Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257248.3311 | 328277.3055 | -71028.9744 | -48208.8477 | 82248.5784 | -130457.4262 |
Total P&L (%) | 257.2483 | 328.2773 | -71.029 | -48.2088 | 82.2486 | -130.4574 |
Avg Daily Profit (%) | 0.1822 | 0.2325 | -0.0503 | -0.0466 | 0.0425 | 0 |
Buy And Hold Return (%) | 52.9603 | 52.9603 | 52.9603 | 52.9603 | 52.9603 | 52.9603 |
Max Trade Drawdown | -197159 | -66124 | -163978 | -131844 | -36667 | -124281 |
Profit Factor | 1.2311 | 1.8172 | 0.9002 | 0.9104 | 1.4719 | 0.6415 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Losing Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Profitability (%) | 56.9892 | 59.1398 | 54.8387 | 56.9892 | 59.1398 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.9291 | 1.2555 | 0.7413 | 0.6871 | 1.017 | 0.5283 |
Largest Winning Trade | 89577 | 89577 | 40510 | 36979 | 36979 | 22381 |
Largest Losing Trade | -50920 | -25306 | -50920 | -48700 | -12948 | -48700 |
Avg Bars in Trades | 29 | 23 | 35 | 29 | 23 | 35 |
Avg Bars in Winners | 25 | 17 | 35 | 25 | 17 | 35 |
Avg Bars in Losers | 33 | 31 | 34 | 33 | 31 | 34 |
Bars Traded | 5430 | 2166 | 3263 | 5430 | 2166 | 3263 |
Profit Streak | 474.1452 | 474.1452 | 508.3952 | 474.1452 | 474.1452 | 508.3952 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273179 | 439643 | -579086 | -577194 | -142341 | -579086 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1600948800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758878944748, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 132, "offset": 229, "multiplier": 3.712 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "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": [ [ 257248.3311322781, 328277.3055063197, -71028.9743740415, -48208.8477274331, 82248.5784278201, -130457.4261552533 ], [ 257.248331, 328.277306, -71.028974, -48.208848, 82.248578, -130.457426 ], [ 0.182187, 0.232491, -0.050304, -0.046586, 0.042516, 0 ], [ 52.96028, 52.96028, 52.96028, 52.96028, 52.96028, 52.96028 ], [ -197159, -66124, -163978, -131844, -36667, -124281 ], [ 1.231076, 1.817184, 0.900176, 0.910419, 1.471918, 0.641476 ], [ 186, 93, 93, 186, 93, 93 ], [ 106, 55, 51, 106, 55, 51 ], [ 80, 38, 42, 80, 38, 42 ], [ 56.989247, 59.139785, 54.83871, 56.989247, 59.139785, 54.83871 ], [ 0.929114, 1.255509, 0.741322, 0.687109, 1.016962, 0.528274 ], [ 89577, 89577, 40510, 36979, 36979, 22381 ], [ -50920, -25306, -50920, -48700, -12948, -48700 ], [ 29, 23, 35, 29, 23, 35 ], [ 25, 17, 35, 25, 17, 35 ], [ 33, 31, 34, 33, 31, 34 ], [ 5430, 2166, 3263, 5430, 2166, 3263 ], [ 474.145194, 474.145194, 508.395194, 474.145194, 474.145194, 508.395194 ], [ 8, 4, 5, 8, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 273179, 439643, -579086, -577194, -142341, -579086 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1600948800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758878944748, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 132, "offset": 229, "multiplier": 3.712 } }, "second_band": { "type": "linreg", "factors": { "length": 146, "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) |
---|