Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438330.2731 | 360370.512 | 77959.7611 | 393369.5939 | 374135.737 | 19233.8569 |
Total P&L (%) | 438.3303 | 360.3705 | 77.9598 | 393.3696 | 374.1357 | 19.2339 |
Avg Daily Profit (%) | 0.3104 | 0.2552 | 0.0552 | 0.1131 | 0.1103 | 0.0125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132804 | -129601 | -78022 | -1109717 | -899314 | -370681 |
Profit Factor | 1.2787 | 1.3318 | 1.1601 | 1.0635 | 1.0858 | 1.0105 |
Total Trades | 591 | 295 | 296 | 591 | 295 | 296 |
Winning Trades | 365 | 187 | 178 | 365 | 187 | 178 |
Losing Trades | 226 | 108 | 118 | 226 | 108 | 118 |
Profitability (%) | 61.7597 | 63.3898 | 60.1351 | 61.7597 | 63.3898 | 60.1351 |
Ratio Avg Win / Avg Loss | 0.7917 | 0.7692 | 0.769 | 0.6585 | 0.6271 | 0.6699 |
Largest Winning Trade | 46351 | 46351 | 16000 | 180991 | 180991 | 68128 |
Largest Losing Trade | -62322 | -62322 | -29507 | -619772 | -619772 | -191557 |
Avg Bars in Trades | 7 | 12 | 1 | 7 | 12 | 1 |
Avg Bars in Winners | 4 | 7 | 1 | 4 | 7 | 1 |
Avg Bars in Losers | 11 | 20 | 2 | 11 | 20 | 2 |
Bars Traded | 4215 | 3656 | 559 | 4215 | 3656 | 559 |
Profit Streak | 462.5574 | 463.8907 | 462.5574 | 462.5574 | 463.8907 | 462.5574 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457298 | 370454 | -162157 | -188446 | -169994 | -391054 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.60098, "nb": 0.71954, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 4, "offset": 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": 1597910400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758864156075, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.60098, "nb": 0.71954, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 4, "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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