Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124376.8472 | 236235.2708 | -111858.4236 | -62505.8258 | 238529.2413 | -301035.0671 |
Total P&L (%) | 124.3768 | 236.2353 | -111.8584 | -62.5058 | 238.5292 | -301.0351 |
Avg Daily Profit (%) | 0.0881 | 0.1674 | -0.0793 | -0.0695 | 0.0864 | 0 |
Buy And Hold Return (%) | 29.5873 | 29.5873 | 29.5873 | 29.5873 | 29.5873 | 29.5873 |
Max Trade Drawdown | -204916 | -107746 | -264631 | -600100 | -179430 | -526411 |
Profit Factor | 1.1202 | 1.6317 | 0.8307 | 0.9387 | 1.7178 | 0.562 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 176 | 86 | 90 | 146 | 72 | 74 |
Losing Trades | 73 | 38 | 35 | 103 | 52 | 51 |
Profitability (%) | 70.6827 | 69.3548 | 72 | 58.6345 | 58.0645 | 59.2 |
Ratio Avg Win / Avg Loss | 0.4646 | 0.721 | 0.3231 | 0.6622 | 1.2407 | 0.3873 |
Largest Winning Trade | 33580 | 33580 | 24277 | 88534 | 88534 | 64323 |
Largest Losing Trade | -155271 | -52597 | -155271 | -286094 | -106227 | -286094 |
Avg Bars in Trades | 66 | 81 | 50 | 66 | 81 | 50 |
Avg Bars in Winners | 35 | 38 | 32 | 53 | 63 | 43 |
Avg Bars in Losers | 139 | 178 | 97 | 84 | 106 | 61 |
Bars Traded | 16474 | 10125 | 6349 | 16474 | 10125 | 6349 |
Profit Streak | 457.1801 | 0 | 548.2635 | 457.1801 | 0 | 548.2635 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162745 | 357765 | -576762 | -577771 | -74586 | -578422 |
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{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 76, "offset": 109 } } }
{ "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": [ [ 124376.8471742447, 236235.2707581129, -111858.4235838684, -62505.8257855796, 238529.2413470768, -301035.0671326566 ], [ 124.376847, 236.235271, -111.858424, -62.505826, 238.529241, -301.035067 ], [ 0.088127, 0.167385, -0.079257, -0.069484, 0.086441, 0 ], [ 29.587302, 29.587302, 29.587302, 29.587302, 29.587302, 29.587302 ], [ -204916, -107746, -264631, -600100, -179430, -526411 ], [ 1.120204, 1.631651, 0.830701, 0.938694, 1.717834, 0.561995 ], [ 249, 124, 125, 249, 124, 125 ], [ 176, 86, 90, 146, 72, 74 ], [ 73, 38, 35, 103, 52, 51 ], [ 70.682731, 69.354839, 72, 58.634538, 58.064516, 59.2 ], [ 0.46463, 0.720962, 0.32305, 0.66223, 1.240658, 0.387321 ], [ 33580, 33580, 24277, 88534, 88534, 64323 ], [ -155271, -52597, -155271, -286094, -106227, -286094 ], [ 66, 81, 50, 66, 81, 50 ], [ 35, 38, 32, 53, 63, 43 ], [ 139, 178, 97, 84, 106, 61 ], [ 16474, 10125, 6349, 16474, 10125, 6349 ], [ 457.180118, 0, 548.263452, 457.180118, 0, 548.263452 ], [ 1, 0, 6, 1, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162745, 357765, -576762, -577771, -74586, -578422 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599148800000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758903562230, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 76, "offset": 109 } } }
# | 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) |
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