Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495749.2661 | 420145.0141 | 75604.2519 | 1683020.7184 | 1284875.5917 | 398145.1267 |
Total P&L (%) | 495.7493 | 420.145 | 75.6043 | 1683.0207 | 1284.8756 | 398.1451 |
Avg Daily Profit (%) | 0.351 | 0.2974 | 0.0535 | 0.2042 | 0.1862 | 0.1137 |
Buy And Hold Return (%) | 64.42 | 64.42 | 64.42 | 64.42 | 64.42 | 64.42 |
Max Trade Drawdown | -66109 | -73727 | -55396 | -426605 | -512371 | -320324 |
Profit Factor | 2.5591 | 3.4509 | 1.5159 | 1.9157 | 2.0864 | 1.6076 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 45.7627 | 46.6667 | 44.8276 | 45.7627 | 46.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.033 | 3.9438 | 1.8657 | 2.2705 | 2.3845 | 1.9786 |
Largest Winning Trade | 131999 | 131999 | 69769 | 662128 | 662128 | 242658 |
Largest Losing Trade | -40426 | -40426 | -26574 | -304020 | -304020 | -104610 |
Avg Bars in Trades | 44 | 37 | 52 | 44 | 37 | 52 |
Avg Bars in Winners | 70 | 62 | 78 | 70 | 62 | 78 |
Avg Bars in Losers | 23 | 16 | 30 | 23 | 16 | 30 |
Bars Traded | 2649 | 1138 | 1511 | 2649 | 1138 | 1511 |
Profit Streak | 0 | 0 | 708.021 | 0 | 0 | 708.021 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167357 | 482097 | -231424 | -169436 | 379561 | -39386 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 8, "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": [ [ 495749.2660862675, 420145.0141470761, 75604.2519391915, 1683020.7184225686, 1284875.5916953513, 398145.1267272176 ], [ 495.749266, 420.145014, 75.604252, 1683.020718, 1284.875592, 398.145127 ], [ 0.350973, 0.297448, 0.053525, 0.204165, 0.18624, 0.113744 ], [ 64.419979, 64.419979, 64.419979, 64.419979, 64.419979, 64.419979 ], [ -66109, -73727, -55396, -426605, -512371, -320324 ], [ 2.559057, 3.450861, 1.515884, 1.915744, 2.086441, 1.607645 ], [ 59, 30, 29, 59, 30, 29 ], [ 27, 14, 13, 27, 14, 13 ], [ 32, 16, 16, 32, 16, 16 ], [ 45.762712, 46.666667, 44.827586, 45.762712, 46.666667, 44.827586 ], [ 3.032956, 3.943841, 1.865704, 2.270511, 2.384504, 1.97864 ], [ 131999, 131999, 69769, 662128, 662128, 242658 ], [ -40426, -40426, -26574, -304020, -304020, -104610 ], [ 44, 37, 52, 44, 37, 52 ], [ 70, 62, 78, 70, 62, 78 ], [ 23, 16, 30, 23, 16, 30 ], [ 2649, 1138, 1511, 2649, 1138, 1511 ], [ 0, 0, 708.021007, 0, 0, 708.021007 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167357, 482097, -231424, -169436, 379561, -39386 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759365015022, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 8, "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) |
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