Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329672.5381 | 308322.0111 | 21350.527 | -61571.413 | 67592.0487 | -129163.4617 |
Total P&L (%) | 329.6725 | 308.322 | 21.3505 | -61.5714 | 67.592 | -129.1635 |
Avg Daily Profit (%) | 0.2334 | 0.2183 | 0.0151 | -0.0677 | 0.0366 | 0 |
Buy And Hold Return (%) | 22.5826 | 22.5826 | 22.5826 | 22.5826 | 22.5826 | 22.5826 |
Max Trade Drawdown | -85925 | -52601 | -130936 | -206844 | -107650 | -232212 |
Profit Factor | 1.5823 | 2.8661 | 1.0532 | 0.9039 | 1.3611 | 0.7154 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 63.5294 | 62.7907 | 64.2857 | 63.5294 | 62.7907 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.9083 | 1.6984 | 0.5851 | 0.5189 | 0.8066 | 0.3974 |
Largest Winning Trade | 75773 | 75773 | 36274 | 53597 | 46395 | 53597 |
Largest Losing Trade | -85925 | -49161 | -85925 | -190484 | -53385 | -190484 |
Avg Bars in Trades | 30 | 23 | 38 | 30 | 23 | 38 |
Avg Bars in Winners | 28 | 19 | 38 | 28 | 19 | 38 |
Avg Bars in Losers | 34 | 29 | 39 | 34 | 29 | 39 |
Bars Traded | 2630 | 1005 | 1625 | 2630 | 1005 | 1625 |
Profit Streak | 0 | 0 | 518.0677 | 0 | 0 | 518.0677 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371065 | 548486 | -499573 | -578519 | -146395 | -578298 |
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{ "first_band": { "type": "dcm", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 139, "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": 1603756800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759887453284, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 139, "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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