Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815560.421 | 590405.1595 | 225155.2616 | 3991357.9561 | -606360.7111 | 4597718.6671 |
Total P&L (%) | 815.5604 | 590.4052 | 225.1553 | 3991.358 | -606.3607 | 4597.7187 |
Avg Daily Profit (%) | 0.4287 | 0.3104 | 0.1184 | 0.1953 | 0 | 0.2026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75565 | -61820 | -81696 | -5086220 | -4684801 | -2095318 |
Profit Factor | 2.5708 | 3.1696 | 1.9113 | 1.1881 | 0.9501 | 1.5072 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 43.5294 | 39.5349 | 47.619 | 43.5294 | 39.5349 | 47.619 |
Ratio Avg Win / Avg Loss | 3.3351 | 4.8476 | 2.1025 | 1.5413 | 1.4531 | 1.6579 |
Largest Winning Trade | 249304 | 249304 | 58769 | 3163325 | 2657201 | 3163325 |
Largest Losing Trade | -37659 | -37659 | -31483 | -2471556 | -2471556 | -1930626 |
Avg Bars in Trades | 65 | 55 | 74 | 65 | 55 | 74 |
Avg Bars in Winners | 116 | 111 | 121 | 116 | 111 | 121 |
Avg Bars in Losers | 25 | 19 | 32 | 25 | 19 | 32 |
Bars Traded | 5544 | 2395 | 3149 | 5544 | 2395 | 3149 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453788 | 396699 | -32249 | -6820 | -583130 | 346971 |
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{ "first_band": { "type": "midprice", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 1.5474 } } }
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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": 1557648000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759019341616, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 1.5474 } } }
# | 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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