Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431707.1916 | 428154.0327 | 3553.1589 | 218427.2975 | 487497.4991 | -269070.2016 |
Total P&L (%) | 431.7072 | 428.154 | 3.5532 | 218.4273 | 487.4975 | -269.0702 |
Avg Daily Profit (%) | 0.3056 | 0.3031 | 0.0025 | 0.082 | 0.1254 | 0 |
Buy And Hold Return (%) | 76.0495 | 76.0495 | 76.0495 | 76.0495 | 76.0495 | 76.0495 |
Max Trade Drawdown | -116516 | -48965 | -105864 | -280496 | -179170 | -339168 |
Profit Factor | 1.6458 | 2.6362 | 1.0087 | 1.1348 | 1.7368 | 0.7194 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 52.809 | 57.7778 | 47.7273 | 52.809 | 57.7778 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.4707 | 1.9265 | 1.1048 | 1.0141 | 1.2692 | 0.7879 |
Largest Winning Trade | 134560 | 134560 | 54915 | 233798 | 233798 | 122223 |
Largest Losing Trade | -56992 | -31720 | -56992 | -124066 | -100445 | -124066 |
Avg Bars in Trades | 30 | 24 | 35 | 30 | 24 | 35 |
Avg Bars in Winners | 33 | 30 | 37 | 33 | 30 | 37 |
Avg Bars in Losers | 26 | 17 | 33 | 26 | 17 | 33 |
Bars Traded | 2675 | 1116 | 1559 | 2675 | 1116 | 1559 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368963 | 502885 | -566974 | -158303 | -22415 | -581603 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1600041600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758935127123, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 28, "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": [ [ 431707.1915870173, 428154.032664696, 3553.1589223213, 218427.2975354437, 487497.499141681, -269070.2016062376 ], [ 431.707192, 428.154033, 3.553159, 218.427298, 487.497499, -269.070202 ], [ 0.305633, 0.303118, 0.002516, 0.082032, 0.125438, 0 ], [ 76.049454, 76.049454, 76.049454, 76.049454, 76.049454, 76.049454 ], [ -116516, -48965, -105864, -280496, -179170, -339168 ], [ 1.645798, 2.636205, 1.008734, 1.134797, 1.736774, 0.719354 ], [ 89, 45, 44, 89, 45, 44 ], [ 47, 26, 21, 47, 26, 21 ], [ 42, 19, 23, 42, 19, 23 ], [ 52.808989, 57.777778, 47.727273, 52.808989, 57.777778, 47.727273 ], [ 1.470713, 1.926458, 1.104804, 1.014074, 1.269181, 0.787864 ], [ 134560, 134560, 54915, 233798, 233798, 122223 ], [ -56992, -31720, -56992, -124066, -100445, -124066 ], [ 30, 24, 35, 30, 24, 35 ], [ 33, 30, 37, 33, 30, 37 ], [ 26, 17, 33, 26, 17, 33 ], [ 2675, 1116, 1559, 2675, 1116, 1559 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368963, 502885, -566974, -158303, -22415, -581603 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1600041600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758935127123, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 28, "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) |
---|