Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162773.7618 | 227111.5817 | -64337.8198 | -107896.257 | 62771.7836 | -170668.0406 |
Total P&L (%) | 162.7738 | 227.1116 | -64.3378 | -107.8963 | 62.7718 | -170.668 |
Avg Daily Profit (%) | 0.1153 | 0.1608 | -0.0456 | 0 | 0.0345 | 0 |
Buy And Hold Return (%) | 12.1429 | 12.1429 | 12.1429 | 12.1429 | 12.1429 | 12.1429 |
Max Trade Drawdown | -194784 | -73803 | -226461 | -327426 | -140832 | -279893 |
Profit Factor | 1.1208 | 1.3664 | 0.9116 | 0.9322 | 1.0808 | 0.7905 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 268 | 135 | 133 | 216 | 110 | 106 |
Losing Trades | 116 | 57 | 59 | 168 | 82 | 86 |
Profitability (%) | 69.7917 | 70.3125 | 69.2708 | 56.25 | 57.2917 | 55.2083 |
Ratio Avg Win / Avg Loss | 0.4851 | 0.5769 | 0.4044 | 0.7251 | 0.8057 | 0.6414 |
Largest Winning Trade | 34847 | 34847 | 20504 | 33390 | 33390 | 24873 |
Largest Losing Trade | -111964 | -51155 | -111964 | -211978 | -77539 | -211978 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 7 | 7 | 8 | 12 | 12 | 12 |
Avg Bars in Losers | 29 | 31 | 28 | 17 | 17 | 17 |
Bars Traded | 5610 | 2826 | 2784 | 5610 | 2826 | 2784 |
Profit Streak | 463.7057 | 463.7057 | 490.9557 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122253 | 361961 | -576215 | -577682 | -279710 | -579375 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598335200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758905776545, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 25, "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": [ [ 162773.7618423192, 227111.5816583745, -64337.8198160552, -107896.2570377145, 62771.7835669194, -170668.0406046339 ], [ 162.773762, 227.111582, -64.33782, -107.896257, 62.771784, -170.668041 ], [ 0.115279, 0.160844, -0.045565, 0, 0.034509, 0 ], [ 12.142857, 12.142857, 12.142857, 12.142857, 12.142857, 12.142857 ], [ -194784, -73803, -226461, -327426, -140832, -279893 ], [ 1.120776, 1.366361, 0.911602, 0.932231, 1.08075, 0.790529 ], [ 384, 192, 192, 384, 192, 192 ], [ 268, 135, 133, 216, 110, 106 ], [ 116, 57, 59, 168, 82, 86 ], [ 69.791667, 70.3125, 69.270833, 56.25, 57.291667, 55.208333 ], [ 0.485112, 0.576908, 0.404395, 0.725069, 0.80565, 0.641372 ], [ 34847, 34847, 20504, 33390, 33390, 24873 ], [ -111964, -51155, -111964, -211978, -77539, -211978 ], [ 14, 14, 14, 14, 14, 14 ], [ 7, 7, 8, 12, 12, 12 ], [ 29, 31, 28, 17, 17, 17 ], [ 5610, 2826, 2784, 5610, 2826, 2784 ], [ 463.705747, 463.705747, 490.955747, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -122253, 361961, -576215, -577682, -279710, -579375 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598335200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758905776545, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 25, "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) |
---|