Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297147.7534 | 335128.4698 | -37980.7163 | 15090.8377 | 194882.7639 | -179791.9262 |
Total P&L (%) | 297.1478 | 335.1285 | -37.9807 | 15.0908 | 194.8828 | -179.7919 |
Avg Daily Profit (%) | 0.2104 | 0.2373 | -0.0269 | 0.01 | 0.0766 | 0 |
Buy And Hold Return (%) | 47.7201 | 47.7201 | 47.7201 | 47.7201 | 47.7201 | 47.7201 |
Max Trade Drawdown | -165198 | -122705 | -84158 | -442791 | -301713 | -194532 |
Profit Factor | 1.5826 | 2.1681 | 0.8298 | 1.0164 | 1.3874 | 0.5705 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.8794 | 2.5746 | 0.9854 | 1.2069 | 1.6476 | 0.6774 |
Largest Winning Trade | 222439 | 222439 | 54997 | 340378 | 340378 | 98552 |
Largest Losing Trade | -38856 | -38856 | -32124 | -154401 | -154401 | -96038 |
Avg Bars in Trades | 76 | 97 | 56 | 76 | 97 | 56 |
Avg Bars in Winners | 100 | 132 | 68 | 100 | 132 | 68 |
Avg Bars in Losers | 57 | 68 | 45 | 57 | 68 | 45 |
Bars Traded | 5383 | 3422 | 1961 | 5383 | 3422 | 1961 |
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 | -90327 | 373985 | -582454 | -648269 | -92746 | -582454 |
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{ "first_band": { "type": "ssf", "factors": { "length": 147, "offset": 56, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 150, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1601035200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758816100118, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 147, "offset": 56, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 150, "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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