Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489094.2163 | 412681.6903 | 76412.526 | 57788.0919 | 186377.837 | -128589.7451 |
Total P&L (%) | 489.0942 | 412.6817 | 76.4125 | 57.7881 | 186.3778 | -128.5897 |
Avg Daily Profit (%) | 0.2571 | 0.2169 | 0.0402 | 0.024 | 0.0553 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175687 | -173374 | -134309 | -1495226 | -1207756 | -1017766 |
Profit Factor | 1.2266 | 1.3948 | 1.0686 | 1.0058 | 1.037 | 0.9741 |
Total Trades | 881 | 441 | 440 | 881 | 441 | 440 |
Winning Trades | 337 | 170 | 167 | 337 | 170 | 167 |
Losing Trades | 544 | 271 | 273 | 544 | 271 | 273 |
Profitability (%) | 38.252 | 38.5488 | 37.9545 | 38.252 | 38.5488 | 37.9545 |
Ratio Avg Win / Avg Loss | 1.98 | 2.2235 | 1.747 | 1.6236 | 1.6532 | 1.5924 |
Largest Winning Trade | 262587 | 262587 | 43501 | 569181 | 569181 | 400342 |
Largest Losing Trade | -26820 | -26820 | -20638 | -254788 | -254788 | -170928 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
Bars Traded | 3752 | 1814 | 1939 | 3752 | 1814 | 1939 |
Profit Streak | 474.2178 | 474.2178 | 487.2178 | 474.2178 | 474.2178 | 487.2178 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380021 | 304233 | -284464 | -373007 | -298801 | -579308 |
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{ "first_band": { "type": "fwma", "factors": { "length": 39, "offset": 0 } }, "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": 1555891200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758863614050, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 39, "offset": 0 } }, "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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