Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161707.723 | 292920.7619 | -131213.039 | -90717.3005 | 10743.2899 | -101460.5903 |
Total P&L (%) | 161.7077 | 292.9208 | -131.213 | -90.7173 | 10.7433 | -101.4606 |
Avg Daily Profit (%) | 0.1145 | 0.2074 | -0.0929 | -0.1681 | 0.0072 | 0 |
Buy And Hold Return (%) | 75.7463 | 75.7463 | 75.7463 | 75.7463 | 75.7463 | 75.7463 |
Max Trade Drawdown | -120892 | -113540 | -137285 | -56617 | -44806 | -47648 |
Profit Factor | 1.2717 | 2.0719 | 0.5923 | 0.6335 | 1.1143 | 0.3392 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 46.5517 | 48.2759 | 44.8276 | 46.5517 | 48.2759 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.4601 | 2.2199 | 0.729 | 0.7274 | 1.1939 | 0.4175 |
Largest Winning Trade | 225402 | 225402 | 57197 | 38455 | 38455 | 12887 |
Largest Losing Trade | -77523 | -36017 | -77523 | -77523 | -21955 | -77523 |
Avg Bars in Trades | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Winners | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Losers | 37 | 32 | 41 | 37 | 32 | 41 |
Bars Traded | 2675 | 1288 | 1387 | 2675 | 1288 | 1387 |
Profit Streak | 0 | 0 | 588.2955 | 0 | 0 | 588.2955 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -227081 | 308056 | -581886 | -761618 | -444471 | -581886 |
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{ "first_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 42, "offset": 0 } } }
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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": 1599566400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758999932283, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 42, "offset": 0 } } }
# | 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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