Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378411.385 | 363502.3533 | 14909.0317 | 227888.03 | 190562.9289 | 37325.1011 |
Total P&L (%) | 378.4114 | 363.5024 | 14.909 | 227.888 | 190.5629 | 37.3251 |
Avg Daily Profit (%) | 0.2681 | 0.2576 | 0.0106 | 0.0842 | 0.0756 | 0.0225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167266 | -160364 | -20115 | -242681 | -259421 | -29476 |
Profit Factor | 1.9057 | 2.0143 | 1.2508 | 1.3726 | 1.3488 | 1.5714 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 50.5263 | 48.9362 | 52.0833 | 50.5263 | 48.9362 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.866 | 2.1019 | 1.1507 | 1.344 | 1.4075 | 1.4457 |
Largest Winning Trade | 144639 | 144639 | 16062 | 90123 | 90123 | 35016 |
Largest Losing Trade | -69997 | -69997 | -10098 | -178472 | -178472 | -11888 |
Avg Bars in Trades | 165 | 332 | 1 | 165 | 332 | 1 |
Avg Bars in Winners | 135 | 279 | 2 | 135 | 279 | 2 |
Avg Bars in Losers | 195 | 382 | 1 | 195 | 382 | 1 |
Bars Traded | 15697 | 15606 | 91 | 15697 | 15606 | 91 |
Profit Streak | 555.1161 | 721.7828 | 555.1161 | 555.1161 | 721.7828 | 555.1161 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471674 | 466947 | -190769 | -78763 | -90586 | -162335 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1597917600000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759294034534, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 2.01382 } } }
{ "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": [ [ 378411.3849969683, 363502.3533094669, 14909.0316875014, 227888.0299881236, 190562.928894711, 37325.1010934128 ], [ 378.411385, 363.502353, 14.909032, 227.88803, 190.562929, 37.325101 ], [ 0.268124, 0.25756, 0.010564, 0.084176, 0.075606, 0.022476 ], [ 10, 10, 10, 10, 10, 10 ], [ -167266, -160364, -20115, -242681, -259421, -29476 ], [ 1.905669, 2.0143, 1.250794, 1.372585, 1.348813, 1.571403 ], [ 95, 47, 48, 95, 47, 48 ], [ 48, 23, 25, 48, 23, 25 ], [ 47, 24, 23, 47, 24, 23 ], [ 50.526316, 48.93617, 52.083333, 50.526316, 48.93617, 52.083333 ], [ 1.865968, 2.101878, 1.15073, 1.34399, 1.407457, 1.445691 ], [ 144639, 144639, 16062, 90123, 90123, 35016 ], [ -69997, -69997, -10098, -178472, -178472, -11888 ], [ 165, 332, 1, 165, 332, 1 ], [ 135, 279, 2, 135, 279, 2 ], [ 195, 382, 1, 195, 382, 1 ], [ 15697, 15606, 91, 15697, 15606, 91 ], [ 555.11614, 721.782807, 555.11614, 555.11614, 721.782807, 555.11614 ], [ 2, 5, 1, 2, 5, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 471674, 466947, -190769, -78763, -90586, -162335 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1597917600000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759294034534, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 2.01382 } } }
# | 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) |
---|