Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252985.7739 | 296385.0991 | -43399.3252 | -43097.8122 | 19119.0063 | -62216.8185 |
Total P&L (%) | 252.9858 | 296.3851 | -43.3993 | -43.0978 | 19.119 | -62.2168 |
Avg Daily Profit (%) | 0.1791 | 0.2098 | -0.0307 | -0.0399 | 0.0124 | -0.0689 |
Buy And Hold Return (%) | 54.4262 | 54.4262 | 54.4262 | 54.4262 | 54.4262 | 54.4262 |
Max Trade Drawdown | -258470 | -204208 | -157261 | -294650 | -204518 | -149629 |
Profit Factor | 1.3141 | 1.657 | 0.8776 | 0.9365 | 1.0501 | 0.7909 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Losing Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Profitability (%) | 52.1277 | 55.3191 | 48.9362 | 52.1277 | 55.3191 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.2068 | 1.3384 | 0.9157 | 0.8601 | 0.8482 | 0.8253 |
Largest Winning Trade | 231389 | 231389 | 35374 | 80783 | 80783 | 46800 |
Largest Losing Trade | -49203 | -49203 | -31692 | -109798 | -109798 | -54759 |
Avg Bars in Trades | 13 | 18 | 9 | 13 | 18 | 9 |
Avg Bars in Winners | 16 | 19 | 12 | 16 | 19 | 12 |
Avg Bars in Losers | 10 | 15 | 6 | 10 | 15 | 6 |
Bars Traded | 2594 | 1700 | 894 | 2594 | 1700 | 894 |
Profit Streak | 0 | 0 | 479.3834 | 0 | 0 | 479.3834 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 270151 | 336966 | -580632 | -579239 | -508487 | -580632 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 55 } }, "second_band": { "type": "vwma", "factors": { "length": 132, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1603454400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758921127520, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 55 } }, "second_band": { "type": "vwma", "factors": { "length": 132, "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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