Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825651.7298 | 612515.1589 | 213136.5709 | 3876640.6836 | 1063803.5306 | 2812837.1531 |
Total P&L (%) | 825.6517 | 612.5152 | 213.1366 | 3876.6407 | 1063.8035 | 2812.8372 |
Avg Daily Profit (%) | 0.4341 | 0.322 | 0.1121 | 0.1938 | 0.1291 | 0.1774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123500 | -74194 | -103212 | -5616754 | -3238757 | -3323248 |
Profit Factor | 2.3801 | 3.0176 | 1.7233 | 1.1933 | 1.1 | 1.2987 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 43.0108 | 36.1702 | 50 | 43.0108 | 36.1702 | 50 |
Ratio Avg Win / Avg Loss | 3.1536 | 5.3252 | 1.7233 | 1.5811 | 1.9412 | 1.2987 |
Largest Winning Trade | 243329 | 243329 | 60618 | 2984374 | 2984374 | 2871953 |
Largest Losing Trade | -41878 | -27990 | -41878 | -2604731 | -1160565 | -2604731 |
Avg Bars in Trades | 79 | 57 | 102 | 79 | 57 | 102 |
Avg Bars in Winners | 147 | 108 | 176 | 147 | 108 | 176 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 7383 | 2691 | 4692 | 7383 | 2691 | 4692 |
Profit Streak | 0 | 0 | 557.6421 | 0 | 0 | 557.6421 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435682 | 343715 | -39470 | -1250 | -134919 | 308805 |
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 24, "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": 1557403200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759634673374, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 24, "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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