Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346340.6461 | 320792.5392 | 25548.1068 | 74462.9958 | -166818.5297 | 241281.5255 |
Total P&L (%) | 346.3406 | 320.7925 | 25.5481 | 74.463 | -166.8185 | 241.2815 |
Avg Daily Profit (%) | 0.2452 | 0.2271 | 0.0181 | 0.0394 | 0 | 0.0869 |
Buy And Hold Return (%) | 27.6955 | 27.6955 | 27.6955 | 27.6955 | 27.6955 | 27.6955 |
Max Trade Drawdown | -192064 | -118478 | -181358 | -835986 | -741557 | -564077 |
Profit Factor | 1.2118 | 1.4357 | 1.0284 | 1.0163 | 0.9278 | 1.1075 |
Total Trades | 429 | 214 | 215 | 429 | 214 | 215 |
Winning Trades | 231 | 117 | 114 | 231 | 117 | 114 |
Losing Trades | 198 | 97 | 101 | 198 | 97 | 101 |
Profitability (%) | 53.8462 | 54.6729 | 53.0233 | 53.8462 | 54.6729 | 53.0233 |
Ratio Avg Win / Avg Loss | 1.0387 | 1.1903 | 0.9112 | 0.8712 | 0.7692 | 0.9812 |
Largest Winning Trade | 35767 | 35767 | 29331 | 176925 | 94188 | 176925 |
Largest Losing Trade | -52990 | -24713 | -52990 | -184150 | -158296 | -184150 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 2608 | 1302 | 1306 | 2608 | 1302 | 1306 |
Profit Streak | 470.7357 | 470.7357 | 479.7357 | 470.7357 | 470.7357 | 479.7357 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429978 | 402289 | -522792 | -343467 | -578369 | -178234 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1606910400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758994765738, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.66027, "nc": 0.91291 } } }
{ "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": [ [ 346340.6460604066, 320792.5392410303, 25548.1068193762, 74462.9958126739, -166818.5296867097, 241281.5254993833 ], [ 346.340646, 320.792539, 25.548107, 74.462996, -166.81853, 241.281525 ], [ 0.245197, 0.22711, 0.018087, 0.039409, 0, 0.086943 ], [ 27.695516, 27.695516, 27.695516, 27.695516, 27.695516, 27.695516 ], [ -192064, -118478, -181358, -835986, -741557, -564077 ], [ 1.211842, 1.43567, 1.028432, 1.016349, 0.927787, 1.107498 ], [ 429, 214, 215, 429, 214, 215 ], [ 231, 117, 114, 231, 117, 114 ], [ 198, 97, 101, 198, 97, 101 ], [ 53.846154, 54.672897, 53.023256, 53.846154, 54.672897, 53.023256 ], [ 1.038722, 1.190256, 0.911154, 0.871156, 0.769191, 0.981204 ], [ 35767, 35767, 29331, 176925, 94188, 176925 ], [ -52990, -24713, -52990, -184150, -158296, -184150 ], [ 6, 6, 6, 6, 6, 6 ], [ 6, 6, 6, 6, 6, 6 ], [ 6, 6, 6, 6, 6, 6 ], [ 2608, 1302, 1306, 2608, 1302, 1306 ], [ 470.735714, 470.735714, 479.735714, 470.735715, 470.735715, 479.735715 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 429978, 402289, -522792, -343467, -578369, -178234 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1606910400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758994765738, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.66027, "nc": 0.91291 } } }
# | 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) |
---|