Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268387.5388 | 265738.7985 | 2648.7403 | -11120.6994 | 714103.9822 | -725224.6816 |
Total P&L (%) | 268.3875 | 265.7388 | 2.6487 | -11.1207 | 714.104 | -725.2247 |
Avg Daily Profit (%) | 0.19 | 0.1881 | 0.0019 | -0.0083 | 0.1486 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -215865 | -90658 | -189624 | -902535 | -261813 | -1126943 |
Profit Factor | 1.1309 | 1.2783 | 1.0024 | 0.9984 | 1.2279 | 0.8173 |
Total Trades | 778 | 389 | 389 | 778 | 389 | 389 |
Winning Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Losing Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Profitability (%) | 62.7249 | 62.7249 | 62.7249 | 62.7249 | 62.7249 | 62.7249 |
Ratio Avg Win / Avg Loss | 0.6721 | 0.7597 | 0.5957 | 0.5933 | 0.7297 | 0.4857 |
Largest Winning Trade | 39143 | 39143 | 31064 | 88475 | 88475 | 68163 |
Largest Losing Trade | -40913 | -38966 | -40913 | -333928 | -204448 | -333928 |
Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 2821 | 1396 | 1425 | 2821 | 1396 | 1425 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64255 | 331547 | -572212 | -574370 | 254838 | -577372 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 10, "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": 1597795200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759295923072, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 10, "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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