Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584766.0877 | 509288.8028 | 75477.2849 | 1461957.222 | 1268144.5384 | 193812.6836 |
Total P&L (%) | 584.7661 | 509.2888 | 75.4773 | 1461.9572 | 1268.1445 | 193.8127 |
Avg Daily Profit (%) | 0.4143 | 0.3609 | 0.0535 | 0.1949 | 0.1855 | 0.0764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94007 | -102052 | -20548 | -420707 | -431695 | -79393 |
Profit Factor | 2.5741 | 2.5514 | 2.7462 | 2.2816 | 2.3151 | 2.0984 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Profitability (%) | 67.4157 | 75 | 60 | 67.4157 | 75 | 60 |
Ratio Avg Win / Avg Loss | 1.2441 | 0.8505 | 1.8308 | 1.1028 | 0.7717 | 1.399 |
Largest Winning Trade | 138458 | 138458 | 16108 | 349997 | 349997 | 128544 |
Largest Losing Trade | -72722 | -72722 | -7658 | -338659 | -338659 | -70871 |
Avg Bars in Trades | 168 | 336 | 4 | 168 | 336 | 4 |
Avg Bars in Winners | 91 | 163 | 4 | 91 | 163 | 4 |
Avg Bars in Losers | 327 | 855 | 5 | 327 | 855 | 5 |
Bars Traded | 15010 | 14800 | 210 | 15010 | 14800 | 210 |
Profit Streak | 580.0519 | 602.4686 | 580.0519 | 580.0519 | 602.4686 | 580.0519 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 641644 | 583116 | -113285 | 553817 | 512752 | -85093 |
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{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598594400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759468484957, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 108, "offset": 0, "std": 2.82992 } } }
# | 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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