Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535767.7023 | 411808.1414 | 123959.5609 | 2282228.7594 | 3437387.281 | -1155158.5216 |
Total P&L (%) | 535.7677 | 411.8081 | 123.9596 | 2282.2288 | 3437.3873 | -1155.1585 |
Avg Daily Profit (%) | 0.3794 | 0.2916 | 0.0878 | 0.2248 | 0.2529 | 0 |
Buy And Hold Return (%) | 64.42 | 64.42 | 64.42 | 64.42 | 64.42 | 64.42 |
Max Trade Drawdown | -154997 | -80848 | -123695 | -5636043 | -3068811 | -3351469 |
Profit Factor | 2.0963 | 2.7448 | 1.4906 | 1.2109 | 1.6677 | 0.7965 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 57.9439 | 62.963 | 52.8302 | 57.9439 | 62.963 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.5215 | 1.6146 | 1.3309 | 0.8788 | 0.981 | 0.7111 |
Largest Winning Trade | 97401 | 97401 | 52057 | 3242213 | 3242213 | 711913 |
Largest Losing Trade | -46697 | -30522 | -46697 | -1903237 | -1903237 | -819018 |
Avg Bars in Trades | 36 | 27 | 46 | 36 | 27 | 46 |
Avg Bars in Winners | 37 | 25 | 53 | 37 | 25 | 53 |
Avg Bars in Losers | 35 | 31 | 38 | 35 | 31 | 38 |
Bars Traded | 3944 | 1485 | 2459 | 3944 | 1485 | 2459 |
Profit Streak | 501.6924 | 503.0257 | 501.6924 | 501.6924 | 503.0257 | 501.6924 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 584742 | -163524 | -260626 | 317066 | -167890 | -759506 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 104, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600790400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759624624149, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 104, "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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