Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494030.9254 | 363062.2214 | 130968.704 | 469508.9229 | 1501217.3788 | -1031708.4559 |
Total P&L (%) | 494.0309 | 363.0622 | 130.9687 | 469.5089 | 1501.2174 | -1031.7085 |
Avg Daily Profit (%) | 0.2597 | 0.1908 | 0.0688 | 0.0915 | 0.1459 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149654 | -185994 | -84165 | -2668932 | -2269665 | -1834666 |
Profit Factor | 1.736 | 1.9374 | 1.4612 | 1.0684 | 1.4129 | 0.6804 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 41.5094 | 43.3962 | 39.6226 | 41.5094 | 43.3962 | 39.6226 |
Ratio Avg Win / Avg Loss | 2.4462 | 2.5271 | 2.2266 | 1.5055 | 1.8429 | 1.0368 |
Largest Winning Trade | 151616 | 151616 | 53359 | 1503976 | 1503976 | 479127 |
Largest Losing Trade | -38646 | -38646 | -28134 | -669227 | -660625 | -669227 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 3736 | 1765 | 1971 | 3736 | 1765 | 1971 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302468 | -171401 | -282930 | -218023 | -178621 | -763202 |
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{ "first_band": { "type": "ssf", "factors": { "length": 75, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 12, "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": 1554724800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759444539085, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 75, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 12, "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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