Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535637.6652 | 430083.6859 | 105553.9793 | 1830011.6207 | 1285214.4698 | 544797.1508 |
Total P&L (%) | 535.6377 | 430.0837 | 105.554 | 1830.0116 | 1285.2145 | 544.7972 |
Avg Daily Profit (%) | 0.3792 | 0.3045 | 0.0747 | 0.2098 | 0.1863 | 0.132 |
Buy And Hold Return (%) | 23.722 | 23.722 | 23.722 | 23.722 | 23.722 | 23.722 |
Max Trade Drawdown | -115798 | -129390 | -6389 | -586793 | -599241 | -33929 |
Profit Factor | 2.7118 | 2.4622 | 6.6181 | 1.8923 | 1.6661 | 5.4954 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 69.6203 | 69.2308 | 70 | 69.6203 | 69.2308 | 70 |
Ratio Avg Win / Avg Loss | 1.1833 | 1.0943 | 2.8363 | 0.8258 | 0.7405 | 2.3552 |
Largest Winning Trade | 108962 | 108962 | 12450 | 573884 | 573884 | 147510 |
Largest Losing Trade | -62312 | -62312 | -6389 | -586793 | -586793 | -30990 |
Avg Bars in Trades | 32 | 64 | 1 | 32 | 64 | 1 |
Avg Bars in Winners | 20 | 40 | 1 | 20 | 40 | 1 |
Avg Bars in Losers | 60 | 120 | 1 | 60 | 120 | 1 |
Bars Traded | 2581 | 2534 | 47 | 2581 | 2534 | 47 |
Profit Streak | 508.0088 | 0 | 548.5088 | 508.0088 | 0 | 548.5088 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14240 | 525916 | -82230 | -18936 | 389223 | -3951 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1598054400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758845562368, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 535637.6652465996, 430083.6859446368, 105553.9793019628, 1830011.6206518915, 1285214.4698186554, 544797.1508332356 ], [ 535.637665, 430.083686, 105.553979, 1830.011621, 1285.21447, 544.797151 ], [ 0.379213, 0.304484, 0.074728, 0.209785, 0.186257, 0.132035 ], [ 23.721964, 23.721964, 23.721964, 23.721964, 23.721964, 23.721964 ], [ -115798, -129390, -6389, -586793, -599241, -33929 ], [ 2.711778, 2.462249, 6.618052, 1.892345, 1.666052, 5.495446 ], [ 79, 39, 40, 79, 39, 40 ], [ 55, 27, 28, 55, 27, 28 ], [ 24, 12, 12, 24, 12, 12 ], [ 69.620253, 69.230769, 70, 69.620253, 69.230769, 70 ], [ 1.183321, 1.094333, 2.836308, 0.825751, 0.740468, 2.355191 ], [ 108962, 108962, 12450, 573884, 573884, 147510 ], [ -62312, -62312, -6389, -586793, -586793, -30990 ], [ 32, 64, 1, 32, 64, 1 ], [ 20, 40, 1, 20, 40, 1 ], [ 60, 120, 1, 60, 120, 1 ], [ 2581, 2534, 47, 2581, 2534, 47 ], [ 508.008824, 0, 548.508824, 508.008824, 0, 548.508824 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -14240, 525916, -82230, -18936, 389223, -3951 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1598054400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758845562368, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 7, "offset": 0, "scalar": 1 } } }
# | 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) |
---|