Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863343.604 | 719625.1529 | 143718.4511 | 1233839.2284 | 703875.8298 | 529963.3987 |
Total P&L (%) | 863.3436 | 719.6252 | 143.7185 | 1233.8392 | 703.8758 | 529.9634 |
Avg Daily Profit (%) | 0.4538 | 0.3783 | 0.0755 | 0.1363 | 0.1096 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197251 | -96088 | -151654 | -1113346 | -569133 | -1073729 |
Profit Factor | 2.2953 | 3.5148 | 1.3779 | 1.2937 | 1.4192 | 1.2101 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 51.4286 | 57.1429 | 45.7143 | 51.4286 | 57.1429 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.1678 | 2.6361 | 1.6362 | 1.2218 | 1.0644 | 1.437 |
Largest Winning Trade | 300433 | 300433 | 60649 | 650903 | 517018 | 650903 |
Largest Losing Trade | -50492 | -50232 | -50492 | -562477 | -359876 | -562477 |
Avg Bars in Trades | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Winners | 61 | 51 | 74 | 61 | 51 | 74 |
Avg Bars in Losers | 44 | 44 | 44 | 44 | 44 | 44 |
Bars Traded | 3727 | 1693 | 2034 | 3727 | 1693 | 2034 |
Profit Streak | 578.4976 | 618.4976 | 578.4976 | 578.4976 | 618.4976 | 578.4976 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82778 | 639595 | -91505 | -108016 | -43924 | -64898 |
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 43, "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": 1556064000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759146995669, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 43, "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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