Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416279.9619 | 419182.9621 | -2903.0002 | 171261.9955 | 420799.8086 | -249537.8131 |
Total P&L (%) | 416.28 | 419.183 | -2.903 | 171.262 | 420.7998 | -249.5378 |
Avg Daily Profit (%) | 0.2948 | 0.2969 | -0.0021 | 0.0707 | 0.1169 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152663 | -73136 | -121298 | -677456 | -354327 | -489288 |
Profit Factor | 1.8864 | 2.7225 | 0.9872 | 1.0931 | 1.441 | 0.7184 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 40.5797 | 37.1429 | 44.1176 | 40.5797 | 37.1429 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.7623 | 4.6072 | 1.2504 | 1.6005 | 2.4386 | 0.91 |
Largest Winning Trade | 214096 | 214096 | 60536 | 471794 | 471794 | 218076 |
Largest Losing Trade | -30121 | -28100 | -30121 | -211769 | -120496 | -211769 |
Avg Bars in Trades | 59 | 55 | 63 | 59 | 55 | 63 |
Avg Bars in Winners | 83 | 93 | 75 | 83 | 93 | 75 |
Avg Bars in Losers | 42 | 32 | 54 | 42 | 32 | 54 |
Bars Traded | 4101 | 1928 | 2173 | 4101 | 1928 | 2173 |
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 | -97928 | 310816 | -581416 | -325542 | -39842 | -583082 |
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{ "first_band": { "type": "wma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 34, "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": 1598774400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759424226794, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 34, "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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