Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260949.399 | 265462.9898 | -4513.5908 | 30193.5535 | 32120.2404 | -1926.6869 |
Total P&L (%) | 260.9494 | 265.463 | -4.5136 | 30.1936 | 32.1202 | -1.9267 |
Avg Daily Profit (%) | 0.1848 | 0.188 | -0.0032 | 0.0187 | 0.0197 | -0.0014 |
Buy And Hold Return (%) | 14.878 | 14.878 | 14.878 | 14.878 | 14.878 | 14.878 |
Max Trade Drawdown | -109872 | -91440 | -141853 | -754390 | -805780 | -669779 |
Profit Factor | 1.3376 | 1.6155 | 0.9868 | 1.0084 | 1.0142 | 0.9986 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 175 | 95 | 80 | 175 | 95 | 80 |
Losing Trades | 60 | 22 | 38 | 60 | 22 | 38 |
Profitability (%) | 74.4681 | 81.1966 | 67.7966 | 74.4681 | 81.1966 | 67.7966 |
Ratio Avg Win / Avg Loss | 0.4586 | 0.3741 | 0.4687 | 0.3457 | 0.2349 | 0.4743 |
Largest Winning Trade | 28627 | 28627 | 17060 | 86297 | 77326 | 86297 |
Largest Losing Trade | -74166 | -74166 | -59231 | -496213 | -496213 | -323451 |
Avg Bars in Trades | 22 | 38 | 6 | 22 | 38 | 6 |
Avg Bars in Winners | 9 | 14 | 3 | 9 | 14 | 3 |
Avg Bars in Losers | 62 | 144 | 14 | 62 | 144 | 14 |
Bars Traded | 5367 | 4551 | 816 | 5367 | 4551 | 816 |
Profit Streak | 457.7544 | 0 | 507.7544 | 457.7544 | 0 | 507.7544 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410479 | 426197 | -577473 | -382259 | -374830 | -577473 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598940000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758953181033, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 53, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 260949.399031733, 265462.9898221022, -4513.5907903691, 30193.5534877401, 32120.2403744376, -1926.6868866971 ], [ 260.949399, 265.46299, -4.513591, 30.193553, 32.12024, -1.926687 ], [ 0.184808, 0.188005, -0.003197, 0.018688, 0.019729, -0.001378 ], [ 14.878049, 14.878049, 14.878049, 14.878049, 14.878049, 14.878049 ], [ -109872, -91440, -141853, -754390, -805780, -669779 ], [ 1.337594, 1.615533, 0.986791, 1.008411, 1.014231, 0.998554 ], [ 235, 117, 118, 235, 117, 118 ], [ 175, 95, 80, 175, 95, 80 ], [ 60, 22, 38, 60, 22, 38 ], [ 74.468085, 81.196581, 67.79661, 74.468085, 81.196581, 67.79661 ], [ 0.458604, 0.374123, 0.468726, 0.345741, 0.234875, 0.474313 ], [ 28627, 28627, 17060, 86297, 77326, 86297 ], [ -74166, -74166, -59231, -496213, -496213, -323451 ], [ 22, 38, 6, 22, 38, 6 ], [ 9, 14, 3, 9, 14, 3 ], [ 62, 144, 14, 62, 144, 14 ], [ 5367, 4551, 816, 5367, 4551, 816 ], [ 457.75441, 0, 507.75441, 457.75441, 0, 507.75441 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410479, 426197, -577473, -382259, -374830, -577473 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598940000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758953181033, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 53, "offset": 0, "scalar": 2 } } }
# | 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) |
---|