Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287078.0286 | 313879.382 | -26801.3535 | 285315.3654 | -78850.5236 | 364165.8889 |
Total P&L (%) | 287.078 | 313.8794 | -26.8014 | 285.3154 | -78.8505 | 364.1659 |
Avg Daily Profit (%) | 0.2033 | 0.2223 | -0.019 | 0.0956 | -0.11 | 0.1088 |
Buy And Hold Return (%) | 55.0127 | 55.0127 | 55.0127 | 55.0127 | 55.0127 | 55.0127 |
Max Trade Drawdown | -263893 | -50842 | -293612 | -7625070 | -2652700 | -6497427 |
Profit Factor | 1.4467 | 2.648 | 0.9407 | 1.0235 | 0.9812 | 1.0459 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 62 | 30 | 32 | 58 | 26 | 32 |
Losing Trades | 43 | 23 | 20 | 47 | 27 | 20 |
Profitability (%) | 59.0476 | 56.6038 | 61.5385 | 55.2381 | 49.0566 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.0034 | 2.0302 | 0.588 | 0.8294 | 1.019 | 0.6537 |
Largest Winning Trade | 53497 | 53162 | 53497 | 1854026 | 629748 | 1854026 |
Largest Losing Trade | -127995 | -23657 | -127995 | -5061326 | -701448 | -5061326 |
Avg Bars in Trades | 76 | 48 | 104 | 76 | 48 | 104 |
Avg Bars in Winners | 69 | 36 | 99 | 81 | 59 | 100 |
Avg Bars in Losers | 86 | 63 | 113 | 69 | 38 | 112 |
Bars Traded | 8024 | 2566 | 5458 | 8024 | 2566 | 5458 |
Profit Streak | 0 | 0 | 567.2493 | 0 | 0 | 567.2493 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320206 | -167199 | -758378 | -261945 | -759533 | -397318 |
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{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 168, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1601092800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759168741941, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 168, "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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