Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313230.7745 | 317396.3244 | -4165.5499 | 131546.7666 | 162614.8902 | -31068.1236 |
Total P&L (%) | 313.2308 | 317.3963 | -4.1656 | 131.5468 | 162.6149 | -31.0681 |
Avg Daily Profit (%) | 0.2219 | 0.2248 | -0.003 | 0.0595 | 0.0684 | -0.0263 |
Buy And Hold Return (%) | 68.8638 | 68.8638 | 68.8638 | 68.8638 | 68.8638 | 68.8638 |
Max Trade Drawdown | -133608 | -134749 | -61946 | -606006 | -608722 | -172314 |
Profit Factor | 1.2868 | 1.4543 | 0.9894 | 1.0506 | 1.0923 | 0.963 |
Total Trades | 455 | 227 | 228 | 455 | 227 | 228 |
Winning Trades | 279 | 157 | 122 | 279 | 157 | 122 |
Losing Trades | 176 | 70 | 106 | 176 | 70 | 106 |
Profitability (%) | 61.3187 | 69.163 | 53.5088 | 61.3187 | 69.163 | 53.5088 |
Ratio Avg Win / Avg Loss | 0.8117 | 0.6484 | 0.8597 | 0.6627 | 0.487 | 0.8367 |
Largest Winning Trade | 35115 | 35115 | 15226 | 77723 | 77723 | 52804 |
Largest Losing Trade | -69275 | -69275 | -29675 | -357845 | -357845 | -111111 |
Avg Bars in Trades | 17 | 31 | 3 | 17 | 31 | 3 |
Avg Bars in Winners | 10 | 16 | 2 | 10 | 16 | 2 |
Avg Bars in Losers | 27 | 63 | 3 | 27 | 63 | 3 |
Bars Traded | 7848 | 7111 | 737 | 7848 | 7111 | 737 |
Profit Streak | 496.8805 | 0 | 498.5472 | 496.8805 | 0 | 498.5472 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328214 | 310638 | -578071 | -282830 | -223609 | -578071 |
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{ "first_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 4.15963 } }, "second_band": { "type": "dcu", "factors": { "length": 158, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600084800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759396077947, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 4.15963 } }, "second_band": { "type": "dcu", "factors": { "length": 158, "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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