Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519559.5659 | 441247.4766 | 78312.0893 | 1653537.9773 | 1432088.2848 | 221449.6925 |
Total P&L (%) | 519.5596 | 441.2475 | 78.3121 | 1653.538 | 1432.0883 | 221.4497 |
Avg Daily Profit (%) | 0.368 | 0.3125 | 0.0555 | 0.2031 | 0.1935 | 0.0827 |
Buy And Hold Return (%) | 89.9783 | 89.9783 | 89.9783 | 89.9783 | 89.9783 | 89.9783 |
Max Trade Drawdown | -68201 | -80333 | -53480 | -417621 | -335615 | -135858 |
Profit Factor | 2.6596 | 3.5458 | 1.5605 | 2.135 | 2.5868 | 1.3995 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 40 | 36.8421 | 43.2432 | 40 | 36.8421 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.9895 | 6.0785 | 2.0481 | 3.2025 | 4.4344 | 1.8368 |
Largest Winning Trade | 142481 | 142481 | 64648 | 1172630 | 1172630 | 203397 |
Largest Losing Trade | -32807 | -21208 | -32807 | -244620 | -244620 | -133316 |
Avg Bars in Trades | 71 | 63 | 79 | 71 | 63 | 79 |
Avg Bars in Winners | 119 | 124 | 115 | 119 | 124 | 115 |
Avg Bars in Losers | 39 | 28 | 51 | 39 | 28 | 51 |
Bars Traded | 5355 | 2423 | 2932 | 5355 | 2423 | 2932 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51437 | 316383 | -284470 | -53041 | 281181 | -87133 |
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{ "first_band": { "type": "vwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 15, "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": 1600192800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759554860703, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 15, "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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