Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216098.1792 | 310976.2455 | -94878.0664 | -78141.1121 | 48802.8158 | -126943.9279 |
Total P&L (%) | 216.0982 | 310.9762 | -94.8781 | -78.1411 | 48.8028 | -126.9439 |
Avg Daily Profit (%) | 0.153 | 0.2202 | -0.0672 | -0.1076 | 0.0282 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259685 | -167037 | -122451 | -188627 | -85318 | -126922 |
Profit Factor | 1.3514 | 1.8796 | 0.637 | 0.8091 | 1.2441 | 0.394 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.9697 | 45.4545 | 48.4848 | 46.9697 | 45.4545 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.5258 | 2.2555 | 0.6769 | 0.9135 | 1.493 | 0.4187 |
Largest Winning Trade | 243707 | 243707 | 43636 | 116814 | 116814 | 21092 |
Largest Losing Trade | -57885 | -57885 | -40650 | -85318 | -85318 | -61710 |
Avg Bars in Trades | 81 | 132 | 31 | 81 | 132 | 31 |
Avg Bars in Winners | 81 | 136 | 30 | 81 | 136 | 30 |
Avg Bars in Losers | 82 | 129 | 32 | 82 | 129 | 32 |
Bars Traded | 5407 | 4378 | 1029 | 5407 | 4378 | 1029 |
Profit Streak | 0 | 0 | 530.6797 | 0 | 0 | 530.6797 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121227 | 344501 | -580056 | -710734 | -158760 | -580056 |
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{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 2, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 48, "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": 1598832000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759227528593, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 2, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 48, "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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