Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528766.593 | 469988.121 | 58778.472 | 517402.5507 | 387824.9915 | 129577.5592 |
Total P&L (%) | 528.7666 | 469.9881 | 58.7785 | 517.4026 | 387.825 | 129.5776 |
Avg Daily Profit (%) | 0.3745 | 0.3329 | 0.0416 | 0.129 | 0.1123 | 0.0589 |
Buy And Hold Return (%) | 66.2052 | 66.2052 | 66.2052 | 66.2052 | 66.2052 | 66.2052 |
Max Trade Drawdown | -217347 | -178609 | -53323 | -471822 | -311609 | -183728 |
Profit Factor | 2.2109 | 2.6302 | 1.3962 | 1.4863 | 1.5595 | 1.3494 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 53.7313 | 57.5758 | 50 | 53.7313 | 57.5758 | 50 |
Ratio Avg Win / Avg Loss | 1.9039 | 1.9381 | 1.3962 | 1.2798 | 1.1491 | 1.3494 |
Largest Winning Trade | 250374 | 250374 | 29842 | 327275 | 327275 | 123514 |
Largest Losing Trade | -47868 | -47868 | -27364 | -166954 | -166954 | -103527 |
Avg Bars in Trades | 82 | 145 | 21 | 82 | 145 | 21 |
Avg Bars in Winners | 117 | 201 | 23 | 117 | 201 | 23 |
Avg Bars in Losers | 42 | 70 | 19 | 42 | 70 | 19 |
Bars Traded | 5528 | 4805 | 723 | 5528 | 4805 | 723 |
Profit Streak | 0 | 466.826 | 0 | 0 | 466.826 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106779 | 551336 | -302147 | -139679 | -40622 | -120834 |
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1599631200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758829768668, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 33, "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": [ [ 528766.5930030781, 469988.1209870039, 58778.4720160741, 517402.5506936726, 387824.9915409373, 129577.5591527352 ], [ 528.766593, 469.988121, 58.778472, 517.402551, 387.824992, 129.577559 ], [ 0.374481, 0.332853, 0.041628, 0.129003, 0.1123, 0.058875 ], [ 66.205212, 66.205212, 66.205212, 66.205212, 66.205212, 66.205212 ], [ -217347, -178609, -53323, -471822, -311609, -183728 ], [ 2.210941, 2.630225, 1.396185, 1.486271, 1.559532, 1.349361 ], [ 67, 33, 34, 67, 33, 34 ], [ 36, 19, 17, 36, 19, 17 ], [ 31, 14, 17, 31, 14, 17 ], [ 53.731343, 57.575758, 50, 53.731343, 57.575758, 50 ], [ 1.903866, 1.938061, 1.396185, 1.279844, 1.149129, 1.349361 ], [ 250374, 250374, 29842, 327275, 327275, 123514 ], [ -47868, -47868, -27364, -166954, -166954, -103527 ], [ 82, 145, 21, 82, 145, 21 ], [ 117, 201, 23, 117, 201, 23 ], [ 42, 70, 19, 42, 70, 19 ], [ 5528, 4805, 723, 5528, 4805, 723 ], [ 0, 466.826026, 0, 0, 466.826026, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106779, 551336, -302147, -139679, -40622, -120834 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1599631200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758829768668, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 33, "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) |
---|