Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313063.6819 | 306380.6093 | 6683.0726 | 103300.2753 | 332919.1349 | -229618.8596 |
Total P&L (%) | 313.0637 | 306.3806 | 6.6831 | 103.3003 | 332.9191 | -229.6189 |
Avg Daily Profit (%) | 0.2218 | 0.2171 | 0.0047 | 0.0503 | 0.1039 | 0 |
Buy And Hold Return (%) | 44.8202 | 44.8202 | 44.8202 | 44.8202 | 44.8202 | 44.8202 |
Max Trade Drawdown | -111654 | -119678 | -126740 | -273477 | -287379 | -339322 |
Profit Factor | 1.5996 | 2.1154 | 1.027 | 1.0846 | 1.5356 | 0.6173 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 65.8824 | 64.2857 | 67.4419 | 65.8824 | 64.2857 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.8284 | 1.1752 | 0.4958 | 0.5617 | 0.8531 | 0.298 |
Largest Winning Trade | 61583 | 61583 | 44666 | 126613 | 126613 | 66648 |
Largest Losing Trade | -72524 | -72524 | -55208 | -230211 | -230211 | -154528 |
Avg Bars in Trades | 184 | 309 | 62 | 184 | 309 | 62 |
Avg Bars in Winners | 117 | 193 | 47 | 117 | 193 | 47 |
Avg Bars in Losers | 314 | 519 | 94 | 314 | 519 | 94 |
Bars Traded | 15712 | 13016 | 2696 | 15712 | 13016 | 2696 |
Profit Streak | 492.2251 | 0 | 568.7251 | 492.2251 | 0 | 568.7251 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402977 | 448722 | -541104 | -256636 | -52542 | -577132 |
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{ "first_band": { "type": "vwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 115, "offset": 75 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599184800000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758993849430, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 115, "offset": 75 } } }
# | 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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