Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585375.5371 | 461849.8915 | 123525.6456 | 482051.8045 | 2943110.4795 | -2461058.6749 |
Total P&L (%) | 585.3755 | 461.8499 | 123.5256 | 482.0518 | 2943.1105 | -2461.0587 |
Avg Daily Profit (%) | 0.3077 | 0.2428 | 0.0649 | 0.0926 | 0.1797 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252625 | -193000 | -162553 | -8644262 | -3127045 | -7254993 |
Profit Factor | 1.4321 | 1.7328 | 1.1705 | 1.0231 | 1.3641 | 0.807 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Losing Trades | 212 | 104 | 108 | 212 | 104 | 108 |
Profitability (%) | 36.7164 | 38.0952 | 35.3293 | 36.7164 | 38.0952 | 35.3293 |
Ratio Avg Win / Avg Loss | 2.4683 | 2.8158 | 2.1426 | 1.7635 | 2.2166 | 1.4773 |
Largest Winning Trade | 242906 | 242906 | 46971 | 1976915 | 1491952 | 1976915 |
Largest Losing Trade | -27066 | -25214 | -27066 | -1858435 | -700649 | -1858435 |
Avg Bars in Trades | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Winners | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Losers | 6 | 5 | 6 | 6 | 5 | 6 |
Bars Traded | 3739 | 1749 | 1989 | 3739 | 1749 | 1989 |
Profit Streak | 514.0565 | 520.0565 | 0 | 514.0565 | 520.0565 | 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 | 302691 | 281799 | -143203 | -265827 | 216257 | -584219 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 30, "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": 1555502400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760275282366, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "fwma", "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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