Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276002.9508 | 312025.1949 | -36022.2441 | 39669.3327 | 119471.1073 | -79801.7745 |
Total P&L (%) | 276.003 | 312.0252 | -36.0222 | 39.6693 | 119.4711 | -79.8018 |
Avg Daily Profit (%) | 0.1954 | 0.2209 | -0.0255 | 0.0237 | 0.0557 | -0.1132 |
Buy And Hold Return (%) | 83.5432 | 83.5432 | 83.5432 | 83.5432 | 83.5432 | 83.5432 |
Max Trade Drawdown | -120249 | -99201 | -133310 | -306707 | -245529 | -218400 |
Profit Factor | 1.5831 | 2.4063 | 0.8568 | 1.0442 | 1.2688 | 0.8237 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 42.3729 | 46.6667 | 37.931 | 42.3729 | 46.6667 | 37.931 |
Ratio Avg Win / Avg Loss | 2.153 | 2.75 | 1.402 | 1.4201 | 1.45 | 1.3479 |
Largest Winning Trade | 181072 | 181072 | 64887 | 143153 | 143153 | 133801 |
Largest Losing Trade | -43208 | -43208 | -32975 | -92010 | -81476 | -92010 |
Avg Bars in Trades | 44 | 37 | 52 | 44 | 37 | 52 |
Avg Bars in Winners | 64 | 55 | 76 | 64 | 55 | 76 |
Avg Bars in Losers | 30 | 21 | 37 | 30 | 21 | 37 |
Bars Traded | 2636 | 1120 | 1516 | 2636 | 1120 | 1516 |
Profit Streak | 0 | 0 | 594.754 | 0 | 0 | 594.754 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174800 | 308963 | -582526 | -681400 | -152020 | -582526 |
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{ "first_band": { "type": "midprice", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 9, "offset": 0 } } }
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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": 1602244800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759298747652, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 9, "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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