Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365846.7732 | 332017.8386 | 33828.9347 | 94424.6339 | 291532.7875 | -197108.1537 |
Total P&L (%) | 365.8468 | 332.0178 | 33.8289 | 94.4246 | 291.5328 | -197.1082 |
Avg Daily Profit (%) | 0.2592 | 0.2353 | 0.024 | 0.0471 | 0.0968 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132596 | -129770 | -109766 | -350090 | -249229 | -298182 |
Profit Factor | 1.1184 | 1.2208 | 1.0213 | 1.0192 | 1.1238 | 0.9234 |
Total Trades | 1494 | 747 | 747 | 1494 | 747 | 747 |
Winning Trades | 926 | 470 | 456 | 926 | 470 | 456 |
Losing Trades | 568 | 277 | 291 | 568 | 277 | 291 |
Profitability (%) | 61.9813 | 62.9183 | 61.0442 | 61.9813 | 62.9183 | 61.0442 |
Ratio Avg Win / Avg Loss | 0.686 | 0.7195 | 0.6518 | 0.6251 | 0.6623 | 0.5893 |
Largest Winning Trade | 25454 | 25454 | 19877 | 53905 | 53905 | 52236 |
Largest Losing Trade | -36683 | -31498 | -36683 | -95778 | -74113 | -95778 |
Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
Avg Bars in Winners | 8 | 8 | 7 | 8 | 8 | 7 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 16907 | 8773 | 8134 | 16907 | 8773 | 8134 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74874 | 416566 | -356883 | -322139 | -144070 | -575305 |
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1597939200000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759058513051, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 165, "af": 0, "af0": 0, "max_af": 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": [ [ 365846.7732442233, 332017.838592731, 33828.9346514927, 94424.6338882715, 291532.7875394085, -197108.1536511374 ], [ 365.846773, 332.017839, 33.828935, 94.424634, 291.532788, -197.108154 ], [ 0.259221, 0.235252, 0.02397, 0.047121, 0.096757, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -132596, -129770, -109766, -350090, -249229, -298182 ], [ 1.1184, 1.220847, 1.021323, 1.019164, 1.123823, 0.92339 ], [ 1494, 747, 747, 1494, 747, 747 ], [ 926, 470, 456, 926, 470, 456 ], [ 568, 277, 291, 568, 277, 291 ], [ 61.981258, 62.91834, 61.044177, 61.981258, 62.91834, 61.044177 ], [ 0.686017, 0.719521, 0.651765, 0.625146, 0.662338, 0.589268 ], [ 25454, 25454, 19877, 53905, 53905, 52236 ], [ -36683, -31498, -36683, -95778, -74113, -95778 ], [ 11, 11, 10, 11, 11, 10 ], [ 8, 8, 7, 8, 8, 7 ], [ 16, 17, 15, 16, 17, 15 ], [ 16907, 8773, 8134, 16907, 8773, 8134 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -74874, 416566, -356883, -322139, -144070, -575305 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1597939200000, "last_datapoint_time": 1719799200000, "evaluation_time": 1759058513051, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 165, "af": 0, "af0": 0, "max_af": 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) |
---|