Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267897.1533 | 319161.4035 | -51264.2502 | -44018.523 | 90874.6174 | -134893.1404 |
Total P&L (%) | 267.8972 | 319.1614 | -51.2643 | -44.0185 | 90.8746 | -134.8931 |
Avg Daily Profit (%) | 0.1897 | 0.226 | -0.0363 | -0.0411 | 0.0458 | 0 |
Buy And Hold Return (%) | 50.2577 | 50.2577 | 50.2577 | 50.2577 | 50.2577 | 50.2577 |
Max Trade Drawdown | -105493 | -91483 | -120465 | -114237 | -60721 | -164361 |
Profit Factor | 1.2893 | 1.7045 | 0.8916 | 0.932 | 1.3262 | 0.6345 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 49.4253 | 47.1264 | 51.7241 | 49.4253 | 47.1264 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.3193 | 1.9124 | 0.8322 | 0.9537 | 1.488 | 0.5922 |
Largest Winning Trade | 150063 | 150063 | 56753 | 49539 | 49539 | 31272 |
Largest Losing Trade | -62278 | -41849 | -62278 | -61714 | -26041 | -61714 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 32 | 29 | 34 | 32 | 29 | 34 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 5480 | 2627 | 2853 | 5480 | 2627 | 2853 |
Profit Streak | 484.1452 | 0 | 492.6452 | 484.1452 | 0 | 492.6452 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277605 | 331257 | -580291 | -579505 | -141111 | -580291 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 82, "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": [ [ 267897.1533382254, 319161.4035477178, -51264.2502094926, -44018.5230496462, 90874.617370071, -134893.1404197171 ], [ 267.897153, 319.161404, -51.26425, -44.018523, 90.874617, -134.89314 ], [ 0.189729, 0.226035, -0.036306, -0.041079, 0.045793, 0 ], [ 50.257669, 50.257669, 50.257669, 50.257669, 50.257669, 50.257669 ], [ -105493, -91483, -120465, -114237, -60721, -164361 ], [ 1.289336, 1.704535, 0.891595, 0.932027, 1.326243, 0.63447 ], [ 174, 87, 87, 174, 87, 87 ], [ 86, 41, 45, 86, 41, 45 ], [ 88, 46, 42, 88, 46, 42 ], [ 49.425287, 47.126437, 51.724138, 49.425287, 47.126437, 51.724138 ], [ 1.31932, 1.912405, 0.832155, 0.953702, 1.48798, 0.592172 ], [ 150063, 150063, 56753, 49539, 49539, 31272 ], [ -62278, -41849, -62278, -61714, -26041, -61714 ], [ 31, 30, 32, 31, 30, 32 ], [ 32, 29, 34, 32, 29, 34 ], [ 30, 31, 30, 30, 31, 30 ], [ 5480, 2627, 2853, 5480, 2627, 2853 ], [ 484.145213, 0, 492.645213, 484.145213, 0, 492.645213 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 277605, 331257, -580291, -579505, -141111, -580291 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1599739200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758878946403, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 82, "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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