Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545896.9569 | 393520.8589 | 152376.098 | 833464.9295 | 165373.4108 | 668091.5187 |
Total P&L (%) | 545.897 | 393.5209 | 152.3761 | 833.4649 | 165.3734 | 668.0915 |
Avg Daily Profit (%) | 0.287 | 0.2069 | 0.0801 | 0.1175 | 0.0513 | 0.1072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57918 | -103405 | -72589 | -502827 | -744142 | -362053 |
Profit Factor | 2.2085 | 2.5053 | 1.8008 | 1.3628 | 1.1123 | 1.8095 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 48.5294 | 47.0588 | 50 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 2.3424 | 2.8184 | 1.8008 | 1.4454 | 1.2514 | 1.8095 |
Largest Winning Trade | 192612 | 192612 | 54093 | 444896 | 444896 | 339542 |
Largest Losing Trade | -44132 | -34679 | -44132 | -348355 | -348355 | -294790 |
Avg Bars in Trades | 81 | 74 | 88 | 81 | 74 | 88 |
Avg Bars in Winners | 126 | 107 | 144 | 126 | 107 | 144 |
Avg Bars in Losers | 39 | 45 | 32 | 39 | 45 | 32 |
Bars Traded | 5555 | 2542 | 3013 | 5555 | 2542 | 3013 |
Profit Streak | 0 | 0 | 587.2635 | 0 | 0 | 587.2635 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101365 | 406584 | -82024 | -149618 | -222489 | -45420 |
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{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557331200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758953966278, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 15, "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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