Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318715.5469 | 314482.862 | 4232.6848 | 16876.0795 | 12874.566 | 4001.5135 |
Total P&L (%) | 318.7155 | 314.4829 | 4.2327 | 16.8761 | 12.8746 | 4.0015 |
Avg Daily Profit (%) | 0.2257 | 0.2227 | 0.003 | 0.011 | 0.0086 | 0.0028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135236 | -129829 | -32446 | -166850 | -163832 | -19906 |
Profit Factor | 1.8388 | 2.0004 | 1.0645 | 1.0421 | 1.0354 | 1.106 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 52.381 | 51.6129 | 53.125 | 52.381 | 51.6129 | 53.125 |
Ratio Avg Win / Avg Loss | 1.6716 | 1.8754 | 0.9393 | 0.9473 | 0.9707 | 0.9759 |
Largest Winning Trade | 177064 | 177064 | 8253 | 136089 | 136089 | 6540 |
Largest Losing Trade | -66008 | -66008 | -10359 | -123530 | -123530 | -6688 |
Avg Bars in Trades | 66 | 131 | 3 | 66 | 131 | 3 |
Avg Bars in Winners | 47 | 93 | 3 | 47 | 93 | 3 |
Avg Bars in Losers | 88 | 172 | 4 | 88 | 172 | 4 |
Bars Traded | 4201 | 4073 | 127 | 4201 | 4073 | 127 |
Profit Streak | 460.5125 | 0 | 526.5125 | 460.5125 | 0 | 526.5125 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138776 | 424276 | -504230 | -513072 | -440766 | -458901 |
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{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 3.85632 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598140800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758917880672, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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