Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423581.7143 | 372490.361 | 51091.3533 | 192422.8811 | 234740.1803 | -42317.2992 |
Total P&L (%) | 423.5817 | 372.4904 | 51.0914 | 192.4229 | 234.7402 | -42.3173 |
Avg Daily Profit (%) | 0.2999 | 0.2637 | 0.0362 | 0.076 | 0.0856 | -0.0389 |
Buy And Hold Return (%) | 55.9206 | 55.9206 | 55.9206 | 55.9206 | 55.9206 | 55.9206 |
Max Trade Drawdown | -129600 | -132661 | -91545 | -151478 | -117892 | -213734 |
Profit Factor | 1.4014 | 1.851 | 1.0828 | 1.1699 | 1.5043 | 0.9366 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 57.0281 | 56.8 | 57.2581 | 57.0281 | 56.8 | 57.2581 |
Ratio Avg Win / Avg Loss | 1.056 | 1.4078 | 0.8083 | 0.8816 | 1.1441 | 0.6991 |
Largest Winning Trade | 51354 | 51354 | 35311 | 53833 | 53833 | 30165 |
Largest Losing Trade | -67429 | -50224 | -67429 | -94020 | -71102 | -94020 |
Avg Bars in Trades | 10 | 9 | 12 | 10 | 9 | 12 |
Avg Bars in Winners | 10 | 8 | 11 | 10 | 8 | 11 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 2724 | 1193 | 1531 | 2724 | 1193 | 1531 |
Profit Streak | 469.5804 | 469.5804 | 570.5804 | 469.5804 | 469.5804 | 570.5804 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454719 | 427056 | -439096 | -126037 | -77902 | -578349 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759110942517, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 30, "offset": 0, "multiplier": 1.23152 } }, "second_band": { "type": "hma", "factors": { "length": 66, "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": [ [ 423581.7142845512, 372490.3609896739, 51091.3532948774, 192422.8811053364, 234740.1803145511, -42317.2992092148 ], [ 423.581714, 372.490361, 51.091353, 192.422881, 234.74018, -42.317299 ], [ 0.299881, 0.26371, 0.036171, 0.075996, 0.085572, -0.038946 ], [ 55.92055, 55.92055, 55.92055, 55.92055, 55.92055, 55.92055 ], [ -129600, -132661, -91545, -151478, -117892, -213734 ], [ 1.401442, 1.850959, 1.08275, 1.16991, 1.504295, 0.936557 ], [ 249, 125, 124, 249, 125, 124 ], [ 142, 71, 71, 142, 71, 71 ], [ 107, 54, 53, 107, 54, 53 ], [ 57.028112, 56.8, 57.258065, 57.028112, 56.8, 57.258065 ], [ 1.056017, 1.407772, 0.80825, 0.881552, 1.144111, 0.69912 ], [ 51354, 51354, 35311, 53833, 53833, 30165 ], [ -67429, -50224, -67429, -94020, -71102, -94020 ], [ 10, 9, 12, 10, 9, 12 ], [ 10, 8, 11, 10, 8, 11 ], [ 12, 11, 12, 12, 11, 12 ], [ 2724, 1193, 1531, 2724, 1193, 1531 ], [ 469.580353, 469.580353, 570.580353, 469.580353, 469.580353, 570.580353 ], [ 2, 1, 9, 2, 1, 9 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 454719, 427056, -439096, -126037, -77902, -578349 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1600905600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759110942517, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 30, "offset": 0, "multiplier": 1.23152 } }, "second_band": { "type": "hma", "factors": { "length": 66, "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) |
---|