Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174404.0491 | 249470.7047 | -75066.6557 | -68808.8287 | 38486.961 | -107295.7897 |
Total P&L (%) | 174.404 | 249.4707 | -75.0667 | -68.8088 | 38.487 | -107.2958 |
Avg Daily Profit (%) | 0.1235 | 0.1767 | -0.0532 | -0.0825 | 0.0231 | 0 |
Buy And Hold Return (%) | 41.0504 | 41.0504 | 41.0504 | 41.0504 | 41.0504 | 41.0504 |
Max Trade Drawdown | -106204 | -90487 | -139973 | -158611 | -93256 | -126843 |
Profit Factor | 1.2801 | 2.0277 | 0.8024 | 0.8319 | 1.233 | 0.5605 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Losing Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Profitability (%) | 55.9524 | 64.2857 | 47.619 | 55.9524 | 64.2857 | 47.619 |
Ratio Avg Win / Avg Loss | 1.0078 | 1.1265 | 0.8826 | 0.6549 | 0.685 | 0.6165 |
Largest Winning Trade | 76380 | 76380 | 38814 | 31057 | 29951 | 31057 |
Largest Losing Trade | -76773 | -76773 | -65444 | -81773 | -81773 | -77403 |
Avg Bars in Trades | 45 | 56 | 34 | 45 | 56 | 34 |
Avg Bars in Winners | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Losers | 49 | 81 | 28 | 49 | 81 | 28 |
Bars Traded | 3805 | 2355 | 1450 | 3805 | 2355 | 1450 |
Profit Streak | 500.3215 | 538.9882 | 500.3215 | 500.3215 | 538.9882 | 500.3215 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28200 | 460052 | -581076 | -578821 | -326595 | -581076 |
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{ "first_band": { "type": "tema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 77, "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": 1603555200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759506177076, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 77, "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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