Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499620.8895 | 428188.4098 | 71432.4797 | 759771.459 | 1332167.9581 | -572396.4991 |
Total P&L (%) | 499.6209 | 428.1884 | 71.4325 | 759.7715 | 1332.168 | -572.3965 |
Avg Daily Profit (%) | 0.3538 | 0.3033 | 0.0506 | 0.1525 | 0.1887 | 0 |
Buy And Hold Return (%) | 70.0361 | 70.0361 | 70.0361 | 70.0361 | 70.0361 | 70.0361 |
Max Trade Drawdown | -125048 | -82305 | -87131 | -2528681 | -1715713 | -1628149 |
Profit Factor | 1.7477 | 2.2835 | 1.2135 | 1.0803 | 1.2676 | 0.8723 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Losing Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Profitability (%) | 50 | 51.4019 | 48.5981 | 50 | 51.4019 | 48.5981 |
Ratio Avg Win / Avg Loss | 1.7477 | 2.1589 | 1.2835 | 1.0803 | 1.1984 | 0.9226 |
Largest Winning Trade | 160019 | 160019 | 60977 | 2069547 | 2069547 | 419258 |
Largest Losing Trade | -35519 | -23030 | -35519 | -702977 | -702977 | -570065 |
Avg Bars in Trades | 18 | 24 | 12 | 18 | 24 | 12 |
Avg Bars in Winners | 20 | 25 | 15 | 20 | 25 | 15 |
Avg Bars in Losers | 15 | 22 | 10 | 15 | 22 | 10 |
Bars Traded | 3947 | 2577 | 1371 | 3947 | 2577 | 1371 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491295 | 448208 | -285909 | -123167 | 288610 | -581314 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 112 } }, "second_band": { "type": "dcm", "factors": { "length": 181, "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": 1603008000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759223078351, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 112 } }, "second_band": { "type": "dcm", "factors": { "length": 181, "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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