Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264635.66 | 254448.9419 | 10186.7181 | -5678.9686 | 501788.4851 | -507467.4537 |
Total P&L (%) | 264.6357 | 254.4489 | 10.1867 | -5.679 | 501.7885 | -507.4675 |
Avg Daily Profit (%) | 0.1875 | 0.1803 | 0.0072 | -0.0041 | 0.1272 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210701 | -99549 | -163922 | -1280257 | -708810 | -1278505 |
Profit Factor | 1.1107 | 1.2305 | 1.0079 | 0.9996 | 1.0809 | 0.9269 |
Total Trades | 1089 | 545 | 544 | 1089 | 545 | 544 |
Winning Trades | 724 | 353 | 371 | 724 | 353 | 371 |
Losing Trades | 365 | 192 | 173 | 365 | 192 | 173 |
Profitability (%) | 66.483 | 64.7706 | 68.1985 | 66.483 | 64.7706 | 68.1985 |
Ratio Avg Win / Avg Loss | 0.5599 | 0.6693 | 0.47 | 0.5039 | 0.5879 | 0.4322 |
Largest Winning Trade | 22086 | 22086 | 19297 | 119674 | 114820 | 119674 |
Largest Losing Trade | -38696 | -30739 | -38696 | -298207 | -298207 | -268948 |
Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 29 | 25 | 32 | 29 | 25 | 32 |
Bars Traded | 16784 | 7789 | 8995 | 16784 | 7789 | 8995 |
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 | -84641 | 357463 | -551718 | -572457 | -151462 | -575854 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598817600000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758941512562, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 264635.6599819039, 254448.9419194804, 10186.7180624235, -5678.9686026467, 501788.4850893691, -507467.453692014 ], [ 264.63566, 254.448942, 10.186718, -5.678969, 501.788485, -507.467454 ], [ 0.187508, 0.18029, 0.007218, -0.004143, 0.127247, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -210701, -99549, -163922, -1280257, -708810, -1278505 ], [ 1.110652, 1.230474, 1.007912, 0.999568, 1.080885, 0.92692 ], [ 1089, 545, 544, 1089, 545, 544 ], [ 724, 353, 371, 724, 353, 371 ], [ 365, 192, 173, 365, 192, 173 ], [ 66.483012, 64.770642, 68.198529, 66.483012, 64.770642, 68.198529 ], [ 0.559928, 0.669266, 0.469996, 0.503926, 0.587904, 0.43223 ], [ 22086, 22086, 19297, 119674, 114820, 119674 ], [ -38696, -30739, -38696, -298207, -298207, -268948 ], [ 15, 14, 16, 15, 14, 16 ], [ 8, 7, 8, 8, 7, 8 ], [ 29, 25, 32, 29, 25, 32 ], [ 16784, 7789, 8995, 16784, 7789, 8995 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -84641, 357463, -551718, -572457, -151462, -575854 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598817600000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758941512562, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 139, "offset": 0 } }, "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) |
---|