Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286916.9916 | 285038.2638 | 1878.7278 | -1408.2687 | 198111.8659 | -199520.1346 |
Total P&L (%) | 286.917 | 285.0383 | 1.8787 | -1.4083 | 198.1119 | -199.5201 |
Avg Daily Profit (%) | 0.2032 | 0.2019 | 0.0013 | -0.001 | 0.0774 | 0 |
Buy And Hold Return (%) | 11.9788 | 11.9788 | 11.9788 | 11.9788 | 11.9788 | 11.9788 |
Max Trade Drawdown | -210713 | -149670 | -177857 | -426063 | -300777 | -475197 |
Profit Factor | 1.0992 | 1.2038 | 1.0013 | 0.9996 | 1.1083 | 0.8963 |
Total Trades | 1354 | 677 | 677 | 1354 | 677 | 677 |
Winning Trades | 760 | 377 | 383 | 760 | 377 | 383 |
Losing Trades | 594 | 300 | 294 | 594 | 300 | 294 |
Profitability (%) | 56.13 | 55.6869 | 56.5731 | 56.13 | 55.6869 | 56.5731 |
Ratio Avg Win / Avg Loss | 0.8591 | 0.958 | 0.7686 | 0.7813 | 0.882 | 0.688 |
Largest Winning Trade | 21956 | 21956 | 16638 | 48875 | 46535 | 48875 |
Largest Losing Trade | -36108 | -29082 | -36108 | -115604 | -58015 | -115604 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 8448 | 4202 | 4246 | 8448 | 4202 | 4246 |
Profit Streak | 0 | 0 | 463.1161 | 0 | 0 | 463.1161 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97655 | 340662 | -572136 | -573004 | -188648 | -575293 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40942, "nb": 0.41769, "nc": 0.88027 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "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": [ [ 286916.9916014237, 285038.263848452, 1878.7277529711, -1408.2687040027, 198111.8658538456, -199520.1345578487 ], [ 286.916992, 285.038264, 1.878728, -1.408269, 198.111866, -199.520135 ], [ 0.203223, 0.201893, 0.001331, -0.001005, 0.077398, 0 ], [ 11.978786, 11.978786, 11.978786, 11.978786, 11.978786, 11.978786 ], [ -210713, -149670, -177857, -426063, -300777, -475197 ], [ 1.099197, 1.203839, 1.001257, 0.999625, 1.108326, 0.896304 ], [ 1354, 677, 677, 1354, 677, 677 ], [ 760, 377, 383, 760, 377, 383 ], [ 594, 300, 294, 594, 300, 294 ], [ 56.129985, 55.686854, 56.573117, 56.129985, 55.686854, 56.573117 ], [ 0.859109, 0.957962, 0.768589, 0.781286, 0.881957, 0.688025 ], [ 21956, 21956, 16638, 48875, 46535, 48875 ], [ -36108, -29082, -36108, -115604, -58015, -115604 ], [ 6, 6, 6, 6, 6, 6 ], [ 4, 4, 4, 4, 4, 4 ], [ 7, 7, 8, 7, 7, 8 ], [ 8448, 4202, 4246, 8448, 4202, 4246 ], [ 0, 0, 463.116112, 0, 0, 463.116113 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -97655, 340662, -572136, -573004, -188648, -575293 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1597996800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758941232124, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.40942, "nb": 0.41769, "nc": 0.88027 } }, "second_band": { "type": "midprice", "factors": { "length": 13, "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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