Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509136.6154 | 458872.1337 | 50264.4817 | 275914.3116 | 325534.6003 | -49620.2887 |
Total P&L (%) | 509.1366 | 458.8721 | 50.2645 | 275.9143 | 325.5346 | -49.6203 |
Avg Daily Profit (%) | 0.3608 | 0.3251 | 0.0356 | 0.0939 | 0.1027 | -0.0486 |
Buy And Hold Return (%) | 17.75 | 17.75 | 17.75 | 17.75 | 17.75 | 17.75 |
Max Trade Drawdown | -213959 | -177119 | -40171 | -781146 | -639411 | -272505 |
Profit Factor | 2.0993 | 2.3351 | 1.4209 | 1.1573 | 1.2573 | 0.8985 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 45.7627 | 41.3793 | 50 | 45.7627 | 41.3793 | 50 |
Ratio Avg Win / Avg Loss | 2.4881 | 3.3081 | 1.4209 | 1.3716 | 1.7812 | 0.8985 |
Largest Winning Trade | 195405 | 195405 | 22336 | 466271 | 466271 | 72954 |
Largest Losing Trade | -59279 | -59279 | -27095 | -384289 | -384289 | -173602 |
Avg Bars in Trades | 279 | 511 | 55 | 279 | 511 | 55 |
Avg Bars in Winners | 348 | 701 | 66 | 348 | 701 | 66 |
Avg Bars in Losers | 221 | 376 | 45 | 221 | 376 | 45 |
Bars Traded | 16500 | 14827 | 1673 | 16500 | 14827 | 1673 |
Profit Streak | 469.1168 | 0 | 524.9502 | 469.1168 | 0 | 524.9502 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167159 | 350277 | -146845 | -295680 | -58395 | -579865 |
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{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.73011 } }, "second_band": { "type": "bbu", "factors": { "length": 118, "offset": 0, "std": 1.49965 } } }
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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": 1599033600000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759070895328, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.73011 } }, "second_band": { "type": "bbu", "factors": { "length": 118, "offset": 0, "std": 1.49965 } } }
# | 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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