Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47363.5694 | 222229.4196 | -174865.8502 | -6655.5787 | 58609.6331 | -65265.2119 |
Total P&L (%) | 47.3636 | 222.2294 | -174.8659 | -6.6556 | 58.6096 | -65.2652 |
Avg Daily Profit (%) | 0.0335 | 0.1574 | -0.1238 | -0.0049 | 0.0327 | -0.0749 |
Buy And Hold Return (%) | 62.027 | 62.027 | 62.027 | 62.027 | 62.027 | 62.027 |
Max Trade Drawdown | -278101 | -53340 | -299983 | -701661 | -261268 | -549765 |
Profit Factor | 1.0619 | 2.0292 | 0.6813 | 0.9959 | 1.0981 | 0.9376 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 44 | 22 | 22 | 44 | 23 | 21 |
Losing Trades | 31 | 16 | 15 | 31 | 15 | 16 |
Profitability (%) | 58.6667 | 57.8947 | 59.4595 | 58.6667 | 60.5263 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.7482 | 1.4758 | 0.4645 | 0.7017 | 0.7161 | 0.7143 |
Largest Winning Trade | 63699 | 45952 | 63699 | 189548 | 76459 | 189548 |
Largest Losing Trade | -163456 | -30603 | -163456 | -354613 | -112385 | -354613 |
Avg Bars in Trades | 53 | 36 | 71 | 53 | 36 | 71 |
Avg Bars in Winners | 48 | 28 | 68 | 51 | 29 | 76 |
Avg Bars in Losers | 61 | 47 | 77 | 56 | 46 | 66 |
Bars Traded | 4049 | 1387 | 2662 | 4049 | 1387 | 2662 |
Profit Streak | 472.3018 | 472.3018 | 493.6351 | 472.3018 | 472.3018 | 493.6351 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -526829 | 325086 | -578585 | -639693 | -427360 | -578936 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600848000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759274071971, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 70, "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": [ [ 47363.5693888187, 222229.419578318, -174865.8501894994, -6655.5787227897, 58609.6331287561, -65265.2118515458 ], [ 47.363569, 222.22942, -174.86585, -6.655579, 58.609633, -65.265212 ], [ 0.033544, 0.157386, -0.123843, -0.004878, 0.032674, -0.074861 ], [ 62.026991, 62.026991, 62.026991, 62.026991, 62.026991, 62.026991 ], [ -278101, -53340, -299983, -701661, -261268, -549765 ], [ 1.061944, 2.029163, 0.681304, 0.995949, 1.098082, 0.937576 ], [ 75, 38, 37, 75, 38, 37 ], [ 44, 22, 22, 44, 23, 21 ], [ 31, 16, 15, 31, 15, 16 ], [ 58.666667, 57.894737, 59.459459, 58.666667, 60.526316, 56.756757 ], [ 0.748188, 1.475755, 0.464525, 0.701692, 0.71614, 0.714344 ], [ 63699, 45952, 63699, 189548, 76459, 189548 ], [ -163456, -30603, -163456, -354613, -112385, -354613 ], [ 53, 36, 71, 53, 36, 71 ], [ 48, 28, 68, 51, 29, 76 ], [ 61, 47, 77, 56, 46, 66 ], [ 4049, 1387, 2662, 4049, 1387, 2662 ], [ 472.301759, 472.301759, 493.635092, 472.301759, 472.301759, 493.635092 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -526829, 325086, -578585, -639693, -427360, -578936 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600848000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759274071971, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 70, "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) |
---|