Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420402.2891 | 344057.778 | 76344.5111 | 11509.6441 | 149326.7563 | -137817.1121 |
Total P&L (%) | 420.4023 | 344.0578 | 76.3445 | 11.5096 | 149.3268 | -137.8171 |
Avg Daily Profit (%) | 0.221 | 0.1808 | 0.0401 | 0.0057 | 0.048 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110180 | -100493 | -133740 | -327647 | -166598 | -342663 |
Profit Factor | 1.5571 | 1.899 | 1.2053 | 1.0099 | 1.2794 | 0.7788 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 54.7619 | 54.7619 | 54.7619 | 54.7619 | 54.7619 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.2863 | 1.5687 | 0.9957 | 0.8343 | 1.0569 | 0.6434 |
Largest Winning Trade | 193850 | 193850 | 57000 | 190035 | 190035 | 62184 |
Largest Losing Trade | -56926 | -48620 | -56926 | -133792 | -94527 | -133792 |
Avg Bars in Trades | 41 | 52 | 31 | 41 | 52 | 31 |
Avg Bars in Winners | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Losers | 45 | 68 | 23 | 45 | 68 | 23 |
Bars Traded | 3518 | 2196 | 1322 | 3518 | 2196 | 1322 |
Profit Streak | 581.7498 | 614.7498 | 581.7498 | 581.7498 | 614.7498 | 581.7498 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405213 | 470022 | -140218 | -513438 | -126812 | -579533 |
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{ "first_band": { "type": "jma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "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": 1561291200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759082381861, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "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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