Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221014.8358 | 255334.3812 | -34319.5454 | -42757.3542 | 134933.5381 | -177690.8922 |
Total P&L (%) | 221.0148 | 255.3344 | -34.3195 | -42.7574 | 134.9335 | -177.6909 |
Avg Daily Profit (%) | 0.1565 | 0.1808 | -0.0243 | -0.0395 | 0.0605 | 0 |
Buy And Hold Return (%) | 23.722 | 23.722 | 23.722 | 23.722 | 23.722 | 23.722 |
Max Trade Drawdown | -126831 | -111681 | -120958 | -201970 | -148900 | -209811 |
Profit Factor | 1.1325 | 1.321 | 0.9606 | 0.9769 | 1.157 | 0.8209 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 211 | 110 | 101 | 211 | 110 | 101 |
Losing Trades | 208 | 100 | 108 | 208 | 100 | 108 |
Profitability (%) | 50.358 | 52.381 | 48.3254 | 50.358 | 52.381 | 48.3254 |
Ratio Avg Win / Avg Loss | 1.1164 | 1.2009 | 1.0272 | 0.963 | 1.0518 | 0.8778 |
Largest Winning Trade | 49173 | 49173 | 39857 | 49915 | 49915 | 39277 |
Largest Losing Trade | -41540 | -28658 | -41540 | -63401 | -63401 | -50298 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5632 | 2822 | 2810 | 5632 | 2822 | 2810 |
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 | -64970 | 316778 | -578946 | -578263 | -159732 | -580612 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.22751, "nb": 0.1, "nc": 0.74825 } }, "second_band": { "type": "sma", "factors": { "length": 13, "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": 1598076000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758947269805, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.22751, "nb": 0.1, "nc": 0.74825 } }, "second_band": { "type": "sma", "factors": { "length": 13, "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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