Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376609.9753 | 386875.6305 | -10265.6552 | 62307.0907 | 51212.7695 | 11094.3212 |
Total P&L (%) | 376.61 | 386.8756 | -10.2657 | 62.3071 | 51.2128 | 11.0943 |
Avg Daily Profit (%) | 0.2668 | 0.274 | -0.0073 | 0.0343 | 0.0293 | 0.0075 |
Buy And Hold Return (%) | 48.6526 | 48.6526 | 48.6526 | 48.6526 | 48.6526 | 48.6526 |
Max Trade Drawdown | -154918 | -149130 | -106020 | -72051 | -63648 | -48143 |
Profit Factor | 1.4301 | 1.7764 | 0.9728 | 1.147 | 1.2214 | 1.0577 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 132 | 58 | 74 | 132 | 58 | 74 |
Losing Trades | 181 | 98 | 83 | 181 | 98 | 83 |
Profitability (%) | 42.1725 | 37.1795 | 47.1338 | 42.1725 | 37.1795 | 47.1338 |
Ratio Avg Win / Avg Loss | 1.961 | 3.0014 | 1.0911 | 1.5728 | 2.0637 | 1.1863 |
Largest Winning Trade | 207952 | 207952 | 29701 | 59641 | 59641 | 21242 |
Largest Losing Trade | -24821 | -24625 | -24821 | -24821 | -15415 | -24821 |
Avg Bars in Trades | 26 | 45 | 7 | 26 | 45 | 7 |
Avg Bars in Winners | 40 | 79 | 9 | 40 | 79 | 9 |
Avg Bars in Losers | 16 | 25 | 5 | 16 | 25 | 5 |
Bars Traded | 8295 | 7141 | 1154 | 8295 | 7141 | 1154 |
Profit Streak | 475.0359 | 475.0359 | 475.8693 | 475.0359 | 475.0359 | 475.8693 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374019 | 269390 | -578720 | -282978 | -306578 | -505357 |
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758862305695, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 97, "offset": 0, "std": 4.75838 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 376609.9752534385, 386875.6304732262, -10265.6552197877, 62307.0906633589, 51212.7695047542, 11094.3211586048 ], [ 376.609975, 386.87563, -10.265655, 62.307091, 51.21277, 11.094321 ], [ 0.266753, 0.274024, -0.007271, 0.03431, 0.029294, 0.007452 ], [ 48.652586, 48.652586, 48.652586, 48.652586, 48.652586, 48.652586 ], [ -154918, -149130, -106020, -72051, -63648, -48143 ], [ 1.430134, 1.776352, 0.972787, 1.147048, 1.221398, 1.057661 ], [ 313, 156, 157, 313, 156, 157 ], [ 132, 58, 74, 132, 58, 74 ], [ 181, 98, 83, 181, 98, 83 ], [ 42.172524, 37.179487, 47.133758, 42.172524, 37.179487, 47.133758 ], [ 1.961017, 3.001422, 1.091099, 1.572846, 2.063742, 1.186296 ], [ 207952, 207952, 29701, 59641, 59641, 21242 ], [ -24821, -24625, -24821, -24821, -15415, -24821 ], [ 26, 45, 7, 26, 45, 7 ], [ 40, 79, 9, 40, 79, 9 ], [ 16, 25, 5, 16, 25, 5 ], [ 8295, 7141, 1154, 8295, 7141, 1154 ], [ 475.035945, 475.035945, 475.869279, 475.035946, 475.035946, 475.869279 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 374019, 269390, -578720, -282978, -306578, -505357 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758862305695, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 97, "offset": 0, "std": 4.75838 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "offset": 0, "scalar": 4 } } }
# | 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) |
---|