Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174905.1546 | 216060.1011 | -41154.9465 | -68428.5542 | 110630.0923 | -179058.6466 |
Total P&L (%) | 174.9052 | 216.0601 | -41.1549 | -68.4286 | 110.6301 | -179.0586 |
Avg Daily Profit (%) | 0.1239 | 0.1531 | -0.0292 | -0.0817 | 0.0528 | 0 |
Buy And Hold Return (%) | 22.46 | 22.46 | 22.46 | 22.46 | 22.46 | 22.46 |
Max Trade Drawdown | -234011 | -89075 | -226464 | -904544 | -572465 | -962811 |
Profit Factor | 1.087 | 1.2334 | 0.9621 | 0.9908 | 1.0302 | 0.9528 |
Total Trades | 750 | 375 | 375 | 750 | 375 | 375 |
Winning Trades | 460 | 229 | 231 | 460 | 229 | 231 |
Losing Trades | 290 | 146 | 144 | 290 | 146 | 144 |
Profitability (%) | 61.3333 | 61.0667 | 61.6 | 61.3333 | 61.0667 | 61.6 |
Ratio Avg Win / Avg Loss | 0.6853 | 0.7864 | 0.5997 | 0.6246 | 0.6568 | 0.594 |
Largest Winning Trade | 30861 | 30861 | 23066 | 142705 | 142705 | 94015 |
Largest Losing Trade | -50046 | -38462 | -50046 | -332652 | -332652 | -265260 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 16886 | 8413 | 8473 | 16886 | 8413 | 8473 |
Profit Streak | 0 | 0 | 474.9348 | 0 | 0 | 474.9348 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147988 | 300511 | -577007 | -574696 | -309639 | -577007 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598054400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1760027165313, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 2.29825 } } }
{ "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": [ [ 174905.1545718541, 216060.1011167585, -41154.9465449049, -68428.5542463429, 110630.0923288048, -179058.6465751471 ], [ 174.905155, 216.060101, -41.154947, -68.428554, 110.630092, -179.058647 ], [ 0.123929, 0.15309, -0.02916, -0.081657, 0.052796, 0 ], [ 22.46, 22.46, 22.46, 22.46, 22.46, 22.46 ], [ -234011, -89075, -226464, -904544, -572465, -962811 ], [ 1.086993, 1.233401, 0.962064, 0.990822, 1.030226, 0.952826 ], [ 750, 375, 375, 750, 375, 375 ], [ 460, 229, 231, 460, 229, 231 ], [ 290, 146, 144, 290, 146, 144 ], [ 61.333333, 61.066667, 61.6, 61.333333, 61.066667, 61.6 ], [ 0.685278, 0.78636, 0.599728, 0.624649, 0.656826, 0.59397 ], [ 30861, 30861, 23066, 142705, 142705, 94015 ], [ -50046, -38462, -50046, -332652, -332652, -265260 ], [ 22, 22, 22, 22, 22, 22 ], [ 14, 14, 14, 14, 14, 14 ], [ 35, 35, 35, 35, 35, 35 ], [ 16886, 8413, 8473, 16886, 8413, 8473 ], [ 0, 0, 474.934783, 0, 0, 474.934784 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147988, 300511, -577007, -574696, -309639, -577007 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598054400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1760027165313, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 2.29825 } } }
# | 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) |
---|