Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543383.843 | 448731.6976 | 94652.1454 | 1704968.0934 | 1475755.6821 | 229212.4112 |
Total P&L (%) | 543.3838 | 448.7317 | 94.6521 | 1704.9681 | 1475.7557 | 229.2124 |
Avg Daily Profit (%) | 0.3849 | 0.3178 | 0.067 | 0.2051 | 0.1955 | 0.0844 |
Buy And Hold Return (%) | 67.2951 | 67.2951 | 67.2951 | 67.2951 | 67.2951 | 67.2951 |
Max Trade Drawdown | -73869 | -52452 | -83770 | -816431 | -417955 | -694663 |
Profit Factor | 1.9175 | 2.6502 | 1.2955 | 1.5348 | 1.9787 | 1.1364 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 55.7971 | 56.5217 | 55.0725 | 55.7971 | 56.5217 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.5191 | 2.0386 | 1.0569 | 1.2159 | 1.5221 | 0.9271 |
Largest Winning Trade | 110157 | 110157 | 63359 | 715869 | 715869 | 288068 |
Largest Losing Trade | -43928 | -25162 | -43928 | -341453 | -213891 | -341453 |
Avg Bars in Trades | 59 | 45 | 73 | 59 | 45 | 73 |
Avg Bars in Winners | 59 | 41 | 77 | 59 | 41 | 77 |
Avg Bars in Losers | 59 | 50 | 67 | 59 | 50 | 67 |
Bars Traded | 8180 | 3127 | 5053 | 8180 | 3127 | 5053 |
Profit Streak | 501.9313 | 501.9313 | 522.9313 | 501.9313 | 501.9313 | 522.9313 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552093 | -86788 | -242351 | 420388 | -88492 | -254789 |
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599926400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759933263099, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 147, "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": [ [ 543383.8430114583, 448731.6975750751, 94652.1454363827, 1704968.0933618469, 1475755.6821275882, 229212.4112342586 ], [ 543.383843, 448.731698, 94.652145, 1704.968093, 1475.755682, 229.212411 ], [ 0.384879, 0.317837, 0.067042, 0.205131, 0.195492, 0.084432 ], [ 67.295082, 67.295082, 67.295082, 67.295082, 67.295082, 67.295082 ], [ -73869, -52452, -83770, -816431, -417955, -694663 ], [ 1.917491, 2.650153, 1.295496, 1.534812, 1.978693, 1.136429 ], [ 138, 69, 69, 138, 69, 69 ], [ 77, 39, 38, 77, 39, 38 ], [ 61, 30, 31, 61, 30, 31 ], [ 55.797101, 56.521739, 55.072464, 55.797101, 56.521739, 55.072464 ], [ 1.519051, 2.038579, 1.056852, 1.21589, 1.522071, 0.927086 ], [ 110157, 110157, 63359, 715869, 715869, 288068 ], [ -43928, -25162, -43928, -341453, -213891, -341453 ], [ 59, 45, 73, 59, 45, 73 ], [ 59, 41, 77, 59, 41, 77 ], [ 59, 50, 67, 59, 50, 67 ], [ 8180, 3127, 5053, 8180, 3127, 5053 ], [ 501.931286, 501.931286, 522.931286, 501.931286, 501.931286, 522.931286 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 552093, -86788, -242351, 420388, -88492, -254789 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599926400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759933263099, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 147, "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) |
---|