Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883762.8213 | 668060.8896 | 215701.9317 | 4278628.7984 | 2028377.7387 | 2250251.0598 |
Total P&L (%) | 883.7628 | 668.0609 | 215.7019 | 4278.6288 | 2028.3777 | 2250.2511 |
Avg Daily Profit (%) | 0.4646 | 0.3512 | 0.1134 | 0.1989 | 0.1609 | 0.1661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144413 | -61125 | -97107 | -1349109 | -968234 | -1122372 |
Profit Factor | 3.4317 | 4.2522 | 2.365 | 1.9424 | 1.7213 | 2.302 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 50 | 46.6667 | 53.3333 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.4317 | 4.8597 | 2.0694 | 1.9424 | 1.9672 | 2.0142 |
Largest Winning Trade | 451587 | 451587 | 67337 | 1547594 | 1547594 | 1253039 |
Largest Losing Trade | -58889 | -33044 | -58889 | -814063 | -535046 | -814063 |
Avg Bars in Trades | 90 | 72 | 109 | 90 | 72 | 109 |
Avg Bars in Winners | 152 | 129 | 173 | 152 | 129 | 173 |
Avg Bars in Losers | 29 | 22 | 36 | 29 | 22 | 36 |
Bars Traded | 5458 | 2173 | 3285 | 5458 | 2173 | 3285 |
Profit Streak | 0 | 0 | 562.8483 | 0 | 0 | 562.8483 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156637 | 548376 | -36149 | -161782 | 346391 | 471571 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 85, "offset": 0 } } }
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{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1556668800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760041297158, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 85, "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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