Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129376.5477 | 212429.7064 | -83053.1586 | -90172.3466 | 51210.9537 | -141383.3003 |
Total P&L (%) | 129.3765 | 212.4297 | -83.0532 | -90.1723 | 51.211 | -141.3833 |
Avg Daily Profit (%) | 0.0916 | 0.1505 | -0.0588 | -0.1642 | 0.0293 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130576 | -83181 | -184058 | -135374 | -88889 | -164084 |
Profit Factor | 1.0934 | 1.3305 | 0.888 | 0.895 | 1.1331 | 0.7019 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 211 | 100 | 111 | 211 | 100 | 111 |
Losing Trades | 146 | 78 | 68 | 146 | 78 | 68 |
Profitability (%) | 59.1036 | 56.1798 | 62.0112 | 59.1036 | 56.1798 | 62.0112 |
Ratio Avg Win / Avg Loss | 0.7566 | 1.0378 | 0.544 | 0.6193 | 0.8838 | 0.43 |
Largest Winning Trade | 38299 | 38299 | 25505 | 35817 | 35817 | 19760 |
Largest Losing Trade | -65253 | -56826 | -65253 | -89266 | -46235 | -89266 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Losers | 30 | 33 | 26 | 30 | 33 | 26 |
Bars Traded | 8422 | 4747 | 3675 | 8422 | 4747 | 3675 |
Profit Streak | 461.4616 | 0 | 489.9616 | 461.4616 | 0 | 489.9616 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -186121 | 321236 | -577600 | -576868 | -229320 | -577600 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 110, "offset": 0, "poles": 2 } } }
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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": 1598140800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758956684307, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 110, "offset": 0, "poles": 2 } } }
# | 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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