Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31122.8245 | 212540.6773 | -181417.8527 | -86148.8637 | 100753.9879 | -186902.8516 |
Total P&L (%) | 31.1228 | 212.5407 | -181.4179 | -86.1489 | 100.754 | -186.9029 |
Avg Daily Profit (%) | 0.022 | 0.1505 | -0.1284 | -0.1399 | 0.0494 | 0 |
Buy And Hold Return (%) | 71.9461 | 71.9461 | 71.9461 | 71.9461 | 71.9461 | 71.9461 |
Max Trade Drawdown | -294688 | -52004 | -305851 | -196423 | -46555 | -227522 |
Profit Factor | 1.0374 | 2.1616 | 0.7202 | 0.828 | 2.0369 | 0.537 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 51 | 29 | 22 | 47 | 25 | 22 |
Losing Trades | 32 | 13 | 19 | 36 | 17 | 19 |
Profitability (%) | 61.4458 | 69.0476 | 53.6585 | 56.6265 | 59.5238 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.6509 | 0.969 | 0.622 | 0.6342 | 1.3851 | 0.4638 |
Largest Winning Trade | 48490 | 33938 | 48490 | 32297 | 31399 | 32297 |
Largest Losing Trade | -172239 | -26217 | -172239 | -159348 | -25876 | -159348 |
Avg Bars in Trades | 32 | 17 | 48 | 32 | 17 | 48 |
Avg Bars in Winners | 27 | 14 | 43 | 32 | 16 | 51 |
Avg Bars in Losers | 41 | 24 | 53 | 32 | 19 | 44 |
Bars Traded | 2718 | 743 | 1976 | 2718 | 743 | 1976 |
Profit Streak | 460.4538 | 465.4538 | 0 | 460.4538 | 465.4538 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -509151 | 315185 | -580268 | -580611 | -163310 | -580268 |
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 65, "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": 1600862400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759359204219, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 65, "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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