Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472660.2392 | 390359.3801 | 82300.859 | 1439104.7803 | 1067400.6359 | 371704.1444 |
Total P&L (%) | 472.6602 | 390.3594 | 82.3009 | 1439.1048 | 1067.4006 | 371.7041 |
Avg Daily Profit (%) | 0.3349 | 0.2766 | 0.0583 | 0.1939 | 0.1743 | 0.11 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103226 | -114442 | -13733 | -339059 | -423466 | -17457 |
Profit Factor | 2.6596 | 2.5393 | 3.6366 | 2.7203 | 2.3518 | 8.9147 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 68.4932 | 69.4444 | 67.5676 | 68.4932 | 69.4444 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.2234 | 1.1173 | 1.7456 | 1.2513 | 1.0348 | 4.2791 |
Largest Winning Trade | 79809 | 79809 | 16062 | 390223 | 390223 | 125292 |
Largest Losing Trade | -69972 | -69972 | -6797 | -180302 | -180302 | -14390 |
Avg Bars in Trades | 205 | 413 | 3 | 205 | 413 | 3 |
Avg Bars in Winners | 139 | 275 | 3 | 139 | 275 | 3 |
Avg Bars in Losers | 349 | 726 | 3 | 349 | 726 | 3 |
Bars Traded | 14997 | 14868 | 129 | 14997 | 14868 | 129 |
Profit Streak | 676.9751 | 854.5584 | 676.9751 | 676.9751 | 854.5584 | 676.9751 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59486 | 571806 | -104366 | -60158 | 542299 | -33759 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598839200000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758993848634, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 1.14074 } }, "second_band": { "type": "bbu", "factors": { "length": 142, "offset": 0, "std": 3.25975 } } }
{ "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": [ [ 472660.2391807877, 390359.380141852, 82300.8590389358, 1439104.780287392, 1067400.6358811867, 371704.1444062055 ], [ 472.660239, 390.35938, 82.300859, 1439.10478, 1067.400636, 371.704144 ], [ 0.334904, 0.27659, 0.058314, 0.193891, 0.174269, 0.10997 ], [ 10, 10, 10, 10, 10, 10 ], [ -103226, -114442, -13733, -339059, -423466, -17457 ], [ 2.659553, 2.53929, 3.636598, 2.720273, 2.351838, 8.914708 ], [ 73, 36, 37, 73, 36, 37 ], [ 50, 25, 25, 50, 25, 25 ], [ 23, 11, 12, 23, 11, 12 ], [ 68.493151, 69.444444, 67.567568, 68.493151, 69.444444, 67.567568 ], [ 1.223394, 1.117288, 1.745567, 1.251325, 1.034809, 4.27906 ], [ 79809, 79809, 16062, 390223, 390223, 125292 ], [ -69972, -69972, -6797, -180302, -180302, -14390 ], [ 205, 413, 3, 205, 413, 3 ], [ 139, 275, 3, 139, 275, 3 ], [ 349, 726, 3, 349, 726, 3 ], [ 14997, 14868, 129, 14997, 14868, 129 ], [ 676.9751, 854.558433, 676.9751, 676.9751, 854.558433, 676.9751 ], [ 6, 5, 3, 6, 5, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -59486, 571806, -104366, -60158, 542299, -33759 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598839200000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758993848634, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 24, "offset": 0, "multiplier": 1.14074 } }, "second_band": { "type": "bbu", "factors": { "length": 142, "offset": 0, "std": 3.25975 } } }
# | 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) |
---|