Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598209.0613 | 458699.3088 | 139509.7525 | 551176.3198 | 750276.0936 | -199099.7738 |
Total P&L (%) | 598.2091 | 458.6993 | 139.5098 | 551.1763 | 750.2761 | -199.0998 |
Avg Daily Profit (%) | 0.3144 | 0.2411 | 0.0733 | 0.0985 | 0.1126 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127560 | -150987 | -90427 | -2035137 | -1915188 | -822297 |
Profit Factor | 1.8767 | 2.2824 | 1.4297 | 1.0967 | 1.245 | 0.9246 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 38.7755 | 34.6939 | 42.8571 | 38.7755 | 34.6939 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.9631 | 4.2963 | 1.9062 | 1.7316 | 2.3436 | 1.2328 |
Largest Winning Trade | 235350 | 235350 | 58231 | 1656700 | 1656700 | 545837 |
Largest Losing Trade | -49894 | -33825 | -49894 | -489798 | -378301 | -489798 |
Avg Bars in Trades | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Winners | 67 | 64 | 70 | 67 | 64 | 70 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 3739 | 1691 | 2047 | 3739 | 1691 | 2047 |
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 | 305062 | 232612 | -95727 | -178196 | -47297 | -581792 |
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{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 13, "offset": 0, "scalar": 3 } } }
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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": 1555804800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759990205729, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 13, "offset": 0, "scalar": 3 } } }
# | 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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