Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655447.6517 | 481832.9058 | 173614.746 | 4816483.9972 | 7111825.3886 | -2295341.3915 |
Total P&L (%) | 655.4477 | 481.8329 | 173.6147 | 4816.484 | 7111.8254 | -2295.3414 |
Avg Daily Profit (%) | 0.4643 | 0.3413 | 0.123 | 0.2763 | 0.3035 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128912 | -113219 | -70683 | -9225823 | -4032936 | -7896889 |
Profit Factor | 1.5089 | 1.576 | 1.3846 | 1.1356 | 1.3611 | 0.855 |
Total Trades | 467 | 233 | 234 | 467 | 233 | 234 |
Winning Trades | 270 | 140 | 130 | 270 | 140 | 130 |
Losing Trades | 197 | 93 | 104 | 197 | 93 | 104 |
Profitability (%) | 57.8158 | 60.0858 | 55.5556 | 57.8158 | 60.0858 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.101 | 1.0469 | 1.1077 | 0.8286 | 0.9042 | 0.684 |
Largest Winning Trade | 63745 | 63745 | 20633 | 2816174 | 2816174 | 712649 |
Largest Losing Trade | -52186 | -52186 | -36260 | -4790708 | -1227964 | -4790708 |
Avg Bars in Trades | 17 | 28 | 6 | 17 | 28 | 6 |
Avg Bars in Winners | 12 | 17 | 6 | 12 | 17 | 6 |
Avg Bars in Losers | 24 | 44 | 7 | 24 | 44 | 7 |
Bars Traded | 8232 | 6602 | 1630 | 8232 | 6602 | 1630 |
Profit Streak | 468.8197 | 468.8197 | 513.3197 | 468.8197 | 468.8197 | 513.3197 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602124 | 483569 | -25206 | -59277 | 379676 | -577740 |
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{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598140800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759362024279, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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