Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224395.962 | 299328.955 | -74932.993 | -57091.185 | 32437.8256 | -89529.0106 |
Total P&L (%) | 224.396 | 299.329 | -74.933 | -57.0912 | 32.4378 | -89.529 |
Avg Daily Profit (%) | 0.1589 | 0.212 | -0.0531 | -0.0599 | 0.0199 | -0.1597 |
Buy And Hold Return (%) | 24.1988 | 24.1988 | 24.1988 | 24.1988 | 24.1988 | 24.1988 |
Max Trade Drawdown | -116982 | -97589 | -168079 | -77429 | -43568 | -105547 |
Profit Factor | 1.1759 | 1.4968 | 0.8887 | 0.9039 | 1.1171 | 0.7173 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Losing Trades | 186 | 92 | 94 | 186 | 92 | 94 |
Profitability (%) | 43.8066 | 44.5783 | 43.0303 | 43.8066 | 44.5783 | 43.0303 |
Ratio Avg Win / Avg Loss | 1.5084 | 1.8608 | 1.1766 | 1.1594 | 1.3888 | 0.9496 |
Largest Winning Trade | 150572 | 150572 | 38574 | 38830 | 38830 | 21040 |
Largest Losing Trade | -44911 | -44911 | -33566 | -28556 | -22302 | -28556 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Losers | 13 | 11 | 14 | 13 | 11 | 14 |
Bars Traded | 5413 | 2408 | 3005 | 5413 | 2408 | 3005 |
Profit Streak | 0 | 0 | 495.6184 | 0 | 0 | 495.6184 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19095 | 309757 | -580650 | -579511 | -319404 | -582317 |
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{ "first_band": { "type": "dcm", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 60, "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": 1599091200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759848632898, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 60, "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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