Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317549.8089 | 255681.7796 | 61868.0293 | -136083.1762 | 17125.7789 | -153208.955 |
Total P&L (%) | 317.5498 | 255.6818 | 61.868 | -136.0832 | 17.1258 | -153.209 |
Avg Daily Profit (%) | 0.1669 | 0.1344 | 0.0325 | 0 | 0.0083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202783 | -62945 | -263634 | -252234 | -33973 | -289214 |
Profit Factor | 1.3964 | 2.2907 | 1.1026 | 0.7304 | 1.143 | 0.602 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 72 | 40 | 32 | 50 | 25 | 25 |
Losing Trades | 48 | 20 | 28 | 70 | 35 | 35 |
Profitability (%) | 60 | 66.6667 | 53.3333 | 41.6667 | 41.6667 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.9309 | 1.1453 | 0.9648 | 1.0225 | 1.6001 | 0.8428 |
Largest Winning Trade | 51488 | 44325 | 51488 | 48447 | 35189 | 48447 |
Largest Losing Trade | -111503 | -23420 | -111503 | -138632 | -33922 | -138632 |
Avg Bars in Trades | 45 | 19 | 71 | 45 | 19 | 71 |
Avg Bars in Winners | 34 | 14 | 59 | 53 | 23 | 82 |
Avg Bars in Losers | 61 | 29 | 84 | 40 | 17 | 63 |
Bars Traded | 5471 | 1192 | 4279 | 5471 | 1192 | 4279 |
Profit Streak | 524.6583 | 524.6583 | 562.6583 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335842 | -176131 | -426727 | -582033 | -425119 | -753476 |
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.19776 } } }
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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": 1759362477513, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.19776 } } }
# | 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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