Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620954.879 | 466818.7014 | 154136.1776 | 650422.9078 | 1135805.0835 | -485382.1758 |
Total P&L (%) | 620.9549 | 466.8187 | 154.1362 | 650.4229 | 1135.8051 | -485.3822 |
Avg Daily Profit (%) | 0.3264 | 0.2454 | 0.081 | 0.106 | 0.1322 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81311 | -128242 | -69680 | -2063597 | -1994668 | -1551400 |
Profit Factor | 2.1539 | 2.6323 | 1.6113 | 1.1004 | 1.3598 | 0.8538 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 49.2308 | 39.3939 | 59.375 | 49.2308 | 39.3939 | 59.375 |
Ratio Avg Win / Avg Loss | 2.2212 | 4.0497 | 1.1025 | 1.1348 | 2.0919 | 0.5842 |
Largest Winning Trade | 237802 | 237802 | 56395 | 1727490 | 1727490 | 629169 |
Largest Losing Trade | -45145 | -38521 | -45145 | -829050 | -706473 | -829050 |
Avg Bars in Trades | 56 | 45 | 68 | 56 | 45 | 68 |
Avg Bars in Winners | 83 | 74 | 89 | 83 | 74 | 89 |
Avg Bars in Losers | 31 | 26 | 38 | 31 | 26 | 38 |
Bars Traded | 3692 | 1492 | 2200 | 3692 | 1492 | 2200 |
Profit Streak | 0 | 0 | 586.7627 | 0 | 0 | 586.7627 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123083 | 319679 | -81077 | -297429 | -18652 | -579011 |
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{ "first_band": { "type": "bbm", "factors": { "length": 44, "offset": 0, "std": 4.45085 } }, "second_band": { "type": "jma", "factors": { "length": 49, "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": 1556323200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759040294444, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 44, "offset": 0, "std": 4.45085 } }, "second_band": { "type": "jma", "factors": { "length": 49, "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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