Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222002.3993 | 273963.4207 | -51961.0213 | -53716.3558 | 112845.907 | -166562.2627 |
Total P&L (%) | 222.0024 | 273.9634 | -51.961 | -53.7164 | 112.8459 | -166.5623 |
Avg Daily Profit (%) | 0.1572 | 0.194 | -0.0368 | -0.0545 | 0.0535 | 0 |
Buy And Hold Return (%) | 64.996 | 64.996 | 64.996 | 64.996 | 64.996 | 64.996 |
Max Trade Drawdown | -121644 | -115007 | -84706 | -206892 | -182892 | -162817 |
Profit Factor | 1.5368 | 2.1239 | 0.694 | 0.8959 | 1.402 | 0.2913 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 59.0164 | 60 | 58.0645 | 59.0164 | 60 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.0672 | 1.4159 | 0.5012 | 0.6221 | 0.9346 | 0.2104 |
Largest Winning Trade | 145828 | 145828 | 18798 | 97381 | 97381 | 16351 |
Largest Losing Trade | -79442 | -65367 | -79442 | -116375 | -81083 | -116375 |
Avg Bars in Trades | 38 | 59 | 17 | 38 | 59 | 17 |
Avg Bars in Winners | 28 | 49 | 7 | 28 | 49 | 7 |
Avg Bars in Losers | 52 | 75 | 31 | 52 | 75 | 31 |
Bars Traded | 2330 | 1797 | 533 | 2330 | 1797 | 533 |
Profit Streak | 0 | 589.9755 | 0 | 0 | 589.9755 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158786 | 384258 | -579494 | -745608 | -128880 | -579494 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1607558400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758972282420, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 225, "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": [ [ 222002.3993191654, 273963.4206551498, -51961.0213359845, -53716.3557519665, 112845.9069551381, -166562.2627071046 ], [ 222.002399, 273.963421, -51.961021, -53.716356, 112.845907, -166.562263 ], [ 0.15717, 0.193956, -0.036787, -0.054525, 0.053494, 0 ], [ 64.995958, 64.995958, 64.995958, 64.995958, 64.995958, 64.995958 ], [ -121644, -115007, -84706, -206892, -182892, -162817 ], [ 1.536806, 2.123864, 0.693973, 0.89585, 1.401967, 0.291296 ], [ 61, 30, 31, 61, 30, 31 ], [ 36, 18, 18, 36, 18, 18 ], [ 25, 12, 13, 25, 12, 13 ], [ 59.016393, 60, 58.064516, 59.016393, 60, 58.064516 ], [ 1.067226, 1.415909, 0.501203, 0.622118, 0.934645, 0.210381 ], [ 145828, 145828, 18798, 97381, 97381, 16351 ], [ -79442, -65367, -79442, -116375, -81083, -116375 ], [ 38, 59, 17, 38, 59, 17 ], [ 28, 49, 7, 28, 49, 7 ], [ 52, 75, 31, 52, 75, 31 ], [ 2330, 1797, 533, 2330, 1797, 533 ], [ 0, 589.975491, 0, 0, 589.975491, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -158786, 384258, -579494, -745608, -128880, -579494 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1607558400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758972282420, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 225, "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) |
---|