Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371459.8298 | 370238.155 | 1221.6748 | 126431.4753 | 146107.0197 | -19675.5445 |
Total P&L (%) | 371.4598 | 370.2382 | 1.2217 | 126.4315 | 146.107 | -19.6755 |
Avg Daily Profit (%) | 0.263 | 0.2621 | 0.0009 | 0.0579 | 0.0638 | -0.0155 |
Buy And Hold Return (%) | 64.42 | 64.42 | 64.42 | 64.42 | 64.42 | 64.42 |
Max Trade Drawdown | -98890 | -58195 | -132176 | -291132 | -158633 | -254807 |
Profit Factor | 1.8047 | 3.4942 | 1.0039 | 1.1447 | 1.4675 | 0.9649 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 52.459 | 54.8387 | 50 | 52.459 | 54.8387 | 50 |
Ratio Avg Win / Avg Loss | 1.6355 | 2.8776 | 1.0039 | 1.0374 | 1.2085 | 0.9649 |
Largest Winning Trade | 231730 | 231730 | 64160 | 143654 | 112198 | 143654 |
Largest Losing Trade | -44777 | -27852 | -44777 | -111614 | -57113 | -111614 |
Avg Bars in Trades | 43 | 43 | 44 | 43 | 43 | 44 |
Avg Bars in Winners | 50 | 50 | 51 | 50 | 50 | 51 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 2676 | 1353 | 1323 | 2676 | 1353 | 1323 |
Profit Streak | 0 | 0 | 593.715 | 0 | 0 | 593.715 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154920 | 525164 | -572364 | -349795 | -111174 | -579475 |
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{ "first_band": { "type": "vwma", "factors": { "length": 11, "offset": 59 } }, "second_band": { "type": "sinwma", "factors": { "length": 64, "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": 1600776000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759511374763, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 11, "offset": 59 } }, "second_band": { "type": "sinwma", "factors": { "length": 64, "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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