Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224405.8685 | 276231.2085 | -51825.34 | -42546.9315 | 87708.167 | -130255.0985 |
Total P&L (%) | 224.4059 | 276.2312 | -51.8253 | -42.5469 | 87.7082 | -130.2551 |
Avg Daily Profit (%) | 0.1589 | 0.1956 | -0.0367 | -0.0392 | 0.0446 | 0 |
Buy And Hold Return (%) | 57.7686 | 57.7686 | 57.7686 | 57.7686 | 57.7686 | 57.7686 |
Max Trade Drawdown | -170929 | -88024 | -184631 | -382625 | -252271 | -332321 |
Profit Factor | 1.1585 | 1.4 | 0.9286 | 0.9825 | 1.0736 | 0.8951 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 169 | 90 | 79 | 169 | 90 | 79 |
Losing Trades | 170 | 79 | 91 | 170 | 79 | 91 |
Profitability (%) | 49.8525 | 53.2544 | 46.4706 | 49.8525 | 53.2544 | 46.4706 |
Ratio Avg Win / Avg Loss | 1.1653 | 1.2289 | 1.0696 | 0.9883 | 0.9424 | 1.031 |
Largest Winning Trade | 105818 | 105818 | 43490 | 86472 | 59471 | 86472 |
Largest Losing Trade | -41087 | -41087 | -33083 | -102297 | -86602 | -102297 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 14 | 15 | 14 | 14 | 15 | 14 |
Bars Traded | 5495 | 2809 | 2686 | 5495 | 2809 | 2686 |
Profit Streak | 458.4496 | 465.9496 | 458.4496 | 458.4496 | 465.9496 | 458.4496 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38292 | 301149 | -579286 | -577823 | -283042 | -579286 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758883644499, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 26, "na": 0.13184, "nb": 0.44653, "nc": 0.1 } }, "second_band": { "type": "jma", "factors": { "length": 148, "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": [ [ 224405.8684733884, 276231.2084844522, -51825.3400110634, -42546.9314560771, 87708.1670410257, -130255.0984971025 ], [ 224.405868, 276.231208, -51.82534, -42.546931, 87.708167, -130.255098 ], [ 0.158928, 0.195631, -0.036703, -0.039242, 0.044608, 0 ], [ 57.768616, 57.768616, 57.768616, 57.768616, 57.768616, 57.768616 ], [ -170929, -88024, -184631, -382625, -252271, -332321 ], [ 1.158487, 1.399992, 0.92855, 0.982513, 1.073606, 0.895077 ], [ 339, 169, 170, 339, 169, 170 ], [ 169, 90, 79, 169, 90, 79 ], [ 170, 79, 91, 170, 79, 91 ], [ 49.852507, 53.254438, 46.470588, 49.852507, 53.254438, 46.470588 ], [ 1.165342, 1.228882, 1.069595, 0.988326, 0.942387, 1.031038 ], [ 105818, 105818, 43490, 86472, 59471, 86472 ], [ -41087, -41087, -33083, -102297, -86602, -102297 ], [ 16, 16, 15, 16, 16, 15 ], [ 17, 17, 17, 17, 17, 17 ], [ 14, 15, 14, 14, 15, 14 ], [ 5495, 2809, 2686, 5495, 2809, 2686 ], [ 458.449589, 465.949589, 458.449589, 458.449589, 465.949589, 458.449589 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -38292, 301149, -579286, -577823, -283042, -579286 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758883644499, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 26, "na": 0.13184, "nb": 0.44653, "nc": 0.1 } }, "second_band": { "type": "jma", "factors": { "length": 148, "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) |
---|