Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234792.5072 | 282486.1014 | -47693.5941 | -25645.1198 | 68869.3412 | -94514.461 |
Total P&L (%) | 234.7925 | 282.4861 | -47.6936 | -25.6451 | 68.8693 | -94.5145 |
Avg Daily Profit (%) | 0.1664 | 0.2002 | -0.0338 | -0.021 | 0.0371 | -0.2055 |
Buy And Hold Return (%) | 51.7472 | 51.7472 | 51.7472 | 51.7472 | 51.7472 | 51.7472 |
Max Trade Drawdown | -156925 | -102254 | -181914 | -156715 | -110918 | -133172 |
Profit Factor | 1.1571 | 1.3834 | 0.9371 | 0.979 | 1.1108 | 0.8418 |
Total Trades | 522 | 261 | 261 | 522 | 261 | 261 |
Winning Trades | 279 | 146 | 133 | 279 | 146 | 133 |
Losing Trades | 243 | 115 | 128 | 243 | 115 | 128 |
Profitability (%) | 53.4483 | 55.9387 | 50.9579 | 53.4483 | 55.9387 | 50.9579 |
Ratio Avg Win / Avg Loss | 1.0078 | 1.0897 | 0.9018 | 0.8526 | 0.8749 | 0.8101 |
Largest Winning Trade | 68102 | 68102 | 40141 | 54605 | 54605 | 26625 |
Largest Losing Trade | -41640 | -41182 | -41640 | -64287 | -64287 | -29472 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 29 | 28 | 31 | 29 | 28 | 31 |
Avg Bars in Losers | 33 | 30 | 35 | 33 | 30 | 35 |
Bars Traded | 16409 | 7741 | 8668 | 16409 | 7741 | 8668 |
Profit Streak | 0 | 0 | 488.4903 | 0 | 0 | 488.4903 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38938 | 325666 | -579259 | -577603 | -304610 | -579259 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 192, "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": [ [ 234792.5072319294, 282486.1013702073, -47693.5941382779, -25645.1197996642, 68869.3412214562, -94514.4610211204 ], [ 234.792507, 282.486101, -47.693594, -25.64512, 68.869341, -94.514461 ], [ 0.166363, 0.200156, -0.033793, -0.020994, 0.037132, -0.205485 ], [ 51.747212, 51.747212, 51.747212, 51.747212, 51.747212, 51.747212 ], [ -156925, -102254, -181914, -156715, -110918, -133172 ], [ 1.157114, 1.383435, 0.937053, 0.978961, 1.110782, 0.841758 ], [ 522, 261, 261, 522, 261, 261 ], [ 279, 146, 133, 279, 146, 133 ], [ 243, 115, 128, 243, 115, 128 ], [ 53.448276, 55.938697, 50.957854, 53.448276, 55.938697, 50.957854 ], [ 1.007809, 1.089692, 0.901826, 0.852644, 0.874931, 0.810113 ], [ 68102, 68102, 40141, 54605, 54605, 26625 ], [ -41640, -41182, -41640, -64287, -64287, -29472 ], [ 31, 29, 33, 31, 29, 33 ], [ 29, 28, 31, 29, 28, 31 ], [ 33, 30, 35, 33, 30, 35 ], [ 16409, 7741, 8668, 16409, 7741, 8668 ], [ 0, 0, 488.490328, 0, 0, 488.490328 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -38938, 325666, -579259, -577603, -304610, -579259 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599199200000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759657564340, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 192, "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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