Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600980.1821 | 401331.7308 | 199648.4513 | 1056500.6102 | 400502.8326 | 655997.7776 |
Total P&L (%) | 600.9802 | 401.3317 | 199.6485 | 1056.5006 | 400.5028 | 655.9978 |
Avg Daily Profit (%) | 0.316 | 0.211 | 0.105 | 0.1288 | 0.0847 | 0.1064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96889 | -107692 | -99735 | -553080 | -604737 | -564066 |
Profit Factor | 1.7698 | 2.0093 | 1.5212 | 1.2985 | 1.2163 | 1.3885 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 48.538 | 47.6744 | 49.4118 | 48.538 | 47.6744 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.8764 | 2.2053 | 1.5574 | 1.3767 | 1.335 | 1.4215 |
Largest Winning Trade | 178466 | 178466 | 47962 | 330444 | 330444 | 239113 |
Largest Losing Trade | -45528 | -43894 | -45528 | -327230 | -299062 | -327230 |
Avg Bars in Trades | 43 | 43 | 42 | 43 | 43 | 42 |
Avg Bars in Winners | 61 | 58 | 65 | 61 | 58 | 65 |
Avg Bars in Losers | 25 | 30 | 21 | 25 | 30 | 21 |
Bars Traded | 7426 | 3775 | 3651 | 7426 | 3775 | 3651 |
Profit Streak | 0 | 0 | 488.8707 | 0 | 0 | 488.8707 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457634 | 370972 | -49897 | -20269 | -81519 | -49478 |
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{ "first_band": { "type": "ema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "offset": 0 } } }
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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": 1555740000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758963231440, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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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