Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190376.4945 | 222379.7678 | -32003.2733 | -68278.6282 | 150138.154 | -218416.7822 |
Total P&L (%) | 190.3765 | 222.3798 | -32.0033 | -68.2786 | 150.1382 | -218.4168 |
Avg Daily Profit (%) | 0.1348 | 0.1575 | -0.0227 | -0.0813 | 0.065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98089 | -115480 | -171218 | -151836 | -114039 | -245549 |
Profit Factor | 1.1764 | 1.4664 | 0.9469 | 0.9372 | 1.3561 | 0.6722 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 151 | 77 | 74 | 151 | 77 | 74 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 59.9206 | 61.1111 | 58.7302 | 59.9206 | 61.1111 | 58.7302 |
Ratio Avg Win / Avg Loss | 0.7868 | 0.9332 | 0.6654 | 0.6269 | 0.863 | 0.4724 |
Largest Winning Trade | 29655 | 29655 | 28447 | 32291 | 29782 | 32291 |
Largest Losing Trade | -75814 | -40828 | -75814 | -115543 | -38984 | -115543 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 4179 | 1968 | 2211 | 4179 | 1968 | 2211 |
Profit Streak | 467.9777 | 467.9777 | 490.6444 | 467.9777 | 467.9777 | 490.6444 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37019 | 315900 | -578234 | -576558 | -105359 | -578234 |
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{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 27, "offset": 0, "std": 3.62429 } } }
{ "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": [ [ 190376.4944898224, 222379.767821267, -32003.2733314445, -68278.6281788008, 150138.1540296737, -218416.7822084746 ], [ 190.376494, 222.379768, -32.003273, -68.278628, 150.138154, -218.416782 ], [ 0.134828, 0.157493, -0.022665, -0.081283, 0.064953, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -98089, -115480, -171218, -151836, -114039, -245549 ], [ 1.176355, 1.466421, 0.946902, 0.937242, 1.356095, 0.672213 ], [ 252, 126, 126, 252, 126, 126 ], [ 151, 77, 74, 151, 77, 74 ], [ 101, 49, 52, 101, 49, 52 ], [ 59.920635, 61.111111, 58.730159, 59.920635, 61.111111, 58.730159 ], [ 0.786834, 0.933177, 0.665391, 0.626897, 0.86297, 0.472366 ], [ 29655, 29655, 28447, 32291, 29782, 32291 ], [ -75814, -40828, -75814, -115543, -38984, -115543 ], [ 16, 15, 17, 16, 15, 17 ], [ 12, 12, 13, 12, 12, 13 ], [ 22, 21, 23, 22, 21, 23 ], [ 4179, 1968, 2211, 4179, 1968, 2211 ], [ 467.977738, 467.977738, 490.644405, 467.977738, 467.977738, 490.644405 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -37019, 315900, -578234, -576558, -105359, -578234 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598889600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758900476602, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 27, "offset": 0, "std": 3.62429 } } }
# | 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) |
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