Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841761.1014 | 574616.441 | 267144.6604 | 15395103.0237 | 7212186.5544 | 8182916.4694 |
Total P&L (%) | 841.7611 | 574.6164 | 267.1447 | 15395.103 | 7212.1866 | 8182.9165 |
Avg Daily Profit (%) | 0.4425 | 0.302 | 0.1404 | 0.2654 | 0.2259 | 0.2324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133150 | -154104 | -91452 | -5989176 | -7268812 | -2313146 |
Profit Factor | 2.2138 | 2.5631 | 1.8198 | 1.6072 | 1.483 | 1.7849 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Profitability (%) | 41.5094 | 38.75 | 44.3038 | 41.5094 | 38.75 | 44.3038 |
Ratio Avg Win / Avg Loss | 3.1195 | 4.0513 | 2.2878 | 2.2646 | 2.3442 | 2.2439 |
Largest Winning Trade | 152788 | 152788 | 57738 | 6963050 | 6963050 | 4510814 |
Largest Losing Trade | -23960 | -18334 | -23960 | -2484977 | -2484977 | -1443314 |
Avg Bars in Trades | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Winners | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3711 | 1668 | 2043 | 3711 | 1668 | 2043 |
Profit Streak | 505.4215 | 510.4215 | 0 | 505.4215 | 510.4215 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457775 | -9174 | -31025 | 361161 | -12398 | -17195 |
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{ "first_band": { "type": "wma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 210, "offset": 0, "std": 3.03831 } } }
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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": 1555934400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759615618770, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 210, "offset": 0, "std": 3.03831 } } }
# | 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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