Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206756.3014 | 236261.9801 | -29505.6787 | -57726.7312 | 143974.2869 | -201701.0182 |
Total P&L (%) | 206.7563 | 236.262 | -29.5057 | -57.7267 | 143.9743 | -201.701 |
Avg Daily Profit (%) | 0.1464 | 0.1673 | -0.0209 | -0.061 | 0.0632 | 0 |
Buy And Hold Return (%) | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 |
Max Trade Drawdown | -156075 | -73632 | -158314 | -302047 | -158594 | -367766 |
Profit Factor | 1.0922 | 1.2335 | 0.976 | 0.982 | 1.0986 | 0.8851 |
Total Trades | 912 | 456 | 456 | 912 | 456 | 456 |
Winning Trades | 616 | 307 | 309 | 616 | 307 | 309 |
Losing Trades | 296 | 149 | 147 | 296 | 149 | 147 |
Profitability (%) | 67.5439 | 67.3246 | 67.7632 | 67.5439 | 67.3246 | 67.7632 |
Ratio Avg Win / Avg Loss | 0.5248 | 0.5987 | 0.4643 | 0.4719 | 0.5332 | 0.4211 |
Largest Winning Trade | 28100 | 28100 | 18461 | 39075 | 39075 | 31720 |
Largest Losing Trade | -44304 | -31498 | -44304 | -92467 | -55462 | -92467 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 5 | 5 | 5 | 5 | 5 | 5 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 8424 | 4154 | 4270 | 8424 | 4154 | 4270 |
Profit Streak | 0 | 0 | 464.9947 | 0 | 0 | 464.9947 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110599 | 349351 | -575785 | -573046 | -217889 | -575785 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 34, "offset": 0 } } }
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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": 1598299200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759103542994, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 34, "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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