Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192418.0334 | 248170.5678 | -55752.5344 | -42742.2818 | 73071.382 | -115813.6638 |
Total P&L (%) | 192.418 | 248.1706 | -55.7525 | -42.7423 | 73.0714 | -115.8137 |
Avg Daily Profit (%) | 0.1363 | 0.1758 | -0.0395 | -0.0395 | 0.0389 | 0 |
Buy And Hold Return (%) | 17.4789 | 17.4789 | 17.4789 | 17.4789 | 17.4789 | 17.4789 |
Max Trade Drawdown | -178521 | -147478 | -115883 | -290664 | -177596 | -182006 |
Profit Factor | 1.1241 | 1.3246 | 0.9291 | 0.9719 | 1.099 | 0.8524 |
Total Trades | 627 | 314 | 313 | 627 | 314 | 313 |
Winning Trades | 317 | 160 | 157 | 317 | 160 | 157 |
Losing Trades | 310 | 154 | 156 | 310 | 154 | 156 |
Profitability (%) | 50.5582 | 50.9554 | 50.1597 | 50.5582 | 50.9554 | 50.1597 |
Ratio Avg Win / Avg Loss | 1.0993 | 1.2749 | 0.9232 | 0.9505 | 1.0578 | 0.847 |
Largest Winning Trade | 126928 | 126928 | 46768 | 74508 | 74508 | 52242 |
Largest Losing Trade | -24189 | -24189 | -23720 | -54224 | -32653 | -54224 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 32 | 30 | 35 | 32 | 30 | 35 |
Avg Bars in Losers | 20 | 20 | 19 | 20 | 20 | 19 |
Bars Traded | 16631 | 8051 | 8579 | 16631 | 8051 | 8579 |
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 | -91422 | 328931 | -579398 | -577152 | -253126 | -579398 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599084000000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759095773281, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 192418.0334250993, 248170.5678195789, -55752.5343944797, -42742.2817721343, 73071.381987309, -115813.6637594432 ], [ 192.418033, 248.170568, -55.752534, -42.742282, 73.071382, -115.813664 ], [ 0.136338, 0.175842, -0.039504, -0.039502, 0.038874, 0 ], [ 17.478895, 17.478895, 17.478895, 17.478895, 17.478895, 17.478895 ], [ -178521, -147478, -115883, -290664, -177596, -182006 ], [ 1.124092, 1.324614, 0.929077, 0.971929, 1.099044, 0.852444 ], [ 627, 314, 313, 627, 314, 313 ], [ 317, 160, 157, 317, 160, 157 ], [ 310, 154, 156, 310, 154, 156 ], [ 50.558214, 50.955414, 50.159744, 50.558214, 50.955414, 50.159744 ], [ 1.09927, 1.274941, 0.923159, 0.950467, 1.057829, 0.847014 ], [ 126928, 126928, 46768, 74508, 74508, 52242 ], [ -24189, -24189, -23720, -54224, -32653, -54224 ], [ 26, 25, 27, 26, 25, 27 ], [ 32, 30, 35, 32, 30, 35 ], [ 20, 20, 19, 20, 20, 19 ], [ 16631, 8051, 8579, 16631, 8051, 8579 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -91422, 328931, -579398, -577152, -253126, -579398 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599084000000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759095773281, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|