Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446938.6738 | 390404.6531 | 56534.0207 | -76498.2468 | 590969.0243 | -667467.2712 |
Total P&L (%) | 446.9387 | 390.4047 | 56.534 | -76.4982 | 590.969 | -667.4673 |
Avg Daily Profit (%) | 0.2349 | 0.2052 | 0.0297 | -0.0761 | 0.1017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188528 | -93550 | -189163 | -709341 | -55779 | -751946 |
Profit Factor | 1.6123 | 2.1085 | 1.1496 | 0.9296 | 3.7706 | 0.2358 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 50.6329 | 50 | 51.2821 | 50.6329 | 50 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.572 | 2.1085 | 1.0922 | 0.9064 | 3.7706 | 0.224 |
Largest Winning Trade | 260681 | 260681 | 66614 | 225256 | 225256 | 47926 |
Largest Losing Trade | -89911 | -42786 | -89911 | -602423 | -55779 | -602423 |
Avg Bars in Trades | 46 | 33 | 60 | 46 | 33 | 60 |
Avg Bars in Winners | 60 | 36 | 84 | 60 | 36 | 84 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 3691 | 1350 | 2341 | 3691 | 1350 | 2341 |
Profit Streak | 0 | 0 | 579.4215 | 0 | 0 | 579.4215 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20224 | 421318 | -209225 | -611973 | -49933 | -580007 |
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{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 55, "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": 1557230400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759615617561, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 55, "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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