Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556608.9472 | 444713.7225 | 111895.2247 | 1670588.3672 | 826414.7318 | 844173.6354 |
Total P&L (%) | 556.6089 | 444.7137 | 111.8952 | 1670.5884 | 826.4147 | 844.1736 |
Avg Daily Profit (%) | 0.3941 | 0.3148 | 0.0792 | 0.2037 | 0.1577 | 0.1591 |
Buy And Hold Return (%) | 16.3184 | 16.3184 | 16.3184 | 16.3184 | 16.3184 | 16.3184 |
Max Trade Drawdown | -90137 | -79690 | -94920 | -2031681 | -2073167 | -1687123 |
Profit Factor | 2.5387 | 3.2428 | 1.6846 | 1.2395 | 1.1813 | 1.3493 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.38 | 3.0401 | 1.5793 | 1.162 | 1.1075 | 1.265 |
Largest Winning Trade | 162385 | 162385 | 70802 | 1713433 | 1713433 | 851717 |
Largest Losing Trade | -44280 | -44280 | -33628 | -1366875 | -1366875 | -589207 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Losers | 37 | 35 | 38 | 37 | 35 | 38 |
Bars Traded | 2583 | 1301 | 1282 | 2583 | 1301 | 1282 |
Profit Streak | 0 | 0 | 593.5482 | 0 | 0 | 593.5482 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143754 | 538932 | -82958 | -150507 | -13248 | 331229 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1606132800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759626566308, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 28, "offset": 12 } } }
{ "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": [ [ 556608.9471897967, 444713.7224894052, 111895.2247003917, 1670588.3671906868, 826414.7318142389, 844173.6353764477 ], [ 556.608947, 444.713722, 111.895225, 1670.588367, 826.414732, 844.173635 ], [ 0.394059, 0.314842, 0.079218, 0.203669, 0.157728, 0.159074 ], [ 16.318389, 16.318389, 16.318389, 16.318389, 16.318389, 16.318389 ], [ -90137, -79690, -94920, -2031681, -2073167, -1687123 ], [ 2.538678, 3.242779, 1.68455, 1.239519, 1.181303, 1.349326 ], [ 62, 31, 31, 62, 31, 31 ], [ 32, 16, 16, 32, 16, 16 ], [ 30, 15, 15, 30, 15, 15 ], [ 51.612903, 51.612903, 51.612903, 51.612903, 51.612903, 51.612903 ], [ 2.38001, 3.040105, 1.579266, 1.162049, 1.107472, 1.264993 ], [ 162385, 162385, 70802, 1713433, 1713433, 851717 ], [ -44280, -44280, -33628, -1366875, -1366875, -589207 ], [ 41, 41, 41, 41, 41, 41 ], [ 45, 47, 43, 45, 47, 43 ], [ 37, 35, 38, 37, 35, 38 ], [ 2583, 1301, 1282, 2583, 1301, 1282 ], [ 0, 0, 593.548221, 0, 0, 593.548221 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143754, 538932, -82958, -150507, -13248, 331229 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1606132800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759626566308, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 28, "offset": 12 } } }
# | 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) |
---|