Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192556.4467 | 1012892.0709 | 179664.3759 | 1282365.7049 | 28578.0063 | 1253787.6985 |
Total P&L (%) | 1192.5564 | 1012.8921 | 179.6644 | 1282.3657 | 28.578 | 1253.7877 |
Avg Daily Profit (%) | 0.627 | 0.5325 | 0.0945 | 0.1382 | 0.0132 | 0.1371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127914 | -128045 | -27552 | -2695785 | -2521542 | -442003 |
Profit Factor | 3.7587 | 4.6815 | 2.1432 | 1.2471 | 1.0088 | 1.649 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 53.0303 | 51.5152 | 54.5455 | 53.0303 | 51.5152 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.3292 | 4.4061 | 1.786 | 1.1046 | 0.9494 | 1.3741 |
Largest Winning Trade | 1044159 | 1044159 | 35801 | 1123695 | 1123695 | 814639 |
Largest Losing Trade | -37146 | -37146 | -20037 | -814214 | -814214 | -328483 |
Avg Bars in Trades | 111 | 172 | 49 | 111 | 172 | 49 |
Avg Bars in Winners | 126 | 204 | 53 | 126 | 204 | 53 |
Avg Bars in Losers | 93 | 138 | 45 | 93 | 138 | 45 |
Bars Traded | 7335 | 5698 | 1637 | 7335 | 5698 | 1637 |
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 | -109534 | 670067 | -62217 | -136494 | -390793 | -7038 |
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{ "first_band": { "type": "ema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 68, "offset": 0, "std": 1.60565 } } }
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{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557705600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759815555578, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 68, "offset": 0, "std": 1.60565 } } }
# | 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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