Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353863.9705 | 321360.4379 | 32503.5325 | 495097.6644 | 404106.2364 | 90991.428 |
Total P&L (%) | 353.864 | 321.3604 | 32.5035 | 495.0977 | 404.1062 | 90.9914 |
Avg Daily Profit (%) | 0.2506 | 0.2276 | 0.023 | 0.1264 | 0.1146 | 0.0458 |
Buy And Hold Return (%) | 94.69 | 94.69 | 94.69 | 94.69 | 94.69 | 94.69 |
Max Trade Drawdown | -64839 | -47101 | -90106 | -197256 | -129075 | -258434 |
Profit Factor | 1.9116 | 3.0321 | 1.1413 | 1.6583 | 2.2297 | 1.2149 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 50.6667 | 57.8947 | 43.2432 | 50.6667 | 57.8947 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.8613 | 2.2052 | 1.4979 | 1.6147 | 1.6216 | 1.5945 |
Largest Winning Trade | 80199 | 80199 | 63217 | 153738 | 112041 | 153738 |
Largest Losing Trade | -51896 | -23783 | -51896 | -170438 | -59166 | -170438 |
Avg Bars in Trades | 69 | 35 | 104 | 69 | 35 | 104 |
Avg Bars in Winners | 79 | 34 | 141 | 79 | 34 | 141 |
Avg Bars in Losers | 59 | 36 | 76 | 59 | 36 | 76 |
Bars Traded | 5205 | 1343 | 3861 | 5205 | 1343 | 3861 |
Profit Streak | 571.4203 | 628.9203 | 571.4203 | 571.4203 | 628.9203 | 571.4203 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50596 | 479012 | -394658 | -82144 | -35291 | -298458 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1600689600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758794713986, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 45, "offset": 31, "scalar": 1 } } }
{ "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": [ [ 353863.970456369, 321360.4379142086, 32503.5325421606, 495097.6643535581, 404106.2363847767, 90991.4279687814 ], [ 353.86397, 321.360438, 32.503533, 495.097664, 404.106236, 90.991428 ], [ 0.250612, 0.227592, 0.023019, 0.126394, 0.114628, 0.045836 ], [ 94.689984, 94.689984, 94.689984, 94.689984, 94.689984, 94.689984 ], [ -64839, -47101, -90106, -197256, -129075, -258434 ], [ 1.91159, 3.032097, 1.141295, 1.658297, 2.229714, 1.21487 ], [ 75, 38, 37, 75, 38, 37 ], [ 38, 22, 16, 38, 22, 16 ], [ 37, 16, 21, 37, 16, 21 ], [ 50.666667, 57.894737, 43.243243, 50.666667, 57.894737, 43.243243 ], [ 1.861285, 2.205162, 1.497949, 1.614657, 1.62161, 1.594517 ], [ 80199, 80199, 63217, 153738, 112041, 153738 ], [ -51896, -23783, -51896, -170438, -59166, -170438 ], [ 69, 35, 104, 69, 35, 104 ], [ 79, 34, 141, 79, 34, 141 ], [ 59, 36, 76, 59, 36, 76 ], [ 5205, 1343, 3861, 5205, 1343, 3861 ], [ 571.420301, 628.920301, 571.420301, 571.420301, 628.920301, 571.420301 ], [ 5, 6, 2, 5, 6, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -50596, 479012, -394658, -82144, -35291, -298458 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1600689600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758794713986, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 45, "offset": 31, "scalar": 1 } } }
# | 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) |
---|