Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245563.5117 | 253935.3462 | -8371.8345 | -15195.3289 | 162965.9109 | -178161.2398 |
Total P&L (%) | 245.5635 | 253.9353 | -8.3718 | -15.1953 | 162.9659 | -178.1612 |
Avg Daily Profit (%) | 0.1739 | 0.1798 | -0.0059 | -0.0117 | 0.0685 | 0 |
Buy And Hold Return (%) | 53.8442 | 53.8442 | 53.8442 | 53.8442 | 53.8442 | 53.8442 |
Max Trade Drawdown | -97126 | -81655 | -123402 | -208111 | -82639 | -261692 |
Profit Factor | 1.2767 | 1.6183 | 0.9824 | 0.9851 | 1.382 | 0.6986 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 53.6842 | 51.5789 | 55.7895 | 53.6842 | 51.5789 | 55.7895 |
Ratio Avg Win / Avg Loss | 1.1015 | 1.5192 | 0.7785 | 0.8499 | 1.2974 | 0.5536 |
Largest Winning Trade | 66579 | 66579 | 42592 | 77742 | 77742 | 26990 |
Largest Losing Trade | -67993 | -35277 | -67993 | -166934 | -44463 | -166934 |
Avg Bars in Trades | 21 | 18 | 24 | 21 | 18 | 24 |
Avg Bars in Winners | 19 | 15 | 24 | 19 | 15 | 24 |
Avg Bars in Losers | 23 | 20 | 25 | 23 | 20 | 25 |
Bars Traded | 4064 | 1711 | 2353 | 4064 | 1711 | 2353 |
Profit Streak | 0 | 0 | 577.1336 | 0 | 0 | 577.1336 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 265179 | 327906 | -578683 | -579027 | -103796 | -578683 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600934400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759403542534, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 109, "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": [ [ 245563.5116885477, 253935.3462047798, -8371.8345162319, -15195.3289341808, 162965.910857686, -178161.2397918667 ], [ 245.563512, 253.935346, -8.371835, -15.195329, 162.965911, -178.16124 ], [ 0.173912, 0.179841, -0.005929, -0.011672, 0.068498, 0 ], [ 53.844221, 53.844221, 53.844221, 53.844221, 53.844221, 53.844221 ], [ -97126, -81655, -123402, -208111, -82639, -261692 ], [ 1.276726, 1.618278, 0.982437, 0.98507, 1.382015, 0.698626 ], [ 190, 95, 95, 190, 95, 95 ], [ 102, 49, 53, 102, 49, 53 ], [ 88, 46, 42, 88, 46, 42 ], [ 53.684211, 51.578947, 55.789474, 53.684211, 51.578947, 55.789474 ], [ 1.101489, 1.5192, 0.778535, 0.849864, 1.297401, 0.553628 ], [ 66579, 66579, 42592, 77742, 77742, 26990 ], [ -67993, -35277, -67993, -166934, -44463, -166934 ], [ 21, 18, 24, 21, 18, 24 ], [ 19, 15, 24, 19, 15, 24 ], [ 23, 20, 25, 23, 20, 25 ], [ 4064, 1711, 2353, 4064, 1711, 2353 ], [ 0, 0, 577.133594, 0, 0, 577.133594 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 265179, 327906, -578683, -579027, -103796, -578683 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600934400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759403542534, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 109, "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) |
---|