Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592963.4415 | 414720.5761 | 178242.8654 | 916554.4269 | 118592.7363 | 797961.6906 |
Total P&L (%) | 592.9634 | 414.7206 | 178.2429 | 916.5544 | 118.5927 | 797.9617 |
Avg Daily Profit (%) | 0.3119 | 0.2181 | 0.0937 | 0.122 | 0.0411 | 0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134876 | -163277 | -94046 | -2107036 | -2045345 | -1873119 |
Profit Factor | 1.4287 | 1.5896 | 1.2622 | 1.0828 | 1.0222 | 1.1393 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 151 | 67 | 84 | 151 | 67 | 84 |
Losing Trades | 217 | 117 | 100 | 217 | 117 | 100 |
Profitability (%) | 41.0326 | 36.413 | 45.6522 | 41.0326 | 36.413 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.0532 | 2.7759 | 1.5027 | 1.5561 | 1.7851 | 1.3563 |
Largest Winning Trade | 159185 | 159185 | 31835 | 511367 | 414852 | 511367 |
Largest Losing Trade | -36030 | -21392 | -36030 | -771833 | -253214 | -771833 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 41 | 39 | 42 | 41 | 39 | 42 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 11275 | 5043 | 6232 | 11275 | 5043 | 6232 |
Profit Streak | 0 | 0 | 498.5662 | 0 | 0 | 498.5662 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338836 | 221139 | -67546 | -159532 | -337526 | -106363 |
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{ "first_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11408, "evaluation_days": 1901.33, "actual_first_datapoint_time": 1554264000000, "first_datapoint_time": 1554955200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758936918237, "expiration_time": 1723510656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "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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