Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613316.0382 | 505203.8153 | 108112.2229 | 234531.5769 | 901431.5696 | -666899.9926 |
Total P&L (%) | 613.316 | 505.2038 | 108.1122 | 234.5316 | 901.4316 | -666.9 |
Avg Daily Profit (%) | 0.3224 | 0.2656 | 0.0568 | 0.0635 | 0.1212 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151754 | -184671 | -89669 | -1827648 | -1618120 | -1287556 |
Profit Factor | 1.9043 | 2.2891 | 1.3776 | 1.0473 | 1.3231 | 0.6925 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 40.2985 | 38.2353 | 42.4242 | 40.2985 | 38.2353 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.8212 | 3.6978 | 1.8696 | 1.5516 | 2.1373 | 0.9398 |
Largest Winning Trade | 288095 | 288095 | 48980 | 1475955 | 1475955 | 415459 |
Largest Losing Trade | -39156 | -37707 | -39156 | -607487 | -499785 | -607487 |
Avg Bars in Trades | 82 | 80 | 85 | 82 | 80 | 85 |
Avg Bars in Winners | 132 | 133 | 131 | 132 | 133 | 131 |
Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
Bars Traded | 5543 | 2738 | 2805 | 5543 | 2738 | 2805 |
Profit Streak | 0 | 0 | 665.7261 | 0 | 0 | 665.7261 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112350 | 301099 | -117376 | -400579 | -34060 | -582791 |
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{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.69305 } }, "second_band": { "type": "tema", "factors": { "length": 48, "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": 1556150400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759425937980, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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