Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556056.4358 | 447635.0457 | 108421.3902 | 2422231.3791 | 1571506.6452 | 850724.7338 |
Total P&L (%) | 556.0564 | 447.635 | 108.4214 | 2422.2314 | 1571.5066 | 850.7247 |
Avg Daily Profit (%) | 0.3938 | 0.317 | 0.0768 | 0.2289 | 0.1997 | 0.1596 |
Buy And Hold Return (%) | 114.7667 | 114.7667 | 114.7667 | 114.7667 | 114.7667 | 114.7667 |
Max Trade Drawdown | -90811 | -68046 | -82199 | -2435956 | -2045861 | -1864957 |
Profit Factor | 2.3654 | 2.9587 | 1.6067 | 1.2461 | 1.2615 | 1.2219 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 46.9565 | 50 | 43.8596 | 46.9565 | 50 | 43.8596 |
Ratio Avg Win / Avg Loss | 2.6721 | 2.9587 | 2.0566 | 1.4076 | 1.2615 | 1.564 |
Largest Winning Trade | 182759 | 182759 | 55781 | 1602757 | 1602757 | 1345667 |
Largest Losing Trade | -26046 | -23878 | -26046 | -867713 | -867713 | -490737 |
Avg Bars in Trades | 35 | 53 | 16 | 35 | 53 | 16 |
Avg Bars in Winners | 44 | 65 | 20 | 44 | 65 | 20 |
Avg Bars in Losers | 27 | 41 | 14 | 27 | 41 | 14 |
Bars Traded | 4053 | 3096 | 957 | 4053 | 3096 | 957 |
Profit Streak | 0 | 0 | 496.9 | 0 | 0 | 496.9 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426618 | -168094 | -434742 | 257777 | -172172 | -173170 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1602115200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758893763765, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 106 } }, "second_band": { "type": "kcu", "factors": { "length": 150, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 556056.4358499823, 447635.0456771519, 108421.3901728304, 2422231.3790558088, 1571506.645219314, 850724.7338364956 ], [ 556.056436, 447.635046, 108.42139, 2422.231379, 1571.506645, 850.724734 ], [ 0.393808, 0.317022, 0.076786, 0.228854, 0.199654, 0.159621 ], [ 114.766749, 114.766749, 114.766749, 114.766749, 114.766749, 114.766749 ], [ -90811, -68046, -82199, -2435956, -2045861, -1864957 ], [ 2.365449, 2.958672, 1.606745, 1.246071, 1.261491, 1.2219 ], [ 115, 58, 57, 115, 58, 57 ], [ 54, 29, 25, 54, 29, 25 ], [ 61, 29, 32, 61, 29, 32 ], [ 46.956522, 50, 43.859649, 46.956522, 50, 43.859649 ], [ 2.672081, 2.958672, 2.056634, 1.407599, 1.261491, 1.564032 ], [ 182759, 182759, 55781, 1602757, 1602757, 1345667 ], [ -26046, -23878, -26046, -867713, -867713, -490737 ], [ 35, 53, 16, 35, 53, 16 ], [ 44, 65, 20, 44, 65, 20 ], [ 27, 41, 14, 27, 41, 14 ], [ 4053, 3096, 957, 4053, 3096, 957 ], [ 0, 0, 496.900044, 0, 0, 496.900044 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 426618, -168094, -434742, 257777, -172172, -173170 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1602115200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758893763765, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 106 } }, "second_band": { "type": "kcu", "factors": { "length": 150, "offset": 0, "scalar": 2 } } }
# | 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) |
---|