Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768881.7988 | 538353.1097 | 230528.6891 | 2367316.4147 | 967891.5216 | 1399424.8931 |
Total P&L (%) | 768.8818 | 538.3531 | 230.5287 | 2367.3164 | 967.8915 | 1399.4249 |
Avg Daily Profit (%) | 0.4041 | 0.283 | 0.1212 | 0.1686 | 0.1246 | 0.1424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120426 | -94257 | -117605 | -2804934 | -2071840 | -2389406 |
Profit Factor | 1.6961 | 1.9974 | 1.4082 | 1.2023 | 1.1685 | 1.235 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Losing Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Profitability (%) | 49.7409 | 53.125 | 46.3918 | 49.7409 | 53.125 | 46.3918 |
Ratio Avg Win / Avg Loss | 1.7138 | 1.7624 | 1.6273 | 1.2149 | 1.031 | 1.4271 |
Largest Winning Trade | 241324 | 241324 | 45516 | 851099 | 851099 | 771753 |
Largest Losing Trade | -52816 | -42148 | -52816 | -1842543 | -916605 | -1842543 |
Avg Bars in Trades | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Winners | 21 | 20 | 23 | 21 | 20 | 23 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3766 | 1826 | 1941 | 3766 | 1826 | 1941 |
Profit Streak | 506.5938 | 527.0938 | 506.5938 | 506.5938 | 527.0938 | 506.5938 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545184 | 486390 | -30225 | 338557 | -60519 | -3642 |
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{ "first_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 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": 1555502400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760235302178, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 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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