Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564691.4038 | 463192.8196 | 101498.5842 | 1316256.3826 | 942435.0547 | 373821.3279 |
Total P&L (%) | 564.6914 | 463.1928 | 101.4986 | 1316.2564 | 942.4351 | 373.8213 |
Avg Daily Profit (%) | 0.3999 | 0.328 | 0.0719 | 0.1879 | 0.1662 | 0.1102 |
Buy And Hold Return (%) | 59.039 | 59.039 | 59.039 | 59.039 | 59.039 | 59.039 |
Max Trade Drawdown | -85433 | -97976 | -75257 | -509824 | -306468 | -271633 |
Profit Factor | 2.4571 | 3.6349 | 1.4793 | 1.7946 | 2.1744 | 1.4377 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 51.5625 | 50 | 53.125 | 51.5625 | 50 | 53.125 |
Ratio Avg Win / Avg Loss | 2.3082 | 3.6349 | 1.3053 | 1.6858 | 2.1744 | 1.2686 |
Largest Winning Trade | 221175 | 221175 | 62231 | 634572 | 634572 | 349546 |
Largest Losing Trade | -60576 | -30004 | -60576 | -144123 | -119519 | -144123 |
Avg Bars in Trades | 63 | 68 | 58 | 63 | 68 | 58 |
Avg Bars in Winners | 76 | 77 | 76 | 76 | 77 | 76 |
Avg Bars in Losers | 48 | 58 | 38 | 48 | 58 | 38 |
Bars Traded | 4045 | 2176 | 1869 | 4045 | 2176 | 1869 |
Profit Streak | 498.815 | 0 | 508.1484 | 498.815 | 0 | 508.1484 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128284 | 557171 | -103586 | -131374 | 426700 | -44389 |
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{ "first_band": { "type": "dema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1601539200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760384019568, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 31, "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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