Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337608.1272 | 380403.2394 | -42795.1122 | -9367.7943 | 210995.4738 | -220363.2681 |
Total P&L (%) | 337.6081 | 380.4032 | -42.7951 | -9.3678 | 210.9955 | -220.3633 |
Avg Daily Profit (%) | 0.2391 | 0.2694 | -0.0303 | -0.007 | 0.0804 | 0 |
Buy And Hold Return (%) | 82.4493 | 82.4493 | 82.4493 | 82.4493 | 82.4493 | 82.4493 |
Max Trade Drawdown | -168138 | -108547 | -119857 | -556317 | -335452 | -311717 |
Profit Factor | 1.5023 | 2.178 | 0.8774 | 0.9905 | 1.4303 | 0.5553 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 53.6842 | 60.4167 | 46.8085 | 53.6842 | 60.4167 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.2961 | 1.4269 | 0.9971 | 0.8545 | 0.9371 | 0.631 |
Largest Winning Trade | 156823 | 156823 | 41425 | 228510 | 228510 | 57315 |
Largest Losing Trade | -60417 | -60417 | -47592 | -169035 | -169035 | -146419 |
Avg Bars in Trades | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Winners | 47 | 44 | 50 | 47 | 44 | 50 |
Avg Bars in Losers | 36 | 37 | 36 | 36 | 37 | 36 |
Bars Traded | 4026 | 1992 | 2034 | 4026 | 1992 | 2034 |
Profit Streak | 538.6754 | 538.6754 | 551.0088 | 538.6754 | 538.6754 | 551.0088 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331926 | 430871 | -580978 | -578695 | -87514 | -580978 |
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{ "first_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 40, "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": 1600156800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759219956550, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 40, "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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