -62332 | -43020 | -569114 | -569114 | -421099 |
Avg Bars in Trades | 112 | 197 | 31 | 112 | 197 | 31 |
Avg Bars in Winners | 56 | 76 | 37 | 56 | 76 | 37 |
Avg Bars in Losers | 182 | 353 | 23 | 182 | 353 | 23 |
Bars Traded | 7339 | 6315 | 1024 | 7339 | 6315 | 1024 |
Profit Streak | 491.1869 | 0 | 668.4369 | 491.1869 | 0 | 668.4369 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125020 | 382650 | -158204 | -715495 | -91663 | -578881 |
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{ "first_band": { "type": "bbl", "factors": { "length": 32, "offset": 0, "std": 3.50513 } }, "second_band": { "type": "swma", "factors": { "length": 205, "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": 1558677600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759314546319, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 32, "offset": 0, "std": 3.50513 } }, "second_band": { "type": "swma", "factors": { "length": 205, "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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