Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485377.5531 | 442258.3867 | 43119.1664 | 510306.2446 | 390467.9047 | 119838.3399 |
Total P&L (%) | 485.3776 | 442.2584 | 43.1192 | 510.3062 | 390.4679 | 119.8383 |
Avg Daily Profit (%) | 0.3438 | 0.3132 | 0.0305 | 0.1282 | 0.1127 | 0.0558 |
Buy And Hold Return (%) | 62.8891 | 62.8891 | 62.8891 | 62.8891 | 62.8891 | 62.8891 |
Max Trade Drawdown | -100975 | -99102 | -63461 | -228865 | -232595 | -132308 |
Profit Factor | 2.0695 | 3.2446 | 1.1679 | 1.6038 | 1.9385 | 1.2793 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 51.5625 | 50 | 53.125 | 51.5625 | 50 | 53.125 |
Ratio Avg Win / Avg Loss | 1.9441 | 3.2446 | 1.0305 | 1.5066 | 1.9385 | 1.1288 |
Largest Winning Trade | 156064 | 156064 | 43812 | 228036 | 228036 | 83161 |
Largest Losing Trade | -48980 | -42716 | -48980 | -113172 | -100838 | -113172 |
Avg Bars in Trades | 82 | 93 | 72 | 82 | 93 | 72 |
Avg Bars in Winners | 101 | 108 | 94 | 101 | 108 | 94 |
Avg Bars in Losers | 63 | 77 | 47 | 63 | 77 | 47 |
Bars Traded | 5289 | 2976 | 2313 | 5289 | 2976 | 2313 |
Profit Streak | 0 | 0 | 603.1571 | 0 | 0 | 603.1571 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130513 | 531304 | -352353 | -161740 | -39440 | -124632 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759981570822, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 102, "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": [ [ 485377.553118303, 442258.3867096391, 43119.1664086638, 510306.2446385522, 390467.9047412882, 119838.3398972641 ], [ 485.377553, 442.258387, 43.119166, 510.306245, 390.467905, 119.83834 ], [ 0.343752, 0.313214, 0.030538, 0.128183, 0.112683, 0.055803 ], [ 62.889066, 62.889066, 62.889066, 62.889066, 62.889066, 62.889066 ], [ -100975, -99102, -63461, -228865, -232595, -132308 ], [ 2.069541, 3.244615, 1.167918, 1.603768, 1.938492, 1.27925 ], [ 64, 32, 32, 64, 32, 32 ], [ 33, 16, 17, 33, 16, 17 ], [ 31, 16, 15, 31, 16, 15 ], [ 51.5625, 50, 53.125, 51.5625, 50, 53.125 ], [ 1.944114, 3.244615, 1.030515, 1.50657, 1.938492, 1.12875 ], [ 156064, 156064, 43812, 228036, 228036, 83161 ], [ -48980, -42716, -48980, -113172, -100838, -113172 ], [ 82, 93, 72, 82, 93, 72 ], [ 101, 108, 94, 101, 108, 94 ], [ 63, 77, 47, 63, 77, 47 ], [ 5289, 2976, 2313, 5289, 2976, 2313 ], [ 0, 0, 603.15707, 0, 0, 603.15707 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -130513, 531304, -352353, -161740, -39440, -124632 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759981570822, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 102, "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) |
---|