Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532771.5262 | 466183.7994 | 66587.7268 | -15956.9434 | 794594.5089 | -810551.4523 |
Total P&L (%) | 532.7715 | 466.1838 | 66.5877 | -15.9569 | 794.5945 | -810.5515 |
Avg Daily Profit (%) | 0.28 | 0.245 | 0.035 | -0.0091 | 0.1152 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183352 | -131451 | -157329 | -1803365 | -985052 | -1096288 |
Profit Factor | 1.8064 | 2.3822 | 1.2059 | 0.9968 | 1.3213 | 0.6728 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50.8475 | 53.3333 | 48.2759 | 50.8475 | 53.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.7462 | 2.0844 | 1.2921 | 0.9636 | 1.1562 | 0.7209 |
Largest Winning Trade | 274720 | 274720 | 68336 | 962308 | 962308 | 425716 |
Largest Losing Trade | -80310 | -41761 | -80310 | -775246 | -687715 | -775246 |
Avg Bars in Trades | 62 | 36 | 89 | 62 | 36 | 89 |
Avg Bars in Winners | 75 | 37 | 120 | 75 | 37 | 120 |
Avg Bars in Losers | 48 | 35 | 60 | 48 | 35 | 60 |
Bars Traded | 3682 | 1091 | 2591 | 3682 | 1091 | 2591 |
Profit Streak | 0 | 0 | 581.3358 | 0 | 0 | 581.3358 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167241 | 465420 | -147000 | -760167 | -38136 | -580920 |
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{ "first_band": { "type": "midprice", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 33, "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": 1558224000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760083412879, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 33, "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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