Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519875.0864 | 499330.0964 | 20544.99 | 193015.2282 | 173053.952 | 19961.2762 |
Total P&L (%) | 519.8751 | 499.3301 | 20.545 | 193.0152 | 173.054 | 19.9613 |
Avg Daily Profit (%) | 0.3682 | 0.3537 | 0.0146 | 0.0762 | 0.0712 | 0.0129 |
Buy And Hold Return (%) | 76.761 | 76.761 | 76.761 | 76.761 | 76.761 | 76.761 |
Max Trade Drawdown | -143288 | -129688 | -50151 | -683145 | -626820 | -186972 |
Profit Factor | 1.9596 | 2.4969 | 1.0987 | 1.1025 | 1.1311 | 1.0355 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 51.4286 | 49.0566 | 53.8462 | 51.4286 | 49.0566 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.8508 | 2.5929 | 0.9417 | 1.0413 | 1.1746 | 0.8875 |
Largest Winning Trade | 307983 | 307983 | 24765 | 527913 | 527913 | 75421 |
Largest Losing Trade | -63904 | -63904 | -38308 | -433836 | -433836 | -118494 |
Avg Bars in Trades | 77 | 128 | 25 | 77 | 128 | 25 |
Avg Bars in Winners | 94 | 171 | 24 | 94 | 171 | 24 |
Avg Bars in Losers | 59 | 86 | 27 | 59 | 86 | 27 |
Bars Traded | 8141 | 6798 | 1343 | 8141 | 6798 | 1343 |
Profit Streak | 0 | 0 | 588.7699 | 0 | 0 | 588.7699 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486391 | -167058 | -631132 | -202063 | -359816 | -702889 |
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600272000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759631318801, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 202, "offset": 0, "std": 1.30526 } }, "second_band": { "type": "zlma", "factors": { "length": 171, "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": [ [ 519875.0864492103, 499330.0964417654, 20544.9900074447, 193015.2281968087, 173053.9519566353, 19961.2762401735 ], [ 519.875086, 499.330096, 20.54499, 193.015228, 173.053952, 19.961276 ], [ 0.368228, 0.353676, 0.014552, 0.076175, 0.071174, 0.012892 ], [ 76.76097, 76.76097, 76.76097, 76.76097, 76.76097, 76.76097 ], [ -143288, -129688, -50151, -683145, -626820, -186972 ], [ 1.959626, 2.496887, 1.098694, 1.102529, 1.131121, 1.035472 ], [ 105, 53, 52, 105, 53, 52 ], [ 54, 26, 28, 54, 26, 28 ], [ 51, 27, 24, 51, 27, 24 ], [ 51.428571, 49.056604, 53.846154, 51.428571, 49.056604, 53.846154 ], [ 1.850758, 2.592921, 0.941738, 1.041278, 1.174625, 0.887548 ], [ 307983, 307983, 24765, 527913, 527913, 75421 ], [ -63904, -63904, -38308, -433836, -433836, -118494 ], [ 77, 128, 25, 77, 128, 25 ], [ 94, 171, 24, 94, 171, 24 ], [ 59, 86, 27, 59, 86, 27 ], [ 8141, 6798, 1343, 8141, 6798, 1343 ], [ 0, 0, 588.769893, 0, 0, 588.769894 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 486391, -167058, -631132, -202063, -359816, -702889 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1600272000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759631318801, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 202, "offset": 0, "std": 1.30526 } }, "second_band": { "type": "zlma", "factors": { "length": 171, "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) |
---|