Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192928.5231 | 224214.7718 | -31286.2487 | -78974.3763 | 141912.7814 | -220887.1578 |
Total P&L (%) | 192.9285 | 224.2148 | -31.2862 | -78.9744 | 141.9128 | -220.8872 |
Avg Daily Profit (%) | 0.1367 | 0.1589 | -0.0222 | -0.1104 | 0.0626 | 0 |
Buy And Hold Return (%) | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 |
Max Trade Drawdown | -162311 | -97592 | -182422 | -429561 | -174886 | -376869 |
Profit Factor | 1.1297 | 1.3314 | 0.9614 | 0.9592 | 1.1672 | 0.7964 |
Total Trades | 568 | 284 | 284 | 568 | 284 | 284 |
Winning Trades | 380 | 186 | 194 | 380 | 186 | 194 |
Losing Trades | 188 | 98 | 90 | 188 | 98 | 90 |
Profitability (%) | 66.9014 | 65.493 | 68.3099 | 66.9014 | 65.493 | 68.3099 |
Ratio Avg Win / Avg Loss | 0.5589 | 0.7015 | 0.446 | 0.4745 | 0.615 | 0.3695 |
Largest Winning Trade | 43364 | 43364 | 26219 | 53061 | 53061 | 42925 |
Largest Losing Trade | -68372 | -47892 | -68372 | -301259 | -82099 | -301259 |
Avg Bars in Trades | 29 | 29 | 30 | 29 | 29 | 30 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 57 | 56 | 59 | 57 | 56 | 59 |
Bars Traded | 16847 | 8255 | 8592 | 16847 | 8255 | 8592 |
Profit Streak | 462.763 | 462.763 | 465.513 | 462.763 | 462.763 | 465.513 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83264 | 348458 | -576101 | -574004 | -143799 | -576101 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598306400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759558724457, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 67, "na": 0.25316, "nb": 0.1, "nc": 0.06643 } } }
{ "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": [ [ 192928.523082506, 224214.771760208, -31286.2486777015, -78974.3763481543, 141912.7814157429, -220887.1577638966 ], [ 192.928523, 224.214772, -31.286249, -78.974376, 141.912781, -220.887158 ], [ 0.1367, 0.158868, -0.022168, -0.110433, 0.062614, 0 ], [ 10.364095, 10.364095, 10.364095, 10.364095, 10.364095, 10.364095 ], [ -162311, -97592, -182422, -429561, -174886, -376869 ], [ 1.129723, 1.331408, 0.961407, 0.959163, 1.167195, 0.796438 ], [ 568, 284, 284, 568, 284, 284 ], [ 380, 186, 194, 380, 186, 194 ], [ 188, 98, 90, 188, 98, 90 ], [ 66.901408, 65.492958, 68.309859, 66.901408, 65.492958, 68.309859 ], [ 0.558916, 0.701494, 0.446014, 0.474533, 0.614974, 0.369481 ], [ 43364, 43364, 26219, 53061, 53061, 42925 ], [ -68372, -47892, -68372, -301259, -82099, -301259 ], [ 29, 29, 30, 29, 29, 30 ], [ 15, 14, 16, 15, 14, 16 ], [ 57, 56, 59, 57, 56, 59 ], [ 16847, 8255, 8592, 16847, 8255, 8592 ], [ 462.763014, 462.763014, 465.513014, 462.763015, 462.763015, 465.513015 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -83264, 348458, -576101, -574004, -143799, -576101 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598306400000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759558724457, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 67, "na": 0.25316, "nb": 0.1, "nc": 0.06643 } } }
# | 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) |
---|