Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357471.2788 | 290920.2654 | 66551.0134 | -156439.9171 | 427733.3448 | -584173.2619 |
Total P&L (%) | 357.4713 | 290.9203 | 66.551 | -156.4399 | 427.7333 | -584.1733 |
Avg Daily Profit (%) | 0.1879 | 0.153 | 0.035 | 0 | 0.0875 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165363 | -61679 | -196308 | -954661 | -116072 | -1009290 |
Profit Factor | 1.6592 | 2.7339 | 1.1777 | 0.893 | 2.5567 | 0.508 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 24 | 21 | 37 | 21 | 16 |
Losing Trades | 29 | 13 | 16 | 37 | 16 | 21 |
Profitability (%) | 60.8108 | 64.8649 | 56.7568 | 50 | 56.7568 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.0693 | 1.4809 | 0.8973 | 0.893 | 1.948 | 0.6668 |
Largest Winning Trade | 74108 | 73958 | 74108 | 196240 | 196240 | 156160 |
Largest Losing Trade | -107318 | -28397 | -107318 | -422619 | -44918 | -422619 |
Avg Bars in Trades | 98 | 47 | 149 | 98 | 47 | 149 |
Avg Bars in Winners | 89 | 39 | 147 | 83 | 52 | 123 |
Avg Bars in Losers | 113 | 64 | 153 | 114 | 41 | 170 |
Bars Traded | 7316 | 1769 | 5548 | 7316 | 1769 | 5548 |
Profit Streak | 0 | 0 | 0 | 755.3023 | 825.8023 | 755.3023 |
Trades During Streak | 0 | 0 | 0 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57548 | 477244 | -172208 | -648209 | -69030 | -582443 |
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{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 205, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558677600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758892522405, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 205, "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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