Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417692.9454 | 360627.4639 | 57065.4815 | -48946.485 | 422441.1026 | -471387.5876 |
Total P&L (%) | 417.6929 | 360.6275 | 57.0655 | -48.9465 | 422.4411 | -471.3876 |
Avg Daily Profit (%) | 0.296 | 0.2555 | 0.0404 | -0.0476 | 0.1172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101667 | -73991 | -106891 | -630769 | -283775 | -625015 |
Profit Factor | 1.7374 | 2.6787 | 1.1623 | 0.9728 | 1.8102 | 0.6305 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 70.5357 | 67.8571 | 73.2143 | 70.5357 | 67.8571 | 73.2143 |
Ratio Avg Win / Avg Loss | 0.7257 | 1.2689 | 0.4252 | 0.4063 | 0.8575 | 0.2307 |
Largest Winning Trade | 154387 | 154387 | 60616 | 235306 | 211448 | 235306 |
Largest Losing Trade | -90684 | -63402 | -90684 | -432295 | -265202 | -432295 |
Avg Bars in Trades | 149 | 145 | 153 | 149 | 145 | 153 |
Avg Bars in Winners | 131 | 120 | 142 | 131 | 120 | 142 |
Avg Bars in Losers | 190 | 197 | 183 | 190 | 197 | 183 |
Bars Traded | 16711 | 8134 | 8577 | 16711 | 8134 | 8577 |
Profit Streak | 0 | 0 | 544.025 | 0 | 0 | 544.025 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438991 | -165645 | -359533 | -577540 | -213602 | -756864 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598788800000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759026963533, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "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": [ [ 417692.9453810106, 360627.4638650623, 57065.4815159481, -48946.4849605504, 422441.1026139951, -471387.5875745458 ], [ 417.692945, 360.627464, 57.065482, -48.946485, 422.441103, -471.387588 ], [ 0.295957, 0.255523, 0.040434, -0.047624, 0.117216, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -101667, -73991, -106891, -630769, -283775, -625015 ], [ 1.737351, 2.678741, 1.162276, 0.972764, 1.810181, 0.630481 ], [ 112, 56, 56, 112, 56, 56 ], [ 79, 38, 41, 79, 38, 41 ], [ 33, 18, 15, 33, 18, 15 ], [ 70.535714, 67.857143, 73.214286, 70.535714, 67.857143, 73.214286 ], [ 0.725729, 1.268878, 0.425223, 0.406344, 0.857454, 0.230664 ], [ 154387, 154387, 60616, 235306, 211448, 235306 ], [ -90684, -63402, -90684, -432295, -265202, -432295 ], [ 149, 145, 153, 149, 145, 153 ], [ 131, 120, 142, 131, 120, 142 ], [ 190, 197, 183, 190, 197, 183 ], [ 16711, 8134, 8577, 16711, 8134, 8577 ], [ 0, 0, 544.025041, 0, 0, 544.025041 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 438991, -165645, -359533, -577540, -213602, -756864 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598788800000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759026963533, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "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) |
---|