Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613598.2002 | 557695.0678 | 55903.1324 | 430705.1492 | 383753.6817 | 46951.4675 |
Total P&L (%) | 613.5982 | 557.6951 | 55.9031 | 430.7051 | 383.7537 | 46.9515 |
Avg Daily Profit (%) | 0.4346 | 0.395 | 0.0396 | 0.1183 | 0.1117 | 0.0273 |
Buy And Hold Return (%) | 81.6914 | 81.6914 | 81.6914 | 81.6914 | 81.6914 | 81.6914 |
Max Trade Drawdown | -222381 | -183025 | -42287 | -501132 | -402457 | -202053 |
Profit Factor | 2.4116 | 2.8575 | 1.4159 | 1.3844 | 1.5005 | 1.1328 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 50 | 53.3333 | 46.6667 | 50 | 53.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.4116 | 2.5003 | 1.6181 | 1.3844 | 1.3129 | 1.2946 |
Largest Winning Trade | 321216 | 321216 | 38559 | 391355 | 391355 | 119941 |
Largest Losing Trade | -57996 | -57996 | -23972 | -301363 | -301363 | -109156 |
Avg Bars in Trades | 85 | 111 | 60 | 85 | 111 | 60 |
Avg Bars in Winners | 110 | 131 | 88 | 110 | 131 | 88 |
Avg Bars in Losers | 60 | 88 | 36 | 60 | 88 | 36 |
Bars Traded | 5156 | 3337 | 1819 | 5156 | 3337 | 1819 |
Profit Streak | 555.8584 | 555.8584 | 557.6084 | 555.8584 | 555.8584 | 557.6084 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157511 | 589946 | -304277 | -207807 | -42814 | -397072 |
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{ "first_band": { "type": "zlma", "factors": { "length": 70, "offset": 94 } }, "second_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1602871200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759696565161, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 70, "offset": 94 } }, "second_band": { "type": "dcm", "factors": { "length": 235, "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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