Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338087.3836 | 302689.9617 | 35397.4219 | 185931.3035 | 516365.9547 | -330434.6512 |
Total P&L (%) | 338.0874 | 302.69 | 35.3974 | 185.9313 | 516.366 | -330.4347 |
Avg Daily Profit (%) | 0.2394 | 0.2144 | 0.0251 | 0.0744 | 0.1289 | 0 |
Buy And Hold Return (%) | 18.525 | 18.525 | 18.525 | 18.525 | 18.525 | 18.525 |
Max Trade Drawdown | -106784 | -69461 | -128116 | -1581912 | -579386 | -1302134 |
Profit Factor | 1.6724 | 2.4553 | 1.1201 | 1.055 | 1.4269 | 0.8479 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.8987 | 50 | 53.8462 | 51.8987 | 50 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.55 | 2.4553 | 0.9601 | 0.9778 | 1.4269 | 0.7268 |
Largest Winning Trade | 148098 | 148098 | 60592 | 382430 | 382430 | 347885 |
Largest Losing Trade | -50003 | -22333 | -50003 | -653039 | -181266 | -653039 |
Avg Bars in Trades | 50 | 54 | 45 | 50 | 54 | 45 |
Avg Bars in Winners | 53 | 57 | 48 | 53 | 57 | 48 |
Avg Bars in Losers | 47 | 51 | 42 | 47 | 51 | 42 |
Bars Traded | 3964 | 2177 | 1787 | 3964 | 2177 | 1787 |
Profit Streak | 0 | 0 | 512.5955 | 0 | 0 | 512.5955 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19905 | 448233 | -255510 | -286315 | -19656 | -579298 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1603814400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760163455428, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 174, "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": [ [ 338087.3835793873, 302689.9616777979, 35397.4219015896, 185931.3035160329, 516365.9546874425, -330434.6511714096 ], [ 338.087384, 302.689962, 35.397422, 185.931304, 516.365955, -330.434651 ], [ 0.239439, 0.21437, 0.025069, 0.074431, 0.128884, 0 ], [ 18.524971, 18.524971, 18.524971, 18.524971, 18.524971, 18.524971 ], [ -106784, -69461, -128116, -1581912, -579386, -1302134 ], [ 1.672389, 2.455301, 1.120063, 1.054977, 1.426908, 0.847895 ], [ 79, 40, 39, 79, 40, 39 ], [ 41, 20, 21, 41, 20, 21 ], [ 38, 20, 18, 38, 20, 18 ], [ 51.898734, 50, 53.846154, 51.898734, 50, 53.846154 ], [ 1.550019, 2.455301, 0.960054, 0.977784, 1.426908, 0.726767 ], [ 148098, 148098, 60592, 382430, 382430, 347885 ], [ -50003, -22333, -50003, -653039, -181266, -653039 ], [ 50, 54, 45, 50, 54, 45 ], [ 53, 57, 48, 53, 57, 48 ], [ 47, 51, 42, 47, 51, 42 ], [ 3964, 2177, 1787, 3964, 2177, 1787 ], [ 0, 0, 512.595549, 0, 0, 512.595549 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -19905, 448233, -255510, -286315, -19656, -579298 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1603814400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760163455428, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 174, "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) |
---|