Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521702.8721 | 424724.8163 | 96978.0558 | 865048.7268 | 3860452.0501 | -2995403.3233 |
Total P&L (%) | 521.7029 | 424.7248 | 96.9781 | 865.0487 | 3860.4521 | -2995.4033 |
Avg Daily Profit (%) | 0.3695 | 0.3008 | 0.0687 | 0.1607 | 0.2609 | 0 |
Buy And Hold Return (%) | 58.3398 | 58.3398 | 58.3398 | 58.3398 | 58.3398 | 58.3398 |
Max Trade Drawdown | -117942 | -83742 | -113631 | -5043700 | -1600961 | -5026890 |
Profit Factor | 1.3277 | 1.6112 | 1.1081 | 1.0304 | 1.3308 | 0.8212 |
Total Trades | 592 | 296 | 296 | 592 | 296 | 296 |
Winning Trades | 406 | 208 | 198 | 406 | 208 | 198 |
Losing Trades | 186 | 88 | 98 | 186 | 88 | 98 |
Profitability (%) | 68.5811 | 70.2703 | 66.8919 | 68.5811 | 70.2703 | 66.8919 |
Ratio Avg Win / Avg Loss | 0.6083 | 0.6817 | 0.5485 | 0.4721 | 0.563 | 0.4064 |
Largest Winning Trade | 35066 | 35066 | 21930 | 466052 | 466052 | 337535 |
Largest Losing Trade | -56355 | -44116 | -56355 | -3306609 | -1060692 | -3306609 |
Avg Bars in Trades | 13 | 15 | 12 | 13 | 15 | 12 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 25 | 30 | 21 | 25 | 30 | 21 |
Bars Traded | 8281 | 4467 | 3814 | 8281 | 4467 | 3814 |
Profit Streak | 475.8632 | 477.8632 | 475.8632 | 475.8632 | 477.8632 | 475.8632 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562469 | 490092 | -209197 | -173460 | 432803 | -576357 |
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599840000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760056978465, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.49096, "nb": 0.36173, "nc": 0.61461 } }, "second_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 2.58936 } } }
{ "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": [ [ 521702.8720630248, 424724.816304833, 96978.0557581924, 865048.7267536699, 3860452.0500925905, -2995403.3233389156 ], [ 521.702872, 424.724816, 96.978056, 865.048727, 3860.45205, -2995.403323 ], [ 0.369522, 0.300833, 0.06869, 0.160701, 0.26092, 0 ], [ 58.339798, 58.339798, 58.339798, 58.339798, 58.339798, 58.339798 ], [ -117942, -83742, -113631, -5043700, -1600961, -5026890 ], [ 1.327735, 1.611187, 1.108123, 1.030437, 1.330769, 0.821168 ], [ 592, 296, 296, 592, 296, 296 ], [ 406, 208, 198, 406, 208, 198 ], [ 186, 88, 98, 186, 88, 98 ], [ 68.581081, 70.27027, 66.891892, 68.581081, 70.27027, 66.891892 ], [ 0.608273, 0.681656, 0.548465, 0.472072, 0.563018, 0.406437 ], [ 35066, 35066, 21930, 466052, 466052, 337535 ], [ -56355, -44116, -56355, -3306609, -1060692, -3306609 ], [ 13, 15, 12, 13, 15, 12 ], [ 8, 8, 8, 8, 8, 8 ], [ 25, 30, 21, 25, 30, 21 ], [ 8281, 4467, 3814, 8281, 4467, 3814 ], [ 475.863177, 477.863177, 475.863177, 475.863177, 477.863177, 475.863177 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 562469, 490092, -209197, -173460, 432803, -576357 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599840000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760056978465, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.49096, "nb": 0.36173, "nc": 0.61461 } }, "second_band": { "type": "supertrend", "factors": { "length": 140, "offset": 0, "multiplier": 2.58936 } } }
# | 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) |
---|