Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670961.4428 | 501884.2457 | 169077.1972 | 2600238.2042 | 1768083.4828 | 832154.7214 |
Total P&L (%) | 670.9614 | 501.8842 | 169.0772 | 2600.2382 | 1768.0835 | 832.1547 |
Avg Daily Profit (%) | 0.3527 | 0.2638 | 0.0889 | 0.1734 | 0.154 | 0.1174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130365 | -38909 | -125111 | -813449 | -654898 | -730194 |
Profit Factor | 2.5355 | 3.5148 | 1.7122 | 1.5071 | 1.6833 | 1.3277 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 45.3125 | 46.875 | 43.75 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 3.0601 | 3.9835 | 2.2014 | 1.819 | 1.9077 | 1.707 |
Largest Winning Trade | 171178 | 171178 | 70964 | 1038325 | 1038325 | 999413 |
Largest Losing Trade | -45800 | -24047 | -45800 | -590073 | -480566 | -590073 |
Avg Bars in Trades | 54 | 35 | 73 | 54 | 35 | 73 |
Avg Bars in Winners | 94 | 48 | 143 | 94 | 48 | 143 |
Avg Bars in Losers | 20 | 23 | 18 | 20 | 23 | 18 |
Bars Traded | 3468 | 1132 | 2336 | 3468 | 1132 | 2336 |
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 | -131424 | 505485 | -73529 | -135329 | 345093 | -36948 |
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559304000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760275280126, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 8, "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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