Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417171.51 | 434499.0706 | -17327.5606 | 11854.8856 | 146918.468 | -135063.5824 |
Total P&L (%) | 417.1715 | 434.4991 | -17.3276 | 11.8549 | 146.9185 | -135.0636 |
Avg Daily Profit (%) | 0.2955 | 0.3078 | -0.0123 | 0.0079 | 0.064 | 0 |
Buy And Hold Return (%) | 58.1353 | 58.1353 | 58.1353 | 58.1353 | 58.1353 | 58.1353 |
Max Trade Drawdown | -138930 | -118236 | -92160 | -206558 | -120482 | -193994 |
Profit Factor | 1.4005 | 1.9786 | 0.971 | 1.0092 | 1.2789 | 0.8219 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 42.8044 | 41.1765 | 44.4444 | 42.8044 | 41.1765 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.8713 | 2.8266 | 1.2138 | 1.3485 | 1.8269 | 1.0273 |
Largest Winning Trade | 242411 | 242411 | 51511 | 149630 | 149630 | 76490 |
Largest Losing Trade | -38836 | -30445 | -38836 | -72308 | -33336 | -72308 |
Avg Bars in Trades | 30 | 39 | 21 | 30 | 39 | 21 |
Avg Bars in Winners | 39 | 59 | 20 | 39 | 59 | 20 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 8269 | 5369 | 2900 | 8269 | 5369 | 2900 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319153 | 312334 | -581190 | -559763 | -113506 | -581190 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 4.37736 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600531200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760238573497, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 4.37736 } } }
# | 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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