Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383532.5282 | 300998.8318 | 82533.6963 | 2536659.3199 | 1589172.5691 | 947486.7507 |
Total P&L (%) | 383.5325 | 300.9988 | 82.5337 | 2536.6593 | 1589.1726 | 947.4868 |
Avg Daily Profit (%) | 0.6489 | 0.5092 | 0.1396 | 0.5551 | 0.4794 | 0.3982 |
Buy And Hold Return (%) | 407.2908 | 407.2908 | 407.2908 | 407.2908 | 407.2908 | 407.2908 |
Max Trade Drawdown | -86411 | -73417 | -23089 | -4017071 | -3495778 | -595511 |
Profit Factor | 1.8578 | 1.9615 | 1.6156 | 1.3158 | 1.2635 | 1.4736 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 280 | 149 | 131 | 280 | 149 | 131 |
Losing Trades | 95 | 38 | 57 | 95 | 38 | 57 |
Profitability (%) | 74.6667 | 79.6791 | 69.6809 | 74.6667 | 79.6791 | 69.6809 |
Ratio Avg Win / Avg Loss | 0.6303 | 0.5002 | 0.703 | 0.4464 | 0.3222 | 0.6412 |
Largest Winning Trade | 25955 | 25955 | 15166 | 994985 | 994985 | 732318 |
Largest Losing Trade | -25339 | -25339 | -15194 | -1351497 | -1351497 | -558022 |
Avg Bars in Trades | 36 | 68 | 5 | 36 | 68 | 5 |
Avg Bars in Winners | 17 | 29 | 3 | 17 | 29 | 3 |
Avg Bars in Losers | 94 | 222 | 9 | 94 | 222 | 9 |
Bars Traded | 13867 | 12874 | 991 | 13867 | 12874 | 991 |
Profit Streak | 461.0581 | 461.0581 | 495.5997 | 461.0581 | 461.0581 | 495.5997 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147422 | -150055 | -167879 | 547989 | 389528 | 314800 |
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{ "trading_pair": "OCEAN_USDT", "interval": "1h", "packets": 25000, "actual_packets": 14186, "evaluation_days": 591.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669082400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759116216302, "expiration_time": 1723476211200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.70482, "nb": 0.1, "nc": 0.86664 } }, "second_band": { "type": "bbu", "factors": { "length": 236, "offset": 0, "std": 2.29756 } } }
# | 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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