Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395801.4885 | 332606.4857 | 63195.0028 | 414328.0833 | 210882.0647 | 203446.0185 |
Total P&L (%) | 395.8015 | 332.6065 | 63.195 | 414.3281 | 210.8821 | 203.446 |
Avg Daily Profit (%) | 0.2803 | 0.2356 | 0.0448 | 0.1161 | 0.0804 | 0.0787 |
Buy And Hold Return (%) | 72.4789 | 72.4789 | 72.4789 | 72.4789 | 72.4789 | 72.4789 |
Max Trade Drawdown | -198233 | -181705 | -61097 | -255882 | -250939 | -63249 |
Profit Factor | 1.7733 | 1.9615 | 1.3809 | 1.6507 | 1.4555 | 2.1702 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 60 | 59.5745 | 60.4167 | 60 | 59.5745 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.1822 | 1.331 | 0.9048 | 1.1004 | 0.9877 | 1.4219 |
Largest Winning Trade | 106787 | 106787 | 22856 | 113923 | 113923 | 60558 |
Largest Losing Trade | -58292 | -58292 | -30379 | -99149 | -99149 | -55164 |
Avg Bars in Trades | 83 | 141 | 26 | 83 | 141 | 26 |
Avg Bars in Winners | 88 | 154 | 24 | 88 | 154 | 24 |
Avg Bars in Losers | 75 | 122 | 29 | 75 | 122 | 29 |
Bars Traded | 7912 | 6659 | 1253 | 7912 | 6659 | 1253 |
Profit Streak | 549.2664 | 549.2664 | 589.4331 | 549.2664 | 549.2664 | 589.4331 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448251 | 400418 | -296890 | -33975 | -87187 | -85097 |
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599624000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759501419780, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 126, "offset": 32, "scalar": 2 } } }
{ "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": [ [ 395801.488494693, 332606.4857020035, 63195.0027926896, 414328.0832732666, 210882.0647246562, 203446.0185486104 ], [ 395.801488, 332.606486, 63.195003, 414.328083, 210.882065, 203.446019 ], [ 0.280346, 0.235585, 0.044761, 0.116065, 0.080371, 0.078655 ], [ 72.478873, 72.478873, 72.478873, 72.478873, 72.478873, 72.478873 ], [ -198233, -181705, -61097, -255882, -250939, -63249 ], [ 1.773304, 1.961453, 1.380945, 1.65067, 1.455548, 2.17023 ], [ 95, 47, 48, 95, 47, 48 ], [ 57, 28, 29, 57, 28, 29 ], [ 38, 19, 19, 38, 19, 19 ], [ 60, 59.574468, 60.416667, 60, 59.574468, 60.416667 ], [ 1.182203, 1.330986, 0.904757, 1.100447, 0.987693, 1.421875 ], [ 106787, 106787, 22856, 113923, 113923, 60558 ], [ -58292, -58292, -30379, -99149, -99149, -55164 ], [ 83, 141, 26, 83, 141, 26 ], [ 88, 154, 24, 88, 154, 24 ], [ 75, 122, 29, 75, 122, 29 ], [ 7912, 6659, 1253, 7912, 6659, 1253 ], [ 549.266433, 549.266433, 589.433099, 549.266433, 549.266433, 589.433099 ], [ 5, 2, 6, 5, 2, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 448251, 400418, -296890, -33975, -87187, -85097 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599624000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759501419780, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 126, "offset": 32, "scalar": 2 } } }
# | 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) |
---|