Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280096.7483 | 327405.3007 | -47308.5524 | 695034.5137 | -1167178.0247 | 1862212.5384 |
Total P&L (%) | 280.0967 | 327.4053 | -47.3086 | 695.0345 | -1167.178 | 1862.2125 |
Avg Daily Profit (%) | 0.1985 | 0.232 | -0.0335 | 0.147 | 0 | 0.2111 |
Buy And Hold Return (%) | 20.1766 | 20.1766 | 20.1766 | 20.1766 | 20.1766 | 20.1766 |
Max Trade Drawdown | -270246 | -72025 | -298921 | -5146672 | -2187214 | -3835050 |
Profit Factor | 1.1622 | 1.4546 | 0.953 | 1.0408 | 0.8653 | 1.2224 |
Total Trades | 723 | 361 | 362 | 723 | 361 | 362 |
Winning Trades | 424 | 213 | 211 | 396 | 199 | 197 |
Losing Trades | 299 | 148 | 151 | 327 | 162 | 165 |
Profitability (%) | 58.6445 | 59.0028 | 58.2873 | 54.7718 | 55.1247 | 54.4199 |
Ratio Avg Win / Avg Loss | 0.8196 | 1.0107 | 0.682 | 0.8594 | 0.7044 | 1.0239 |
Largest Winning Trade | 35181 | 35181 | 21068 | 2568727 | 292950 | 2568727 |
Largest Losing Trade | -161435 | -57868 | -161435 | -2130379 | -1034394 | -2130379 |
Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
Avg Bars in Winners | 15 | 15 | 15 | 19 | 18 | 19 |
Avg Bars in Losers | 33 | 32 | 33 | 26 | 26 | 26 |
Bars Traded | 16451 | 8088 | 8363 | 16451 | 8088 | 8363 |
Profit Streak | 488.3032 | 489.1366 | 488.3032 | 488.3032 | 489.1366 | 488.3032 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29624 | 442217 | -577504 | -168063 | -577919 | 378536 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40154, "nb": 0.1, "nc": 0.69101 } }, "second_band": { "type": "ssf", "factors": { "length": 136, "offset": 173, "poles": 3 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599069600000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759634199836, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40154, "nb": 0.1, "nc": 0.69101 } }, "second_band": { "type": "ssf", "factors": { "length": 136, "offset": 173, "poles": 3 } } }
# | 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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