Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207541.0022 | 255136.975 | -47595.9728 | -66050.7947 | 63346.6117 | -129397.4064 |
Total P&L (%) | 207.541 | 255.137 | -47.596 | -66.0508 | 63.3466 | -129.3974 |
Avg Daily Profit (%) | 0.147 | 0.1807 | -0.0337 | -0.0765 | 0.0348 | 0 |
Buy And Hold Return (%) | 14.8565 | 14.8565 | 14.8565 | 14.8565 | 14.8565 | 14.8565 |
Max Trade Drawdown | -186940 | -75414 | -162978 | -85033 | -46607 | -131328 |
Profit Factor | 1.1068 | 1.2879 | 0.955 | 0.9233 | 1.1666 | 0.7308 |
Total Trades | 583 | 292 | 291 | 583 | 292 | 291 |
Winning Trades | 365 | 179 | 186 | 365 | 179 | 186 |
Losing Trades | 218 | 113 | 105 | 218 | 113 | 105 |
Profitability (%) | 62.6072 | 61.3014 | 63.9175 | 62.6072 | 61.3014 | 63.9175 |
Ratio Avg Win / Avg Loss | 0.661 | 0.813 | 0.5391 | 0.5514 | 0.7365 | 0.4126 |
Largest Winning Trade | 47906 | 47906 | 45550 | 27721 | 27721 | 19015 |
Largest Losing Trade | -50222 | -31780 | -50222 | -52862 | -22169 | -52862 |
Avg Bars in Trades | 9 | 10 | 9 | 9 | 10 | 9 |
Avg Bars in Winners | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 5630 | 2934 | 2696 | 5630 | 2934 | 2696 |
Profit Streak | 0 | 0 | 464.8579 | 0 | 0 | 464.8579 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96619 | 306500 | -577144 | -575819 | -184633 | -577144 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598119200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758983722859, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 4, "offset": 0, "a": 0.61104 } }, "second_band": { "type": "jma", "factors": { "length": 15, "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": [ [ 207541.0022318486, 255136.9750282704, -47595.9727964221, -66050.7946682497, 63346.6116941102, -129397.40636236 ], [ 207.541002, 255.136975, -47.595973, -66.050795, 63.346612, -129.397406 ], [ 0.146984, 0.180692, -0.033708, -0.07648, 0.034758, 0 ], [ 14.8565, 14.8565, 14.8565, 14.8565, 14.8565, 14.8565 ], [ -186940, -75414, -162978, -85033, -46607, -131328 ], [ 1.106767, 1.287921, 0.955002, 0.923278, 1.166633, 0.730845 ], [ 583, 292, 291, 583, 292, 291 ], [ 365, 179, 186, 365, 179, 186 ], [ 218, 113, 105, 218, 113, 105 ], [ 62.607204, 61.30137, 63.917526, 62.607204, 61.30137, 63.917526 ], [ 0.661028, 0.813045, 0.539114, 0.551437, 0.736478, 0.412574 ], [ 47906, 47906, 45550, 27721, 27721, 19015 ], [ -50222, -31780, -50222, -52862, -22169, -52862 ], [ 9, 10, 9, 9, 10, 9 ], [ 8, 8, 7, 8, 8, 7 ], [ 11, 12, 11, 11, 12, 11 ], [ 5630, 2934, 2696, 5630, 2934, 2696 ], [ 0, 0, 464.857903, 0, 0, 464.857903 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -96619, 306500, -577144, -575819, -184633, -577144 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598119200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758983722859, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 4, "offset": 0, "a": 0.61104 } }, "second_band": { "type": "jma", "factors": { "length": 15, "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) |
---|