Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240919.4 | 247210.9918 | -6291.5918 | 45606.6774 | 156575.3654 | -110968.688 |
Total P&L (%) | 240.9194 | 247.211 | -6.2916 | 45.6067 | 156.5754 | -110.9687 |
Avg Daily Profit (%) | 0.1706 | 0.1751 | -0.0045 | 0.0266 | 0.0668 | 0 |
Buy And Hold Return (%) | 61.1316 | 61.1316 | 61.1316 | 61.1316 | 61.1316 | 61.1316 |
Max Trade Drawdown | -137706 | -39933 | -120897 | -116323 | -22788 | -133659 |
Profit Factor | 1.6757 | 3.9646 | 0.977 | 1.1393 | 3.489 | 0.5806 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 57.8947 | 65.5172 | 50 | 57.8947 | 65.5172 | 50 |
Ratio Avg Win / Avg Loss | 1.2187 | 2.0866 | 0.977 | 0.8286 | 1.8363 | 0.5806 |
Largest Winning Trade | 86849 | 86849 | 60885 | 42503 | 42503 | 25793 |
Largest Losing Trade | -71351 | -21662 | -71351 | -59354 | -15912 | -59354 |
Avg Bars in Trades | 91 | 27 | 157 | 91 | 27 | 157 |
Avg Bars in Winners | 105 | 29 | 207 | 105 | 29 | 207 |
Avg Bars in Losers | 72 | 23 | 108 | 72 | 23 | 108 |
Bars Traded | 5213 | 790 | 4423 | 5213 | 790 | 4423 |
Profit Streak | 0 | 0 | 572.4298 | 0 | 0 | 572.4298 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171317 | 521811 | -601249 | -570583 | -98394 | -601249 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1600646400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759227531102, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 32, "offset": 100 } }, "second_band": { "type": "bbl", "factors": { "length": 180, "offset": 0, "std": 3.62629 } } }
{ "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": [ [ 240919.3999983089, 247210.9918376973, -6291.5918393884, 45606.6774485212, 156575.3654338782, -110968.687985357 ], [ 240.9194, 247.210992, -6.291592, 45.606677, 156.575365, -110.968688 ], [ 0.170623, 0.175079, -0.004456, 0.026614, 0.066754, 0 ], [ 61.131579, 61.131579, 61.131579, 61.131579, 61.131579, 61.131579 ], [ -137706, -39933, -120897, -116323, -22788, -133659 ], [ 1.675683, 3.964622, 0.976968, 1.13926, 3.488989, 0.580594 ], [ 57, 29, 28, 57, 29, 28 ], [ 33, 19, 14, 33, 19, 14 ], [ 24, 10, 14, 24, 10, 14 ], [ 57.894737, 65.517241, 50, 57.894737, 65.517241, 50 ], [ 1.218678, 2.086643, 0.976968, 0.828553, 1.83631, 0.580594 ], [ 86849, 86849, 60885, 42503, 42503, 25793 ], [ -71351, -21662, -71351, -59354, -15912, -59354 ], [ 91, 27, 157, 91, 27, 157 ], [ 105, 29, 207, 105, 29, 207 ], [ 72, 23, 108, 72, 23, 108 ], [ 5213, 790, 4423, 5213, 790, 4423 ], [ 0, 0, 572.429758, 0, 0, 572.429758 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171317, 521811, -601249, -570583, -98394, -601249 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1600646400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759227531102, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 32, "offset": 100 } }, "second_band": { "type": "bbl", "factors": { "length": 180, "offset": 0, "std": 3.62629 } } }
# | 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) |
---|