Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415123.5529 | 409334.1458 | 5789.4071 | 199683.7754 | 269340.3199 | -69656.5445 |
Total P&L (%) | 415.1236 | 409.3341 | 5.7894 | 199.6838 | 269.3403 | -69.6565 |
Avg Daily Profit (%) | 0.294 | 0.2899 | 0.0041 | 0.0778 | 0.0926 | -0.0844 |
Buy And Hold Return (%) | 85.3208 | 85.3208 | 85.3208 | 85.3208 | 85.3208 | 85.3208 |
Max Trade Drawdown | -128176 | -111802 | -118345 | -869935 | -694751 | -347722 |
Profit Factor | 1.8783 | 2.6276 | 1.0262 | 1.0934 | 1.2333 | 0.9291 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 41.791 | 41.1765 | 42.4242 | 41.791 | 41.1765 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.6162 | 3.7537 | 1.3927 | 1.523 | 1.7618 | 1.2609 |
Largest Winning Trade | 245111 | 245111 | 53843 | 274366 | 274366 | 263607 |
Largest Losing Trade | -41698 | -41698 | -38484 | -347722 | -180731 | -347722 |
Avg Bars in Trades | 59 | 50 | 68 | 59 | 50 | 68 |
Avg Bars in Winners | 72 | 72 | 73 | 72 | 72 | 73 |
Avg Bars in Losers | 49 | 35 | 64 | 49 | 35 | 64 |
Bars Traded | 3968 | 1719 | 2249 | 3968 | 1719 | 2249 |
Profit Streak | 0 | 0 | 546.8225 | 0 | 0 | 546.8225 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113933 | 303804 | -546861 | -334848 | -75006 | -581123 |
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 69, "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": 1600732800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758915862825, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 69, "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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