Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728222.7447 | 495943.5571 | 232279.1876 | 4572719.581 | 1424593.5835 | 3148125.9975 |
Total P&L (%) | 728.2227 | 495.9436 | 232.2792 | 4572.7196 | 1424.5936 | 3148.126 |
Avg Daily Profit (%) | 0.3828 | 0.2607 | 0.1221 | 0.2023 | 0.1433 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79178 | -112826 | -106661 | -2600580 | -3456171 | -1399376 |
Profit Factor | 2.2501 | 2.5927 | 1.8566 | 1.3539 | 1.177 | 1.6461 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 45.7143 | 45.283 | 46.1538 | 45.7143 | 45.283 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.672 | 3.1329 | 2.1661 | 1.6078 | 1.4222 | 1.9205 |
Largest Winning Trade | 235183 | 235183 | 55086 | 1829702 | 1702731 | 1829702 |
Largest Losing Trade | -39515 | -29819 | -39515 | -1570046 | -1570046 | -1194313 |
Avg Bars in Trades | 52 | 43 | 62 | 52 | 43 | 62 |
Avg Bars in Winners | 79 | 59 | 99 | 79 | 59 | 99 |
Avg Bars in Losers | 30 | 29 | 30 | 30 | 29 | 30 |
Bars Traded | 5543 | 2283 | 3260 | 5543 | 2283 | 3260 |
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 | 449846 | -168805 | -208031 | 295002 | -208996 | -170540 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556208000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759584928343, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "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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