Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245849.7934 | 277009.9317 | -31160.1382 | -481.6982 | -33499.9214 | 33018.2232 |
Total P&L (%) | 245.8498 | 277.0099 | -31.1601 | -0.4817 | -33.4999 | 33.0182 |
Avg Daily Profit (%) | 0.1741 | 0.1962 | -0.0221 | -0.0003 | -0.0289 | 0.0202 |
Buy And Hold Return (%) | 53.8442 | 53.8442 | 53.8442 | 53.8442 | 53.8442 | 53.8442 |
Max Trade Drawdown | -125586 | -119690 | -107130 | -544582 | -514300 | -215216 |
Profit Factor | 1.427 | 1.8316 | 0.8716 | 0.9997 | 0.9665 | 1.0739 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Losing Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Profitability (%) | 65.812 | 74.1379 | 57.6271 | 65.812 | 74.1379 | 57.6271 |
Ratio Avg Win / Avg Loss | 0.7413 | 0.6389 | 0.6409 | 0.5193 | 0.3372 | 0.7897 |
Largest Winning Trade | 45581 | 45581 | 21797 | 111312 | 78071 | 111312 |
Largest Losing Trade | -69638 | -69638 | -55761 | -283490 | -283490 | -131772 |
Avg Bars in Trades | 33 | 59 | 7 | 33 | 59 | 7 |
Avg Bars in Winners | 12 | 17 | 6 | 12 | 17 | 6 |
Avg Bars in Losers | 73 | 180 | 9 | 73 | 180 | 9 |
Bars Traded | 3922 | 3457 | 465 | 3922 | 3457 | 465 |
Profit Streak | 502.0465 | 502.0465 | 551.0465 | 502.0465 | 502.0465 | 551.0465 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308526 | -169293 | -755232 | -577081 | -757120 | -646944 |
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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": 1600934400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759338414519, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.13622, "nb": 0.93192, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 109, "offset": 0, "std": 2.23269 } } }
# | 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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