Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872540.3496 | 614242.893 | 258297.4565 | 9786285.8658 | 3252868.0925 | 6533417.7733 |
Total P&L (%) | 872.5404 | 614.2429 | 258.2975 | 9786.2859 | 3252.8681 | 6533.4178 |
Avg Daily Profit (%) | 0.4587 | 0.3229 | 0.1358 | 0.2418 | 0.1848 | 0.2208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51667 | -108131 | -76048 | -3556717 | -6367059 | -2010970 |
Profit Factor | 2.653 | 3.1443 | 2.0701 | 1.4236 | 1.236 | 1.7011 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 39.0476 | 33.9623 | 44.2308 | 39.0476 | 33.9623 | 44.2308 |
Ratio Avg Win / Avg Loss | 4.1413 | 6.1138 | 2.6101 | 2.2223 | 2.4034 | 2.1449 |
Largest Winning Trade | 270978 | 270978 | 53753 | 4888796 | 4888796 | 3499701 |
Largest Losing Trade | -22483 | -19298 | -22483 | -2241376 | -2241376 | -1460151 |
Avg Bars in Trades | 70 | 62 | 78 | 70 | 62 | 78 |
Avg Bars in Winners | 133 | 125 | 139 | 133 | 125 | 139 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 7396 | 3324 | 4073 | 7396 | 3324 | 4073 |
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 | 407873 | -171473 | -190099 | 229166 | -177857 | -170860 |
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{ "first_band": { "type": "bbm", "factors": { "length": 208, "offset": 0, "std": 1.91885 } }, "second_band": { "type": "ema", "factors": { "length": 15, "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": 1555977600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759536350606, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 208, "offset": 0, "std": 1.91885 } }, "second_band": { "type": "ema", "factors": { "length": 15, "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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