Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432652.6258 | 379578.9901 | 53073.6358 | 496139.7526 | 779005.2627 | -282865.5101 |
Total P&L (%) | 432.6526 | 379.579 | 53.0736 | 496.1398 | 779.0053 | -282.8655 |
Avg Daily Profit (%) | 0.3066 | 0.269 | 0.0376 | 0.1266 | 0.1541 | 0 |
Buy And Hold Return (%) | 65.7553 | 65.7553 | 65.7553 | 65.7553 | 65.7553 | 65.7553 |
Max Trade Drawdown | -133657 | -146930 | -56201 | -1179513 | -1208208 | -630246 |
Profit Factor | 1.7461 | 1.9493 | 1.2947 | 1.1155 | 1.2723 | 0.8026 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 56.9106 | 59.0164 | 54.8387 | 56.9106 | 59.0164 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.322 | 1.3537 | 1.0663 | 0.8446 | 0.8835 | 0.661 |
Largest Winning Trade | 93356 | 93356 | 19370 | 455552 | 455552 | 118742 |
Largest Losing Trade | -67950 | -67950 | -35442 | -751417 | -751417 | -501839 |
Avg Bars in Trades | 131 | 244 | 20 | 131 | 244 | 20 |
Avg Bars in Winners | 104 | 185 | 18 | 104 | 185 | 18 |
Avg Bars in Losers | 167 | 328 | 22 | 167 | 328 | 22 |
Bars Traded | 16167 | 14900 | 1268 | 16167 | 14900 | 1268 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420220 | -150528 | -461667 | -117907 | -154618 | -734053 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599508800000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758935498478, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 68, "offset": 0, "std": 2.8772 } }, "second_band": { "type": "hma", "factors": { "length": 154, "offset": 70 } } }
{ "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": [ [ 432652.625833675, 379578.9900554662, 53073.6357782087, 496139.7526240288, 779005.2627129273, -282865.5100888989 ], [ 432.652626, 379.57899, 53.073636, 496.139753, 779.005263, -282.86551 ], [ 0.306557, 0.268951, 0.037605, 0.126578, 0.154131, 0 ], [ 65.755279, 65.755279, 65.755279, 65.755279, 65.755279, 65.755279 ], [ -133657, -146930, -56201, -1179513, -1208208, -630246 ], [ 1.746053, 1.949303, 1.294736, 1.115545, 1.272287, 0.802599 ], [ 123, 61, 62, 123, 61, 62 ], [ 70, 36, 34, 70, 36, 34 ], [ 53, 25, 28, 53, 25, 28 ], [ 56.910569, 59.016393, 54.83871, 56.910569, 59.016393, 54.83871 ], [ 1.322012, 1.353683, 1.066253, 0.844627, 0.883532, 0.660964 ], [ 93356, 93356, 19370, 455552, 455552, 118742 ], [ -67950, -67950, -35442, -751417, -751417, -501839 ], [ 131, 244, 20, 131, 244, 20 ], [ 104, 185, 18, 104, 185, 18 ], [ 167, 328, 22, 167, 328, 22 ], [ 16167, 14900, 1268, 16167, 14900, 1268 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 420220, -150528, -461667, -117907, -154618, -734053 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599508800000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758935498478, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 68, "offset": 0, "std": 2.8772 } }, "second_band": { "type": "hma", "factors": { "length": 154, "offset": 70 } } }
# | 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) |
---|