Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447623.1468 | 330894.8334 | 116728.3133 | 163526.8932 | -21318.036 | 184844.9292 |
Total P&L (%) | 447.6231 | 330.8948 | 116.7283 | 163.5269 | -21.318 | 184.8449 |
Avg Daily Profit (%) | 0.2353 | 0.1739 | 0.0614 | 0.0509 | -0.0126 | 0.055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195664 | -176480 | -143860 | -767025 | -669910 | -356985 |
Profit Factor | 1.3038 | 1.4471 | 1.1592 | 1.0416 | 0.9891 | 1.0932 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 149 | 69 | 80 | 149 | 69 | 80 |
Losing Trades | 201 | 106 | 95 | 201 | 106 | 95 |
Profitability (%) | 42.5714 | 39.4286 | 45.7143 | 42.5714 | 39.4286 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.7589 | 2.223 | 1.3766 | 1.4051 | 1.5194 | 1.2982 |
Largest Winning Trade | 113090 | 113090 | 49328 | 243125 | 243125 | 213665 |
Largest Losing Trade | -39424 | -33761 | -39424 | -203310 | -105094 | -203310 |
Avg Bars in Trades | 10 | 9 | 12 | 10 | 9 | 12 |
Avg Bars in Winners | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 3759 | 1627 | 2133 | 3759 | 1627 | 2133 |
Profit Streak | 0 | 0 | 504.3211 | 0 | 0 | 504.3211 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300957 | 216704 | -156807 | -300426 | -581472 | -237821 |
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{ "first_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 2 } } }
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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": 1554940800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759520539758, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "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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