Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370176.9777 | 323229.8028 | 46947.1749 | 158343.7438 | 2258757.3224 | -2100413.5785 |
Total P&L (%) | 370.177 | 323.2298 | 46.9472 | 158.3437 | 2258.7573 | -2100.4136 |
Avg Daily Profit (%) | 0.2621 | 0.2288 | 0.0332 | 0.0672 | 0.224 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221044 | -97026 | -182547 | -2989117 | -919348 | -3817800 |
Profit Factor | 1.1719 | 1.3195 | 1.0411 | 1.0074 | 1.2481 | 0.8275 |
Total Trades | 873 | 437 | 436 | 873 | 437 | 436 |
Winning Trades | 531 | 264 | 267 | 531 | 264 | 267 |
Losing Trades | 342 | 173 | 169 | 342 | 173 | 169 |
Profitability (%) | 60.8247 | 60.4119 | 61.2385 | 60.8247 | 60.4119 | 61.2385 |
Ratio Avg Win / Avg Loss | 0.7548 | 0.8646 | 0.659 | 0.6489 | 0.8179 | 0.5238 |
Largest Winning Trade | 36978 | 36978 | 31415 | 554590 | 289589 | 554590 |
Largest Losing Trade | -40913 | -32731 | -40913 | -876767 | -414753 | -876767 |
Avg Bars in Trades | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 2818 | 1425 | 1393 | 2818 | 1425 | 1393 |
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 | -18318 | 351343 | -323605 | -310535 | 349166 | -577320 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1597924800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759359209486, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 4, "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": [ [ 370176.9776841244, 323229.8027873375, 46947.1748967864, 158343.7438364681, 2258757.322373269, -2100413.5785368 ], [ 370.176978, 323.229803, 46.947175, 158.343744, 2258.757322, -2100.413579 ], [ 0.262072, 0.228835, 0.033237, 0.067217, 0.224018, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -221044, -97026, -182547, -2989117, -919348, -3817800 ], [ 1.171879, 1.319453, 1.041114, 1.007441, 1.248115, 0.827484 ], [ 873, 437, 436, 873, 437, 436 ], [ 531, 264, 267, 531, 264, 267 ], [ 342, 173, 169, 342, 173, 169 ], [ 60.824742, 60.411899, 61.238532, 60.824742, 60.411899, 61.238532 ], [ 0.75477, 0.864642, 0.658982, 0.648861, 0.817893, 0.523763 ], [ 36978, 36978, 31415, 554590, 289589, 554590 ], [ -40913, -32731, -40913, -876767, -414753, -876767 ], [ 3, 3, 3, 3, 3, 3 ], [ 2, 2, 2, 2, 2, 2 ], [ 4, 4, 4, 4, 4, 4 ], [ 2818, 1425, 1393, 2818, 1425, 1393 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -18318, 351343, -323605, -310535, 349166, -577320 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1597924800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759359209486, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 4, "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) |
---|