Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762345.9326 | 534903.2701 | 227442.6625 | 2898160.462 | 1912855.7801 | 985304.6819 |
Total P&L (%) | 762.3459 | 534.9033 | 227.4427 | 2898.1605 | 1912.8558 | 985.3047 |
Avg Daily Profit (%) | 0.4007 | 0.2812 | 0.1195 | 0.1789 | 0.1579 | 0.1254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173364 | -172029 | -81441 | -13376622 | -12415849 | -6833491 |
Profit Factor | 2.4102 | 2.6693 | 2.0332 | 1.094 | 1.1073 | 1.0757 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 45.0704 | 38.8889 | 51.4286 | 45.0704 | 38.8889 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.9375 | 4.1946 | 1.9202 | 1.3333 | 1.74 | 1.016 |
Largest Winning Trade | 244067 | 244067 | 60554 | 7600444 | 7600444 | 3912117 |
Largest Losing Trade | -48268 | -33315 | -48268 | -5534475 | -3609607 | -5534475 |
Avg Bars in Trades | 50 | 43 | 58 | 50 | 43 | 58 |
Avg Bars in Winners | 79 | 67 | 89 | 79 | 67 | 89 |
Avg Bars in Losers | 27 | 27 | 26 | 27 | 27 | 26 |
Bars Traded | 3616 | 1558 | 2058 | 3616 | 1558 | 2058 |
Profit Streak | 0 | 0 | 666.4722 | 0 | 0 | 666.4722 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78849 | 342003 | -28410 | -202487 | -98054 | -161246 |
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{ "first_band": { "type": "jma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 11, "offset": 0, "a": 0.92792 } } }
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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": 1561161600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759576800928, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 11, "offset": 0, "a": 0.92792 } } }
# | 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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