Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259203.1925 | 302528.582 | -43325.3896 | -53201.9869 | 51640.7256 | -104842.7125 |
Total P&L (%) | 259.2032 | 302.5286 | -43.3254 | -53.202 | 51.6407 | -104.8427 |
Avg Daily Profit (%) | 0.1837 | 0.2144 | -0.0307 | -0.0538 | 0.0295 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236629 | -168266 | -137876 | -408039 | -273469 | -169698 |
Profit Factor | 1.2074 | 1.518 | 0.9349 | 0.9553 | 1.0852 | 0.8206 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Profitability (%) | 47.5285 | 46.9697 | 48.0916 | 47.5285 | 46.9697 | 48.0916 |
Ratio Avg Win / Avg Loss | 1.3329 | 1.7138 | 1.0091 | 1.0547 | 1.2252 | 0.8857 |
Largest Winning Trade | 163811 | 163811 | 53712 | 241559 | 241559 | 59040 |
Largest Losing Trade | -43415 | -40726 | -43415 | -69498 | -69498 | -64650 |
Avg Bars in Trades | 63 | 58 | 69 | 63 | 58 | 69 |
Avg Bars in Winners | 68 | 58 | 77 | 68 | 58 | 77 |
Avg Bars in Losers | 59 | 57 | 61 | 59 | 57 | 61 |
Bars Traded | 16787 | 7712 | 9075 | 16787 | 7712 | 9075 |
Profit Streak | 0 | 0 | 508.8334 | 0 | 0 | 508.8334 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266903 | 319976 | -579100 | -578696 | -282936 | -580766 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598810400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1760032805471, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 74, "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": [ [ 259203.1924532854, 302528.5820375714, -43325.3895842861, -53201.9868941744, 51640.7256132686, -104842.712507443 ], [ 259.203192, 302.528582, -43.32539, -53.201987, 51.640726, -104.842713 ], [ 0.183659, 0.214357, -0.030698, -0.053788, 0.029504, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -236629, -168266, -137876, -408039, -273469, -169698 ], [ 1.207378, 1.517965, 0.934931, 0.955323, 1.08515, 0.820577 ], [ 263, 132, 131, 263, 132, 131 ], [ 125, 62, 63, 125, 62, 63 ], [ 138, 70, 68, 138, 70, 68 ], [ 47.528517, 46.969697, 48.091603, 47.528517, 46.969697, 48.091603 ], [ 1.332946, 1.713832, 1.009132, 1.054676, 1.225169, 0.885702 ], [ 163811, 163811, 53712, 241559, 241559, 59040 ], [ -43415, -40726, -43415, -69498, -69498, -64650 ], [ 63, 58, 69, 63, 58, 69 ], [ 68, 58, 77, 68, 58, 77 ], [ 59, 57, 61, 59, 57, 61 ], [ 16787, 7712, 9075, 16787, 7712, 9075 ], [ 0, 0, 508.833396, 0, 0, 508.833397 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 266903, 319976, -579100, -578696, -282936, -580766 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598810400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1760032805471, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 74, "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) |
---|