Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389735.2595 | 385416.3139 | 4318.9455 | 47717.6175 | 200072.7463 | -152355.1288 |
Total P&L (%) | 389.7353 | 385.4163 | 4.3189 | 47.7176 | 200.0727 | -152.3551 |
Avg Daily Profit (%) | 0.276 | 0.273 | 0.0031 | 0.0276 | 0.0779 | 0 |
Buy And Hold Return (%) | 61.2589 | 61.2589 | 61.2589 | 61.2589 | 61.2589 | 61.2589 |
Max Trade Drawdown | -126120 | -111943 | -105929 | -328284 | -193081 | -251002 |
Profit Factor | 1.855 | 2.752 | 1.0183 | 1.0593 | 1.5508 | 0.6546 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50.8475 | 51.7241 | 50 | 50.8475 | 51.7241 | 50 |
Ratio Avg Win / Avg Loss | 1.7932 | 2.5686 | 1.0183 | 1.024 | 1.4474 | 0.6546 |
Largest Winning Trade | 308588 | 308588 | 46839 | 236969 | 236969 | 64537 |
Largest Losing Trade | -60970 | -60970 | -42170 | -148333 | -145905 | -148333 |
Avg Bars in Trades | 89 | 116 | 63 | 89 | 116 | 63 |
Avg Bars in Winners | 106 | 140 | 71 | 106 | 140 | 71 |
Avg Bars in Losers | 73 | 91 | 56 | 73 | 91 | 56 |
Bars Traded | 5307 | 3390 | 1917 | 5307 | 3390 | 1917 |
Profit Streak | 535.9347 | 535.9347 | 548.6847 | 535.9347 | 535.9347 | 548.6847 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166620 | 522981 | -553584 | -654993 | -88757 | -579473 |
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{ "first_band": { "type": "vwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1603022400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758925557993, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 242, "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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