Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257066.6515 | 260010.895 | -2944.2435 | -6013.6787 | 256051.1258 | -262064.8046 |
Total P&L (%) | 257.0667 | 260.0109 | -2.9442 | -6.0137 | 256.0511 | -262.0648 |
Avg Daily Profit (%) | 0.182 | 0.1841 | -0.0021 | -0.0044 | 0.0899 | 0 |
Buy And Hold Return (%) | 56.3585 | 56.3585 | 56.3585 | 56.3585 | 56.3585 | 56.3585 |
Max Trade Drawdown | -195791 | -102930 | -143232 | -1224357 | -558157 | -697334 |
Profit Factor | 1.5469 | 2.2153 | 0.9885 | 0.9967 | 1.3033 | 0.7344 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 58.4615 | 54.5455 | 62.5 | 58.4615 | 54.5455 | 62.5 |
Ratio Avg Win / Avg Loss | 1.0991 | 1.8461 | 0.5931 | 0.7082 | 1.086 | 0.4406 |
Largest Winning Trade | 110635 | 110635 | 54934 | 238975 | 238975 | 153865 |
Largest Losing Trade | -73710 | -39634 | -73710 | -673516 | -200017 | -673516 |
Avg Bars in Trades | 40 | 30 | 50 | 40 | 30 | 50 |
Avg Bars in Winners | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Losers | 40 | 23 | 62 | 40 | 23 | 62 |
Bars Traded | 2638 | 1020 | 1618 | 2638 | 1020 | 1618 |
Profit Streak | 0 | 0 | 497.0089 | 0 | 0 | 497.0089 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127566 | 381174 | -578605 | -715680 | -73950 | -578605 |
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{ "first_band": { "type": "midprice", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "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": 1601510400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758845564708, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "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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