Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528061.0536 | 466559.8855 | 61501.1681 | 569057.3133 | 537130.4589 | 31926.8544 |
Total P&L (%) | 528.0611 | 466.5599 | 61.5012 | 569.0573 | 537.1305 | 31.9269 |
Avg Daily Profit (%) | 0.3738 | 0.3303 | 0.0435 | 0.1347 | 0.1312 | 0.0196 |
Buy And Hold Return (%) | 71.2248 | 71.2248 | 71.2248 | 71.2248 | 71.2248 | 71.2248 |
Max Trade Drawdown | -104759 | -82495 | -101360 | -336222 | -219253 | -258571 |
Profit Factor | 1.8189 | 2.5455 | 1.1793 | 1.38 | 1.706 | 1.0433 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 52.5862 | 56.8966 | 48.2759 | 52.5862 | 56.8966 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.64 | 1.9284 | 1.2635 | 1.2442 | 1.2924 | 1.1179 |
Largest Winning Trade | 169356 | 169356 | 56210 | 404779 | 404779 | 138674 |
Largest Losing Trade | -48908 | -31939 | -48908 | -167154 | -167154 | -85707 |
Avg Bars in Trades | 23 | 21 | 26 | 23 | 21 | 26 |
Avg Bars in Winners | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 2777 | 1231 | 1546 | 2777 | 1231 | 1546 |
Profit Streak | 485.5663 | 0 | 496.5663 | 485.5663 | 0 | 496.5663 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521271 | -165595 | -503305 | -10774 | -194235 | -684777 |
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{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 17, "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": 1599436800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759109726828, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 17, "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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