Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624697.4414 | 516726.0383 | 107971.4031 | 1026158.974 | 403742.2226 | 622416.7514 |
Total P&L (%) | 624.6974 | 516.726 | 107.9714 | 1026.159 | 403.7422 | 622.4168 |
Avg Daily Profit (%) | 0.3861 | 0.3194 | 0.0667 | 0.1498 | 0.1 | 0.1223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133680 | -111792 | -127831 | -725042 | -760016 | -485275 |
Profit Factor | 1.5901 | 1.9551 | 1.2086 | 1.1874 | 1.138 | 1.2439 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 112 | 49 | 63 | 112 | 49 | 63 |
Losing Trades | 187 | 101 | 86 | 187 | 101 | 86 |
Profitability (%) | 37.4582 | 32.6667 | 42.2819 | 37.4582 | 32.6667 | 42.2819 |
Ratio Avg Win / Avg Loss | 2.6549 | 4.0299 | 1.6499 | 1.9825 | 2.3457 | 1.698 |
Largest Winning Trade | 248420 | 248420 | 63647 | 457102 | 457102 | 335537 |
Largest Losing Trade | -31852 | -31852 | -25003 | -169005 | -155968 | -169005 |
Avg Bars in Trades | 63 | 54 | 72 | 63 | 54 | 72 |
Avg Bars in Winners | 109 | 102 | 113 | 109 | 102 | 113 |
Avg Bars in Losers | 36 | 31 | 42 | 36 | 31 | 42 |
Bars Traded | 19023 | 8191 | 10832 | 19023 | 8191 | 10832 |
Profit Streak | 500.5601 | 509.3101 | 0 | 500.5601 | 509.3101 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355208 | 246435 | -106356 | -8751 | -133008 | -31646 |
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{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 26 } }, "second_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579629600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759173988842, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 54, "offset": 26 } }, "second_band": { "type": "dema", "factors": { "length": 126, "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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