Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397589.699 | 397523.3086 | 66.3904 | 74202.1975 | 113483.6846 | -39281.4871 |
Total P&L (%) | 397.5897 | 397.5233 | 0.0664 | 74.2022 | 113.4837 | -39.2815 |
Avg Daily Profit (%) | 0.2817 | 0.2817 | 0 | 0.0393 | 0.0538 | -0.0353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92720 | -109562 | -32028 | -202471 | -220711 | -72128 |
Profit Factor | 1.5708 | 1.7284 | 1.0004 | 1.0719 | 1.1389 | 0.8178 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 52.8796 | 52.6316 | 53.125 | 52.8796 | 52.6316 | 53.125 |
Ratio Avg Win / Avg Loss | 1.3998 | 1.5555 | 0.8827 | 0.9551 | 1.0251 | 0.7216 |
Largest Winning Trade | 247355 | 247355 | 12357 | 130765 | 130765 | 15867 |
Largest Losing Trade | -58597 | -58597 | -14509 | -116844 | -116844 | -24111 |
Avg Bars in Trades | 86 | 165 | 7 | 86 | 165 | 7 |
Avg Bars in Winners | 60 | 114 | 6 | 60 | 114 | 6 |
Avg Bars in Losers | 115 | 221 | 8 | 115 | 221 | 8 |
Bars Traded | 16431 | 15704 | 727 | 16431 | 15704 | 727 |
Profit Streak | 0 | 469.1219 | 0 | 0 | 469.1219 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411544 | 439929 | -579846 | -282109 | -188201 | -580393 |
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{ "first_band": { "type": "bbl", "factors": { "length": 212, "offset": 0, "std": 4.42244 } }, "second_band": { "type": "dema", "factors": { "length": 146, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 397589.6989774328, 397523.3085983184, 66.3903791146, 74202.1975446955, 113483.684601201, -39281.4870565057 ], [ 397.589699, 397.523309, 0.06639, 74.202198, 113.483685, -39.281487 ], [ 0.281713, 0.281666, 4.7e-5, 0.039336, 0.05375, -0.035345 ], [ 10, 10, 10, 10, 10, 10 ], [ -92720, -109562, -32028, -202471, -220711, -72128 ], [ 1.570832, 1.728373, 1.00044, 1.071881, 1.138946, 0.817758 ], [ 191, 95, 96, 191, 95, 96 ], [ 101, 50, 51, 101, 50, 51 ], [ 90, 45, 45, 90, 45, 45 ], [ 52.879581, 52.631579, 53.125, 52.879581, 52.631579, 53.125 ], [ 1.399752, 1.555536, 0.882742, 0.955141, 1.025051, 0.721552 ], [ 247355, 247355, 12357, 130765, 130765, 15867 ], [ -58597, -58597, -14509, -116844, -116844, -24111 ], [ 86, 165, 7, 86, 165, 7 ], [ 60, 114, 6, 60, 114, 6 ], [ 115, 221, 8, 115, 221, 8 ], [ 16431, 15704, 727, 16431, 15704, 727 ], [ 0, 469.121864, 0, 0, 469.121864, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 411544, 439929, -579846, -282109, -188201, -580393 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598868000000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759467329092, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 212, "offset": 0, "std": 4.42244 } }, "second_band": { "type": "dema", "factors": { "length": 146, "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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