Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175872.3092 | 258854.1485 | -82981.8392 | -78041.2313 | 12494.0515 | -90535.2828 |
Total P&L (%) | 175.8723 | 258.8541 | -82.9818 | -78.0412 | 12.4941 | -90.5353 |
Avg Daily Profit (%) | 0.1246 | 0.1834 | -0.0588 | -0.1074 | 0.0083 | -0.1669 |
Buy And Hold Return (%) | 43.5976 | 43.5976 | 43.5976 | 43.5976 | 43.5976 | 43.5976 |
Max Trade Drawdown | -226153 | -148175 | -174868 | -112754 | -58946 | -117958 |
Profit Factor | 1.1122 | 1.3894 | 0.9081 | 0.8494 | 1.059 | 0.7046 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 236 | 122 | 114 | 236 | 122 | 114 |
Losing Trades | 180 | 86 | 94 | 180 | 86 | 94 |
Profitability (%) | 56.7308 | 58.6538 | 54.8077 | 56.7308 | 58.6538 | 54.8077 |
Ratio Avg Win / Avg Loss | 0.8483 | 0.9794 | 0.7488 | 0.6478 | 0.7465 | 0.581 |
Largest Winning Trade | 65935 | 65935 | 38686 | 30239 | 30239 | 21292 |
Largest Losing Trade | -46381 | -41417 | -46381 | -37768 | -14689 | -37768 |
Avg Bars in Trades | 39 | 32 | 47 | 39 | 32 | 47 |
Avg Bars in Winners | 35 | 27 | 43 | 35 | 27 | 43 |
Avg Bars in Losers | 46 | 39 | 52 | 46 | 39 | 52 |
Bars Traded | 16570 | 6669 | 9901 | 16570 | 6669 | 9901 |
Profit Streak | 487.0834 | 487.0834 | 490.5001 | 487.0834 | 487.0834 | 490.5001 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123270 | 300587 | -578661 | -576376 | -502102 | -578661 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599170400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1760032807696, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 188, "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": [ [ 175872.3092438714, 258854.1484519182, -82981.8392080464, -78041.231292868, 12494.0515337246, -90535.2828265925 ], [ 175.872309, 258.854148, -82.981839, -78.041231, 12.494052, -90.535283 ], [ 0.124615, 0.183411, -0.058797, -0.107359, 0.008342, -0.166909 ], [ 43.597561, 43.597561, 43.597561, 43.597561, 43.597561, 43.597561 ], [ -226153, -148175, -174868, -112754, -58946, -117958 ], [ 1.112152, 1.389356, 0.908138, 0.849368, 1.059034, 0.704569 ], [ 416, 208, 208, 416, 208, 208 ], [ 236, 122, 114, 236, 122, 114 ], [ 180, 86, 94, 180, 86, 94 ], [ 56.730769, 58.653846, 54.807692, 56.730769, 58.653846, 54.807692 ], [ 0.848252, 0.979382, 0.748815, 0.647823, 0.746532, 0.580961 ], [ 65935, 65935, 38686, 30239, 30239, 21292 ], [ -46381, -41417, -46381, -37768, -14689, -37768 ], [ 39, 32, 47, 39, 32, 47 ], [ 35, 27, 43, 35, 27, 43 ], [ 46, 39, 52, 46, 39, 52 ], [ 16570, 6669, 9901, 16570, 6669, 9901 ], [ 487.083422, 487.083422, 490.500089, 487.083422, 487.083422, 490.500089 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -123270, 300587, -578661, -576376, -502102, -578661 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599170400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1760032807696, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 188, "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) |
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