Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318563.4308 | 294769.1772 | 23794.2536 | -11875.863 | 451590.754 | -463466.6169 |
Total P&L (%) | 318.5634 | 294.7692 | 23.7943 | -11.8759 | 451.5908 | -463.4666 |
Avg Daily Profit (%) | 0.2256 | 0.2088 | 0.0169 | -0.009 | 0.121 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133049 | -89877 | -137603 | -617393 | -484941 | -746872 |
Profit Factor | 1.2103 | 1.4017 | 1.0305 | 0.9977 | 1.1865 | 0.8328 |
Total Trades | 605 | 302 | 303 | 605 | 302 | 303 |
Winning Trades | 445 | 225 | 220 | 445 | 225 | 220 |
Losing Trades | 160 | 77 | 83 | 160 | 77 | 83 |
Profitability (%) | 73.5537 | 74.5033 | 72.6073 | 73.5537 | 74.5033 | 72.6073 |
Ratio Avg Win / Avg Loss | 0.4351 | 0.4797 | 0.3888 | 0.3587 | 0.4061 | 0.3142 |
Largest Winning Trade | 34612 | 34612 | 19723 | 111631 | 111631 | 63464 |
Largest Losing Trade | -73746 | -54671 | -73746 | -398523 | -168156 | -398523 |
Avg Bars in Trades | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Winners | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 5611 | 2922 | 2689 | 5611 | 2922 | 2689 |
Profit Streak | 464.2057 | 464.2057 | 491.2057 | 464.2057 | 464.2057 | 491.2057 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502366 | 424692 | -357798 | -572532 | -43421 | -575186 |
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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": 1598270400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758905772673, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.93741, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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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