Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216016.0648 | 231536.8183 | -15520.7535 | -42559.3356 | 161164.7024 | -203724.038 |
Total P&L (%) | 216.0161 | 231.5368 | -15.5208 | -42.5593 | 161.1647 | -203.724 |
Avg Daily Profit (%) | 0.153 | 0.164 | -0.011 | -0.0393 | 0.068 | 0 |
Buy And Hold Return (%) | 13.4519 | 13.4519 | 13.4519 | 13.4519 | 13.4519 | 13.4519 |
Max Trade Drawdown | -190261 | -84009 | -190154 | -565374 | -246471 | -584320 |
Profit Factor | 1.0946 | 1.2154 | 0.9872 | 0.9915 | 1.0659 | 0.9199 |
Total Trades | 938 | 469 | 469 | 938 | 469 | 469 |
Winning Trades | 594 | 300 | 294 | 594 | 300 | 294 |
Losing Trades | 344 | 169 | 175 | 344 | 169 | 175 |
Profitability (%) | 63.3262 | 63.9659 | 62.6866 | 63.3262 | 63.9659 | 62.6866 |
Ratio Avg Win / Avg Loss | 0.6339 | 0.6847 | 0.5876 | 0.5742 | 0.6005 | 0.5475 |
Largest Winning Trade | 24230 | 24157 | 24230 | 62715 | 62715 | 51091 |
Largest Losing Trade | -40923 | -33219 | -40923 | -161463 | -111981 | -161463 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 4231 | 2125 | 2106 | 4231 | 2125 | 2106 |
Profit Streak | 0 | 0 | 462.5071 | 0 | 0 | 462.5071 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103558 | 331093 | -576375 | -573457 | -247803 | -576375 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 3 } } }
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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": 1597824000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758888611114, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "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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