Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219055.6213 | 245594.8673 | -26539.246 | -41885.7737 | 74233.4649 | -116119.2386 |
Total P&L (%) | 219.0556 | 245.5949 | -26.5392 | -41.8858 | 74.2335 | -116.1192 |
Avg Daily Profit (%) | 0.1551 | 0.1739 | -0.0188 | -0.0384 | 0.0393 | 0 |
Buy And Hold Return (%) | 13.4729 | 13.4729 | 13.4729 | 13.4729 | 13.4729 | 13.4729 |
Max Trade Drawdown | -166569 | -130837 | -109640 | -198939 | -129715 | -163909 |
Profit Factor | 1.3969 | 1.8686 | 0.9014 | 0.9372 | 1.243 | 0.6783 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 51.6854 | 54.5455 | 48.8889 | 51.6854 | 54.5455 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.3058 | 1.5572 | 0.9424 | 0.876 | 1.0358 | 0.7092 |
Largest Winning Trade | 142451 | 142451 | 46007 | 82959 | 82959 | 69524 |
Largest Losing Trade | -65171 | -48848 | -65171 | -108919 | -79586 | -108919 |
Avg Bars in Trades | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Winners | 32 | 36 | 28 | 32 | 36 | 28 |
Avg Bars in Losers | 25 | 17 | 31 | 25 | 17 | 31 |
Bars Traded | 2586 | 1239 | 1347 | 2586 | 1239 | 1347 |
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 | 311282 | 427315 | -580866 | -580044 | -140717 | -580866 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1605744000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758972284567, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 185, "offset": 0, "a": 0.62022 } }, "second_band": { "type": "alma", "factors": { "length": 4, "offset": 177 } } }
{ "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": [ [ 219055.621255044, 245594.867301924, -26539.2460468802, -41885.7737174883, 74233.4649322245, -116119.2386497128 ], [ 219.055621, 245.594867, -26.539246, -41.885774, 74.233465, -116.119239 ], [ 0.155084, 0.173872, -0.018789, -0.038418, 0.039316, 0 ], [ 13.472943, 13.472943, 13.472943, 13.472943, 13.472943, 13.472943 ], [ -166569, -130837, -109640, -198939, -129715, -163909 ], [ 1.396854, 1.868616, 0.901428, 0.93716, 1.242961, 0.678348 ], [ 89, 44, 45, 89, 44, 45 ], [ 46, 24, 22, 46, 24, 22 ], [ 43, 20, 23, 43, 20, 23 ], [ 51.685393, 54.545455, 48.888889, 51.685393, 54.545455, 48.888889 ], [ 1.305755, 1.55718, 0.942402, 0.876041, 1.035801, 0.709182 ], [ 142451, 142451, 46007, 82959, 82959, 69524 ], [ -65171, -48848, -65171, -108919, -79586, -108919 ], [ 29, 28, 29, 29, 28, 29 ], [ 32, 36, 28, 32, 36, 28 ], [ 25, 17, 31, 25, 17, 31 ], [ 2586, 1239, 1347, 2586, 1239, 1347 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311282, 427315, -580866, -580044, -140717, -580866 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1605744000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758972284567, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 185, "offset": 0, "a": 0.62022 } }, "second_band": { "type": "alma", "factors": { "length": 4, "offset": 177 } } }
# | 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) |
---|