Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371432.6789 | 338812.5758 | 32620.1031 | 85628.2286 | 402555.4929 | -316927.2643 |
Total P&L (%) | 371.4327 | 338.8126 | 32.6201 | 85.6282 | 402.5555 | -316.9273 |
Avg Daily Profit (%) | 0.2632 | 0.2401 | 0.0231 | 0.0438 | 0.1145 | 0 |
Buy And Hold Return (%) | 13.3469 | 13.3469 | 13.3469 | 13.3469 | 13.3469 | 13.3469 |
Max Trade Drawdown | -226269 | -120108 | -182720 | -326830 | -240385 | -514715 |
Profit Factor | 1.2637 | 1.5426 | 1.0416 | 1.039 | 1.4255 | 0.7462 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 172 | 87 | 85 | 172 | 87 | 85 |
Losing Trades | 177 | 87 | 90 | 177 | 87 | 90 |
Profitability (%) | 49.2837 | 50 | 48.5714 | 49.2837 | 50 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.3004 | 1.5426 | 1.1029 | 1.0692 | 1.4255 | 0.7901 |
Largest Winning Trade | 48953 | 48953 | 45734 | 79814 | 79814 | 62281 |
Largest Losing Trade | -45727 | -45727 | -42695 | -142357 | -104522 | -142357 |
Avg Bars in Trades | 48 | 53 | 42 | 48 | 53 | 42 |
Avg Bars in Winners | 61 | 68 | 55 | 61 | 68 | 55 |
Avg Bars in Losers | 34 | 39 | 30 | 34 | 39 | 30 |
Bars Traded | 16771 | 9340 | 7431 | 16771 | 9340 | 7431 |
Profit Streak | 465.68 | 465.68 | 550.0134 | 465.68 | 465.68 | 550.0134 |
Trades During Streak | 3 | 1 | 9 | 3 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392626 | 416940 | -339458 | -309473 | -38396 | -579536 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598630400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758903555896, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 113, "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": [ [ 371432.6788725419, 338812.5757513816, 32620.1031211601, 85628.2285712544, 402555.4929189567, -316927.2643477022 ], [ 371.432679, 338.812576, 32.620103, 85.628229, 402.555493, -316.927264 ], [ 0.263179, 0.240066, 0.023113, 0.043839, 0.114464, 0 ], [ 13.346909, 13.346909, 13.346909, 13.346909, 13.346909, 13.346909 ], [ -226269, -120108, -182720, -326830, -240385, -514715 ], [ 1.263653, 1.542621, 1.041586, 1.039013, 1.425513, 0.746213 ], [ 349, 174, 175, 349, 174, 175 ], [ 172, 87, 85, 172, 87, 85 ], [ 177, 87, 90, 177, 87, 90 ], [ 49.283668, 50, 48.571429, 49.283668, 50, 48.571429 ], [ 1.300387, 1.542621, 1.102856, 1.069217, 1.425513, 0.790108 ], [ 48953, 48953, 45734, 79814, 79814, 62281 ], [ -45727, -45727, -42695, -142357, -104522, -142357 ], [ 48, 53, 42, 48, 53, 42 ], [ 61, 68, 55, 61, 68, 55 ], [ 34, 39, 30, 34, 39, 30 ], [ 16771, 9340, 7431, 16771, 9340, 7431 ], [ 465.680045, 465.680045, 550.013378, 465.680045, 465.680045, 550.013378 ], [ 3, 1, 9, 3, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 392626, 416940, -339458, -309473, -38396, -579536 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598630400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758903555896, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 113, "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) |
---|