Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391119.1599 | 364738.047 | 26381.113 | -67932.0373 | 628277.1523 | -696209.1896 |
Total P&L (%) | 391.1192 | 364.738 | 26.3811 | -67.932 | 628.2772 | -696.2092 |
Avg Daily Profit (%) | 0.2771 | 0.2584 | 0.0187 | -0.0806 | 0.1408 | 0 |
Buy And Hold Return (%) | 17.6369 | 17.6369 | 17.6369 | 17.6369 | 17.6369 | 17.6369 |
Max Trade Drawdown | -201441 | -58776 | -237172 | -817388 | -124631 | -919214 |
Profit Factor | 1.2916 | 1.7171 | 1.0317 | 0.9723 | 1.9395 | 0.6105 |
Total Trades | 411 | 205 | 206 | 411 | 205 | 206 |
Winning Trades | 224 | 115 | 109 | 224 | 115 | 109 |
Losing Trades | 187 | 90 | 97 | 187 | 90 | 97 |
Profitability (%) | 54.5012 | 56.0976 | 52.9126 | 54.5012 | 56.0976 | 52.9126 |
Ratio Avg Win / Avg Loss | 1.0783 | 1.3438 | 0.9181 | 0.8117 | 1.5179 | 0.5433 |
Largest Winning Trade | 37981 | 37981 | 30348 | 189503 | 189503 | 104575 |
Largest Losing Trade | -81638 | -48754 | -81638 | -614512 | -77246 | -614512 |
Avg Bars in Trades | 40 | 33 | 47 | 40 | 33 | 47 |
Avg Bars in Winners | 37 | 29 | 46 | 37 | 29 | 46 |
Avg Bars in Losers | 43 | 39 | 47 | 43 | 39 | 47 |
Bars Traded | 16730 | 6958 | 9772 | 16730 | 6958 | 9772 |
Profit Streak | 462.9671 | 0 | 554.6338 | 462.9671 | 0 | 554.6338 |
Trades During Streak | 1 | 0 | 11 | 1 | 0 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418662 | 416579 | -364386 | -577461 | 11251 | -578413 |
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{ "first_band": { "type": "vwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 8, "offset": 118 } } }
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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": 1599120000000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759353156295, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 8, "offset": 118 } } }
# | 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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