Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606330.4138 | 465955.1159 | 140375.2979 | 3650390.8156 | 8183633.3465 | -4533242.5309 |
Total P&L (%) | 606.3304 | 465.9551 | 140.3753 | 3650.3908 | 8183.6333 | -4533.2425 |
Avg Daily Profit (%) | 0.4293 | 0.3299 | 0.0994 | 0.2569 | 0.3132 | 0 |
Buy And Hold Return (%) | 55.9206 | 55.9206 | 55.9206 | 55.9206 | 55.9206 | 55.9206 |
Max Trade Drawdown | -100231 | -47310 | -134461 | -7891870 | -1821528 | -10002861 |
Profit Factor | 2.431 | 4.1084 | 1.5127 | 1.156 | 2.4346 | 0.7439 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 62.0253 | 60 | 64.1026 | 62.0253 | 60 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.4884 | 2.7389 | 0.8471 | 0.7077 | 1.6231 | 0.4166 |
Largest Winning Trade | 82119 | 82119 | 52990 | 2550391 | 2550391 | 2463330 |
Largest Losing Trade | -55658 | -29586 | -55658 | -4041305 | -952548 | -4041305 |
Avg Bars in Trades | 33 | 25 | 43 | 33 | 25 | 43 |
Avg Bars in Winners | 34 | 25 | 42 | 34 | 25 | 42 |
Avg Bars in Losers | 33 | 25 | 43 | 33 | 25 | 43 |
Bars Traded | 2685 | 1003 | 1682 | 2685 | 1003 | 1682 |
Profit Streak | 0 | 0 | 492.4004 | 0 | 0 | 492.4004 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15922 | 629082 | -61694 | -71527 | 548868 | -578344 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759095390907, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 81, "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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