Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386281.8572 | 384924.0198 | 1357.8374 | 103180.8568 | 487910.7686 | -384729.9118 |
Total P&L (%) | 386.2819 | 384.924 | 1.3578 | 103.1809 | 487.9108 | -384.7299 |
Avg Daily Profit (%) | 0.2736 | 0.2726 | 0.001 | 0.0502 | 0.1255 | 0 |
Buy And Hold Return (%) | 72.4303 | 72.4303 | 72.4303 | 72.4303 | 72.4303 | 72.4303 |
Max Trade Drawdown | -93315 | -82219 | -122134 | -485116 | -190405 | -513574 |
Profit Factor | 1.5062 | 2.4165 | 1.0028 | 1.0524 | 1.739 | 0.7063 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 54.4715 | 58.0645 | 50.8197 | 54.4715 | 58.0645 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.2589 | 1.7453 | 0.9704 | 0.8796 | 1.2559 | 0.6835 |
Largest Winning Trade | 86064 | 86064 | 64374 | 149695 | 149695 | 129477 |
Largest Losing Trade | -72016 | -34939 | -72016 | -330738 | -138510 | -330738 |
Avg Bars in Trades | 65 | 46 | 85 | 65 | 46 | 85 |
Avg Bars in Winners | 74 | 51 | 102 | 74 | 51 | 102 |
Avg Bars in Losers | 54 | 40 | 66 | 54 | 40 | 66 |
Bars Traded | 8085 | 2899 | 5187 | 8085 | 2899 | 5187 |
Profit Streak | 0 | 0 | 508.5297 | 0 | 0 | 508.5297 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338004 | -141412 | -737444 | -323207 | -176535 | -741767 |
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600113600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760186563254, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 142, "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": [ [ 386281.8571705009, 384924.0198129705, 1357.83735753, 103180.8568126119, 487910.7685746251, -384729.9117620136 ], [ 386.281857, 384.92402, 1.357837, 103.180857, 487.910769, -384.729912 ], [ 0.273604, 0.272642, 0.000962, 0.050226, 0.125547, 0 ], [ 72.430301, 72.430301, 72.430301, 72.430301, 72.430301, 72.430301 ], [ -93315, -82219, -122134, -485116, -190405, -513574 ], [ 1.506225, 2.416535, 1.002764, 1.052376, 1.738994, 0.706261 ], [ 123, 62, 61, 123, 62, 61 ], [ 67, 36, 31, 67, 36, 31 ], [ 56, 26, 30, 56, 26, 30 ], [ 54.471545, 58.064516, 50.819672, 54.471545, 58.064516, 50.819672 ], [ 1.258935, 1.745276, 0.970416, 0.879598, 1.25594, 0.683478 ], [ 86064, 86064, 64374, 149695, 149695, 129477 ], [ -72016, -34939, -72016, -330738, -138510, -330738 ], [ 65, 46, 85, 65, 46, 85 ], [ 74, 51, 102, 74, 51, 102 ], [ 54, 40, 66, 54, 40, 66 ], [ 8085, 2899, 5187, 8085, 2899, 5187 ], [ 0, 0, 508.529667, 0, 0, 508.529667 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338004, -141412, -737444, -323207, -176535, -741767 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600113600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760186563254, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 142, "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) |
---|