Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219248.218 | 248351.0672 | -29102.8491 | -202480.9139 | -83914.9265 | -118565.9873 |
Total P&L (%) | 219.2482 | 248.3511 | -29.1028 | -202.4809 | -83.9149 | -118.566 |
Avg Daily Profit (%) | 0.1552 | 0.1758 | -0.0206 | 0 | -0.1293 | 0 |
Buy And Hold Return (%) | 12.4105 | 12.4105 | 12.4105 | 12.4105 | 12.4105 | 12.4105 |
Max Trade Drawdown | -131852 | -56256 | -135284 | -536348 | -259767 | -572017 |
Profit Factor | 1.3704 | 2.2764 | 0.9268 | 0.849 | 0.8514 | 0.8473 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 140 | 69 | 71 | 38 | 21 | 17 |
Losing Trades | 34 | 18 | 16 | 136 | 66 | 70 |
Profitability (%) | 80.4598 | 79.3103 | 81.6092 | 21.8391 | 24.1379 | 19.5402 |
Ratio Avg Win / Avg Loss | 0.3328 | 0.5939 | 0.2089 | 3.0385 | 2.6757 | 3.4888 |
Largest Winning Trade | 34530 | 34530 | 17553 | 298441 | 203044 | 298441 |
Largest Losing Trade | -131852 | -54362 | -131852 | -201571 | -47078 | -201571 |
Avg Bars in Trades | 14 | 16 | 13 | 14 | 16 | 13 |
Avg Bars in Winners | 7 | 9 | 4 | 35 | 34 | 37 |
Avg Bars in Losers | 45 | 42 | 50 | 8 | 10 | 7 |
Bars Traded | 2546 | 1407 | 1139 | 2546 | 1407 | 1139 |
Profit Streak | 480.0088 | 0 | 531.5088 | 0 | 523.0088 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434536 | 468141 | -575163 | -620557 | -611074 | -631922 |
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{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1605830400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758845562279, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.66283, "nb": 0.73559, "nc": 0.95256 } }, "second_band": { "type": "pwma", "factors": { "length": 187, "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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