Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249304.9128 | 257477.0501 | -8172.1373 | -14861.9977 | 115883.9335 | -130745.9312 |
Total P&L (%) | 249.3049 | 257.4771 | -8.1721 | -14.862 | 115.8839 | -130.7459 |
Avg Daily Profit (%) | 0.1765 | 0.1823 | -0.0058 | -0.0114 | 0.0545 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -197115 | -111631 | -172347 | -137913 | -37784 | -172960 |
Profit Factor | 1.2514 | 1.5568 | 0.9846 | 0.9762 | 1.4493 | 0.6425 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 50.2959 | 48.2353 | 52.381 | 50.2959 | 48.2353 | 52.381 |
Ratio Avg Win / Avg Loss | 1.2366 | 1.6707 | 0.8951 | 0.9647 | 1.5553 | 0.5841 |
Largest Winning Trade | 45647 | 45647 | 42328 | 38587 | 38587 | 24009 |
Largest Losing Trade | -51676 | -36839 | -51676 | -91622 | -33732 | -91622 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 2806 | 1420 | 1386 | 2806 | 1420 | 1386 |
Profit Streak | 0 | 0 | 502.3833 | 0 | 0 | 502.3833 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302695 | 341952 | -579560 | -579576 | -118770 | -579560 |
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{ "first_band": { "type": "ssf", "factors": { "length": 62, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.44748 } } }
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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": 1758921121343, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 62, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.44748 } } }
# | 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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