Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803623.179 | 556906.0864 | 246717.0926 | 9990329.5695 | 3716512.0732 | 6273817.4964 |
Total P&L (%) | 803.6232 | 556.9061 | 246.7171 | 9990.3296 | 3716.5121 | 6273.8175 |
Avg Daily Profit (%) | 0.4224 | 0.2927 | 0.1297 | 0.2428 | 0.1916 | 0.2186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74055 | -110634 | -86344 | -4062595 | -6910721 | -2440791 |
Profit Factor | 2.0491 | 2.3304 | 1.7101 | 1.2995 | 1.1962 | 1.4352 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 162 | 86 | 76 | 162 | 86 | 76 |
Profitability (%) | 32.2176 | 28.3333 | 36.1345 | 32.2176 | 28.3333 | 36.1345 |
Ratio Avg Win / Avg Loss | 4.311 | 5.8946 | 3.0225 | 2.7339 | 3.0256 | 2.5365 |
Largest Winning Trade | 165516 | 165516 | 54047 | 4828276 | 4828276 | 3800732 |
Largest Losing Trade | -16274 | -14554 | -16274 | -1457362 | -1457362 | -1157254 |
Avg Bars in Trades | 15 | 13 | 17 | 15 | 13 | 17 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 3704 | 1671 | 2033 | 3704 | 1671 | 2033 |
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 | 304075 | -1812 | -22011 | 151503 | -10729 | 175154 |
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{ "first_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 3.9498 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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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": 1555675200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760177330268, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 3.9498 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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