Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389283.8532 | 317574.177 | 71709.6762 | 564270.0243 | 1617312.0798 | -1053042.0555 |
Total P&L (%) | 389.2839 | 317.5742 | 71.7097 | 564.27 | 1617.3121 | -1053.0421 |
Avg Daily Profit (%) | 0.2756 | 0.2248 | 0.0508 | 0.1341 | 0.2015 | 0 |
Buy And Hold Return (%) | 84.7616 | 84.7616 | 84.7616 | 84.7616 | 84.7616 | 84.7616 |
Max Trade Drawdown | -110576 | -81990 | -137381 | -2198271 | -748657 | -2445642 |
Profit Factor | 1.91 | 3.2063 | 1.2527 | 1.1038 | 1.9283 | 0.715 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 61.25 | 65 | 57.5 | 61.25 | 65 | 57.5 |
Ratio Avg Win / Avg Loss | 1.2084 | 1.7265 | 0.9259 | 0.6983 | 1.0383 | 0.5285 |
Largest Winning Trade | 70364 | 70364 | 53371 | 600144 | 600144 | 504778 |
Largest Losing Trade | -57926 | -33866 | -57926 | -1121521 | -341603 | -1121521 |
Avg Bars in Trades | 33 | 25 | 40 | 33 | 25 | 40 |
Avg Bars in Winners | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Losers | 39 | 21 | 54 | 39 | 21 | 54 |
Bars Traded | 2654 | 1027 | 1627 | 2654 | 1027 | 1627 |
Profit Streak | 482.933 | 482.933 | 499.933 | 482.933 | 482.933 | 499.933 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11993 | 516562 | -290429 | -142877 | 483701 | -578441 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 118, "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": 1603238400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759789411371, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 118, "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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