Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244980.9669 | 231806.1654 | 13174.8015 | 21324.4657 | 123363.0716 | -102038.6059 |
Total P&L (%) | 244.981 | 231.8062 | 13.1748 | 21.3245 | 123.3631 | -102.0386 |
Avg Daily Profit (%) | 0.1736 | 0.1642 | 0.0093 | 0.0137 | 0.057 | 0 |
Buy And Hold Return (%) | 13.3889 | 13.3889 | 13.3889 | 13.3889 | 13.3889 | 13.3889 |
Max Trade Drawdown | -130101 | -97231 | -139477 | -526404 | -607701 | -569421 |
Profit Factor | 1.2425 | 1.3712 | 1.0342 | 1.0061 | 1.0557 | 0.9218 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 175 | 89 | 86 | 175 | 89 | 86 |
Losing Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Profitability (%) | 66.0377 | 67.4242 | 64.6617 | 66.0377 | 67.4242 | 64.6617 |
Ratio Avg Win / Avg Loss | 0.639 | 0.6625 | 0.5652 | 0.5174 | 0.5101 | 0.5038 |
Largest Winning Trade | 38096 | 38096 | 16557 | 111478 | 111478 | 67425 |
Largest Losing Trade | -56072 | -56072 | -38536 | -265249 | -265249 | -183439 |
Avg Bars in Trades | 63 | 102 | 24 | 63 | 102 | 24 |
Avg Bars in Winners | 37 | 56 | 17 | 37 | 56 | 17 |
Avg Bars in Losers | 113 | 195 | 37 | 113 | 195 | 37 |
Bars Traded | 16764 | 13479 | 3285 | 16764 | 13479 | 3285 |
Profit Streak | 462.1161 | 0 | 525.6994 | 462.1161 | 0 | 525.6994 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342395 | 295999 | -527432 | -395626 | -275720 | -577448 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598515200000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759294031601, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 208, "offset": 0, "std": 1.39519 } } }
{ "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": [ [ 244980.9668811614, 231806.165375683, 13174.8015054779, 21324.4657263372, 123363.0716099996, -102038.6058836628 ], [ 244.980967, 231.806165, 13.174802, 21.324466, 123.363072, -102.038606 ], [ 0.173582, 0.164247, 0.009335, 0.013697, 0.056957, 0 ], [ 13.388889, 13.388889, 13.388889, 13.388889, 13.388889, 13.388889 ], [ -130101, -97231, -139477, -526404, -607701, -569421 ], [ 1.242487, 1.371165, 1.034154, 1.006059, 1.055711, 0.921803 ], [ 265, 132, 133, 265, 132, 133 ], [ 175, 89, 86, 175, 89, 86 ], [ 90, 43, 47, 90, 43, 47 ], [ 66.037736, 67.424242, 64.661654, 66.037736, 67.424242, 64.661654 ], [ 0.638993, 0.662473, 0.565177, 0.517402, 0.510063, 0.503776 ], [ 38096, 38096, 16557, 111478, 111478, 67425 ], [ -56072, -56072, -38536, -265249, -265249, -183439 ], [ 63, 102, 24, 63, 102, 24 ], [ 37, 56, 17, 37, 56, 17 ], [ 113, 195, 37, 113, 195, 37 ], [ 16764, 13479, 3285, 16764, 13479, 3285 ], [ 462.116106, 0, 525.69944, 462.116106, 0, 525.69944 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342395, 295999, -527432, -395626, -275720, -577448 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598515200000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759294031601, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 208, "offset": 0, "std": 1.39519 } } }
# | 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) |
---|