Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289604.595 | 299622.637 | -10018.0419 | 132310.7314 | 252650.0697 | -120339.3384 |
Total P&L (%) | 289.6046 | 299.6226 | -10.018 | 132.3107 | 252.6501 | -120.3393 |
Avg Daily Profit (%) | 0.2051 | 0.2122 | -0.0071 | 0.0597 | 0.0893 | 0 |
Buy And Hold Return (%) | 60.9198 | 60.9198 | 60.9198 | 60.9198 | 60.9198 | 60.9198 |
Max Trade Drawdown | -99365 | -102346 | -111355 | -365243 | -327992 | -241198 |
Profit Factor | 1.5862 | 2.1173 | 0.9557 | 1.1008 | 1.3411 | 0.7893 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Losing Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Profitability (%) | 38.5542 | 47.619 | 29.2683 | 38.5542 | 47.619 | 29.2683 |
Ratio Avg Win / Avg Loss | 2.528 | 2.329 | 2.3095 | 1.7545 | 1.4752 | 1.9075 |
Largest Winning Trade | 112274 | 112274 | 56927 | 179357 | 179357 | 95914 |
Largest Losing Trade | -38126 | -38126 | -19323 | -144244 | -144244 | -69274 |
Avg Bars in Trades | 63 | 59 | 68 | 63 | 59 | 68 |
Avg Bars in Winners | 102 | 84 | 131 | 102 | 84 | 131 |
Avg Bars in Losers | 39 | 36 | 42 | 39 | 36 | 42 |
Bars Traded | 5288 | 2492 | 2795 | 5288 | 2492 | 2795 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 119796 | 340682 | -588967 | -233141 | -76382 | -588967 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759132310710, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 159, "offset": 13 } }, "second_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 2.8563 } } }
{ "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": [ [ 289604.5950479113, 299622.6369624494, -10018.0419145378, 132310.7313917872, 252650.0697482761, -120339.3383564889 ], [ 289.604595, 299.622637, -10.018042, 132.310731, 252.65007, -120.339338 ], [ 0.205102, 0.212197, -0.007095, 0.059714, 0.089297, 0 ], [ 60.919842, 60.919842, 60.919842, 60.919842, 60.919842, 60.919842 ], [ -99365, -102346, -111355, -365243, -327992, -241198 ], [ 1.586176, 2.117315, 0.955652, 1.100849, 1.34105, 0.789312 ], [ 83, 42, 41, 83, 42, 41 ], [ 32, 20, 12, 32, 20, 12 ], [ 51, 22, 29, 51, 22, 29 ], [ 38.554217, 47.619048, 29.268293, 38.554217, 47.619048, 29.268293 ], [ 2.527967, 2.329046, 2.309492, 1.754477, 1.475156, 1.907505 ], [ 112274, 112274, 56927, 179357, 179357, 95914 ], [ -38126, -38126, -19323, -144244, -144244, -69274 ], [ 63, 59, 68, 63, 59, 68 ], [ 102, 84, 131, 102, 84, 131 ], [ 39, 36, 42, 39, 36, 42 ], [ 5288, 2492, 2795, 5288, 2492, 2795 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 119796, 340682, -588967, -233141, -76382, -588967 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1601510400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759132310710, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 159, "offset": 13 } }, "second_band": { "type": "supertrend", "factors": { "length": 32, "offset": 0, "multiplier": 2.8563 } } }
# | 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) |
---|