Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140668.725 | 269665.0931 | -128996.3681 | -86206.7205 | 74900.5119 | -161107.2324 |
Total P&L (%) | 140.6687 | 269.6651 | -128.9964 | -86.2067 | 74.9005 | -161.1072 |
Avg Daily Profit (%) | 0.0997 | 0.1911 | -0.0914 | -0.1403 | 0.0396 | 0 |
Buy And Hold Return (%) | 41.8018 | 41.8018 | 41.8018 | 41.8018 | 41.8018 | 41.8018 |
Max Trade Drawdown | -314918 | -208807 | -210374 | -342222 | -195914 | -185923 |
Profit Factor | 1.1193 | 1.4314 | 0.7673 | 0.8934 | 1.1736 | 0.5729 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Losing Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Profitability (%) | 47.7733 | 47.5806 | 47.9675 | 47.7733 | 47.5806 | 47.9675 |
Ratio Avg Win / Avg Loss | 1.2236 | 1.5769 | 0.8323 | 0.9767 | 1.293 | 0.6215 |
Largest Winning Trade | 150984 | 150984 | 32205 | 177817 | 177817 | 26216 |
Largest Losing Trade | -45994 | -36165 | -45994 | -73633 | -65520 | -73633 |
Avg Bars in Trades | 67 | 82 | 51 | 67 | 82 | 51 |
Avg Bars in Winners | 77 | 94 | 59 | 77 | 94 | 59 |
Avg Bars in Losers | 58 | 72 | 43 | 58 | 72 | 43 |
Bars Traded | 16577 | 10287 | 6290 | 16577 | 10287 | 6290 |
Profit Streak | 470.2348 | 470.2348 | 555.4015 | 470.2348 | 470.2348 | 555.4015 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150644 | 309433 | -580410 | -579390 | -178357 | -580410 |
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{ "first_band": { "type": "ema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 169, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599177600000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759520287195, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 169, "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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