Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186769.208 | 231750.1926 | -44980.9846 | -21091.2587 | -63367.6433 | 42276.3845 |
Total P&L (%) | 186.7692 | 231.7502 | -44.981 | -21.0913 | -63.3676 | 42.2764 |
Avg Daily Profit (%) | 0.1323 | 0.1641 | -0.0319 | -0.0168 | -0.0711 | 0.025 |
Buy And Hold Return (%) | 46.8698 | 46.8698 | 46.8698 | 46.8698 | 46.8698 | 46.8698 |
Max Trade Drawdown | -134142 | -130345 | -130130 | -414785 | -440923 | -125287 |
Profit Factor | 1.3439 | 1.7066 | 0.791 | 0.98 | 0.9209 | 1.1661 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 59.2593 | 65 | 53.6585 | 59.2593 | 65 | 53.6585 |
Ratio Avg Win / Avg Loss | 0.9239 | 0.9189 | 0.6831 | 0.6738 | 0.4959 | 1.0071 |
Largest Winning Trade | 62384 | 62384 | 17713 | 99275 | 99275 | 47790 |
Largest Losing Trade | -68067 | -68067 | -37737 | -290139 | -290139 | -55277 |
Avg Bars in Trades | 47 | 85 | 11 | 47 | 85 | 11 |
Avg Bars in Winners | 26 | 42 | 7 | 26 | 42 | 7 |
Avg Bars in Losers | 79 | 165 | 15 | 79 | 165 | 15 |
Bars Traded | 3872 | 3414 | 457 | 3872 | 3414 | 457 |
Profit Streak | 521.1764 | 0 | 584.1764 | 521.1764 | 0 | 584.1764 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34208 | 300986 | -579031 | -594993 | -578805 | -361383 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.24665, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 67, "offset": 0, "std": 2.25569 } } }
{ "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": [ [ 186769.2079774964, 231750.1925589769, -44980.9845814805, -21091.2587385895, -63367.6432791916, 42276.3845406023 ], [ 186.769208, 231.750193, -44.980985, -21.091259, -63.367643, 42.276385 ], [ 0.132273, 0.164129, -0.031856, -0.016775, -0.071096, 0.024975 ], [ 46.869753, 46.869753, 46.869753, 46.869753, 46.869753, 46.869753 ], [ -134142, -130345, -130130, -414785, -440923, -125287 ], [ 1.343851, 1.706617, 0.790978, 0.98002, 0.920895, 1.166074 ], [ 81, 40, 41, 81, 40, 41 ], [ 48, 26, 22, 48, 26, 22 ], [ 33, 14, 19, 33, 14, 19 ], [ 59.259259, 65, 53.658537, 59.259259, 65, 53.658537 ], [ 0.923898, 0.918947, 0.683117, 0.673764, 0.495867, 1.007064 ], [ 62384, 62384, 17713, 99275, 99275, 47790 ], [ -68067, -68067, -37737, -290139, -290139, -55277 ], [ 47, 85, 11, 47, 85, 11 ], [ 26, 42, 7, 26, 42, 7 ], [ 79, 165, 15, 79, 165, 15 ], [ 3872, 3414, 457, 3872, 3414, 457 ], [ 521.176439, 0, 584.176439, 521.176439, 0, 584.176439 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -34208, 300986, -579031, -594993, -578805, -361383 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599724800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760098444328, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.24665, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 67, "offset": 0, "std": 2.25569 } } }
# | 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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