Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378726.5061 | 366244.0038 | 12482.5023 | 91348.8659 | 72924.3192 | 18424.5468 |
Total P&L (%) | 378.7265 | 366.244 | 12.4825 | 91.3489 | 72.9243 | 18.4245 |
Avg Daily Profit (%) | 0.2682 | 0.2594 | 0.0088 | 0.046 | 0.0388 | 0.012 |
Buy And Hold Return (%) | 55.6827 | 55.6827 | 55.6827 | 55.6827 | 55.6827 | 55.6827 |
Max Trade Drawdown | -153187 | -153181 | -33267 | -185584 | -170842 | -35228 |
Profit Factor | 1.7289 | 2.0121 | 1.0792 | 1.1674 | 1.1845 | 1.1225 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 42.4242 | 38.7755 | 46 | 42.4242 | 38.7755 | 46 |
Ratio Avg Win / Avg Loss | 2.3464 | 3.177 | 1.2668 | 1.5843 | 1.8702 | 1.3177 |
Largest Winning Trade | 231532 | 231532 | 18630 | 126041 | 126041 | 23104 |
Largest Losing Trade | -49442 | -49442 | -20543 | -53816 | -53816 | -34535 |
Avg Bars in Trades | 41 | 79 | 4 | 41 | 79 | 4 |
Avg Bars in Winners | 61 | 129 | 5 | 61 | 129 | 5 |
Avg Bars in Losers | 26 | 48 | 3 | 26 | 48 | 3 |
Bars Traded | 4131 | 3914 | 216 | 4131 | 3914 | 216 |
Profit Streak | 480.7824 | 0 | 492.7824 | 480.7824 | 0 | 492.7824 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333032 | 266454 | -660247 | -178172 | -231283 | -608374 |
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{ "first_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 242, "offset": 0, "std": 4.27601 } } }
{ "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": [ [ 378726.5061009522, 366244.0037871334, 12482.5023138189, 91348.8659284873, 72924.3191692821, 18424.5467592053 ], [ 378.726506, 366.244004, 12.482502, 91.348866, 72.924319, 18.424547 ], [ 0.26822, 0.25938, 0.00884, 0.045969, 0.038795, 0.011977 ], [ 55.682685, 55.682685, 55.682685, 55.682685, 55.682685, 55.682685 ], [ -153187, -153181, -33267, -185584, -170842, -35228 ], [ 1.728931, 2.012075, 1.079158, 1.167401, 1.184478, 1.122513 ], [ 99, 49, 50, 99, 49, 50 ], [ 42, 19, 23, 42, 19, 23 ], [ 57, 30, 27, 57, 30, 27 ], [ 42.424242, 38.77551, 46, 42.424242, 38.77551, 46 ], [ 2.346406, 3.176961, 1.266838, 1.58433, 1.870229, 1.317732 ], [ 231532, 231532, 18630, 126041, 126041, 23104 ], [ -49442, -49442, -20543, -53816, -53816, -34535 ], [ 41, 79, 4, 41, 79, 4 ], [ 61, 129, 5, 61, 129, 5 ], [ 26, 48, 3, 26, 48, 3 ], [ 4131, 3914, 216, 4131, 3914, 216 ], [ 480.782354, 0, 492.782354, 480.782354, 0, 492.782354 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333032, 266454, -660247, -178172, -231283, -608374 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599408000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760064395429, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 242, "offset": 0, "std": 4.27601 } } }
# | 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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