Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253675.4309 | 287609.1424 | -33933.7114 | -140220.6198 | -130910.1046 | -9310.5152 |
Total P&L (%) | 253.6754 | 287.6091 | -33.9337 | -140.2206 | -130.9101 | -9.3105 |
Avg Daily Profit (%) | 0.1797 | 0.2038 | -0.024 | 0 | 0 | -0.0069 |
Buy And Hold Return (%) | 21.1755 | 21.1755 | 21.1755 | 21.1755 | 21.1755 | 21.1755 |
Max Trade Drawdown | -152922 | -87632 | -226706 | -1171878 | -409332 | -944899 |
Profit Factor | 1.2321 | 1.7445 | 0.952 | 0.9485 | 0.8842 | 0.9942 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 165 | 83 | 82 | 125 | 66 | 59 |
Losing Trades | 91 | 45 | 46 | 131 | 62 | 69 |
Profitability (%) | 64.4531 | 64.8438 | 64.0625 | 48.8281 | 51.5625 | 46.0938 |
Ratio Avg Win / Avg Loss | 0.6795 | 0.9458 | 0.534 | 0.9941 | 0.8306 | 1.1627 |
Largest Winning Trade | 33874 | 33874 | 27836 | 988453 | 177664 | 988453 |
Largest Losing Trade | -129540 | -52984 | -129540 | -248567 | -132049 | -248567 |
Avg Bars in Trades | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Winners | 48 | 45 | 52 | 58 | 62 | 54 |
Avg Bars in Losers | 95 | 101 | 89 | 71 | 67 | 75 |
Bars Traded | 16740 | 8311 | 8429 | 16740 | 8311 | 8429 |
Profit Streak | 463.2828 | 0 | 463.3662 | 0 | 463.6995 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332909 | 356132 | -578584 | -579894 | -580205 | -580844 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599112800000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759294037025, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.58532 } }, "second_band": { "type": "swma", "factors": { "length": 180, "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": [ [ 253675.4309303644, 287609.1423646246, -33933.7114342599, -140220.6198165196, -130910.1045912255, -9310.5152252938 ], [ 253.675431, 287.609142, -33.933711, -140.22062, -130.910105, -9.310515 ], [ 0.179742, 0.203786, -0.024044, 0, 0, -0.006924 ], [ 21.175539, 21.175539, 21.175539, 21.175539, 21.175539, 21.175539 ], [ -152922, -87632, -226706, -1171878, -409332, -944899 ], [ 1.232053, 1.744527, 0.951995, 0.948528, 0.884159, 0.994159 ], [ 256, 128, 128, 256, 128, 128 ], [ 165, 83, 82, 125, 66, 59 ], [ 91, 45, 46, 131, 62, 69 ], [ 64.453125, 64.84375, 64.0625, 48.828125, 51.5625, 46.09375 ], [ 0.679496, 0.945828, 0.534046, 0.994057, 0.830574, 1.162661 ], [ 33874, 33874, 27836, 988453, 177664, 988453 ], [ -129540, -52984, -129540, -248567, -132049, -248567 ], [ 65, 64, 65, 65, 64, 65 ], [ 48, 45, 52, 58, 62, 54 ], [ 95, 101, 89, 71, 67, 75 ], [ 16740, 8311, 8429, 16740, 8311, 8429 ], [ 463.282836, 0, 463.366169, 0, 463.699503, 0 ], [ 1, 0, 1, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332909, 356132, -578584, -579894, -580205, -580844 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599112800000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759294037025, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 2.58532 } }, "second_band": { "type": "swma", "factors": { "length": 180, "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) |
---|