Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345416.6113 | 331531.6747 | 13884.9366 | 142087.5566 | 153797.0462 | -11709.4897 |
Total P&L (%) | 345.4166 | 331.5317 | 13.8849 | 142.0876 | 153.797 | -11.7095 |
Avg Daily Profit (%) | 0.2446 | 0.2348 | 0.0098 | 0.0626 | 0.066 | -0.0088 |
Buy And Hold Return (%) | 19.9882 | 19.9882 | 19.9882 | 19.9882 | 19.9882 | 19.9882 |
Max Trade Drawdown | -182779 | -175068 | -42169 | -244389 | -213260 | -65290 |
Profit Factor | 1.8866 | 2.0797 | 1.1682 | 1.2751 | 1.3726 | 0.8872 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 53.012 | 48.7805 | 57.1429 | 53.012 | 48.7805 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6722 | 2.1837 | 0.8761 | 1.1302 | 1.4413 | 0.6654 |
Largest Winning Trade | 172085 | 172085 | 20118 | 182448 | 182448 | 15845 |
Largest Losing Trade | -50335 | -50335 | -15942 | -90666 | -90666 | -29811 |
Avg Bars in Trades | 61 | 120 | 3 | 61 | 120 | 3 |
Avg Bars in Winners | 61 | 130 | 4 | 61 | 130 | 4 |
Avg Bars in Losers | 61 | 111 | 3 | 61 | 111 | 3 |
Bars Traded | 5111 | 4945 | 166 | 5111 | 4945 | 166 |
Profit Streak | 472.0615 | 0 | 537.3115 | 472.0615 | 0 | 537.3115 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406127 | 411624 | -380043 | -109663 | -104741 | -578161 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598421600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758871710792, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.99137 } } }
{ "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": [ [ 345416.6112553668, 331531.6747035804, 13884.9365517864, 142087.5565678941, 153797.0462398851, -11709.489671991 ], [ 345.416611, 331.531675, 13.884937, 142.087557, 153.797046, -11.70949 ], [ 0.244629, 0.234796, 0.009834, 0.062635, 0.065982, -0.00882 ], [ 19.988242, 19.988242, 19.988242, 19.988242, 19.988242, 19.988242 ], [ -182779, -175068, -42169, -244389, -213260, -65290 ], [ 1.886566, 2.079711, 1.168188, 1.275078, 1.372637, 0.887202 ], [ 83, 41, 42, 83, 41, 42 ], [ 44, 20, 24, 44, 20, 24 ], [ 39, 21, 18, 39, 21, 18 ], [ 53.012048, 48.780488, 57.142857, 53.012048, 48.780488, 57.142857 ], [ 1.672183, 2.183697, 0.876141, 1.130183, 1.441269, 0.665402 ], [ 172085, 172085, 20118, 182448, 182448, 15845 ], [ -50335, -50335, -15942, -90666, -90666, -29811 ], [ 61, 120, 3, 61, 120, 3 ], [ 61, 130, 4, 61, 130, 4 ], [ 61, 111, 3, 61, 111, 3 ], [ 5111, 4945, 166, 5111, 4945, 166 ], [ 472.061467, 0, 537.311467, 472.061467, 0, 537.311467 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 406127, 411624, -380043, -109663, -104741, -578161 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598421600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758871710792, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.99137 } } }
# | 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) |
---|