Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752755.5765 | 562505.5105 | 190250.066 | 1449797.2105 | 449421.9113 | 1000375.2992 |
Total P&L (%) | 752.7556 | 562.5055 | 190.2501 | 1449.7972 | 449.4219 | 1000.3753 |
Avg Daily Profit (%) | 0.3957 | 0.2957 | 0.1 | 0.1442 | 0.0896 | 0.1261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191110 | -91923 | -129846 | -2527334 | -1980760 | -1183857 |
Profit Factor | 2.4267 | 2.7572 | 1.9168 | 1.2128 | 1.0947 | 1.4841 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 41.791 | 35.2941 | 48.4848 | 41.791 | 35.2941 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.38 | 5.0548 | 2.0366 | 1.6892 | 2.0069 | 1.5768 |
Largest Winning Trade | 309406 | 309406 | 61100 | 2005451 | 2005451 | 575339 |
Largest Losing Trade | -48670 | -43540 | -48670 | -1209013 | -1209013 | -290925 |
Avg Bars in Trades | 82 | 62 | 103 | 82 | 62 | 103 |
Avg Bars in Winners | 135 | 109 | 155 | 135 | 109 | 155 |
Avg Bars in Losers | 44 | 36 | 55 | 44 | 36 | 55 |
Bars Traded | 5539 | 2119 | 3420 | 5539 | 2119 | 3420 |
Profit Streak | 0 | 0 | 551.2353 | 0 | 0 | 551.2353 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110135 | 301711 | -55851 | -123964 | -194349 | -21902 |
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{ "first_band": { "type": "vwma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557993600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758922732628, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 2 } } }
# | 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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