Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635916.0946 | 457713.9879 | 178202.1067 | 3101022.1473 | 10618136.6591 | -7517114.5118 |
Total P&L (%) | 635.9161 | 457.714 | 178.2021 | 3101.0221 | 10618.1367 | -7517.1145 |
Avg Daily Profit (%) | 0.4504 | 0.3242 | 0.1262 | 0.2458 | 0.3316 | 0 |
Buy And Hold Return (%) | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 | 12.3692 |
Max Trade Drawdown | -156001 | -69627 | -130583 | -17807243 | -5984057 | -15460247 |
Profit Factor | 1.2519 | 1.3789 | 1.1354 | 1.0241 | 1.1809 | 0.8925 |
Total Trades | 1166 | 583 | 583 | 1166 | 583 | 583 |
Winning Trades | 745 | 369 | 376 | 745 | 369 | 376 |
Losing Trades | 421 | 214 | 207 | 421 | 214 | 207 |
Profitability (%) | 63.8937 | 63.2933 | 64.494 | 63.8937 | 63.2933 | 64.494 |
Ratio Avg Win / Avg Loss | 0.7074 | 0.7997 | 0.6251 | 0.5787 | 0.6848 | 0.4914 |
Largest Winning Trade | 28100 | 28100 | 24613 | 1365927 | 1320136 | 1365927 |
Largest Losing Trade | -37938 | -30843 | -37938 | -4714998 | -2614046 | -4714998 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5643 | 2795 | 2848 | 5643 | 2795 | 2848 |
Profit Streak | 454.9346 | 454.9346 | 458.1846 | 454.9346 | 454.9346 | 458.1846 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629209 | 455681 | -92221 | -178074 | -8995 | -575169 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.42404, "nb": 0.93254, "nc": 0.1 } }, "second_band": { "type": "ssf", "factors": { "length": 7, "offset": 0, "poles": 3 } } }
{ "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": [ [ 635916.0946307852, 457713.987888588, 178202.1067421984, 3101022.147269018, 10618136.659115624, -7517114.5118466 ], [ 635.916095, 457.713988, 178.202107, 3101.022147, 10618.136659, -7517.114512 ], [ 0.450366, 0.32416, 0.126205, 0.245773, 0.331605, 0 ], [ 12.369242, 12.369242, 12.369242, 12.369242, 12.369242, 12.369242 ], [ -156001, -69627, -130583, -17807243, -5984057, -15460247 ], [ 1.251895, 1.378892, 1.135361, 1.024103, 1.180872, 0.89254 ], [ 1166, 583, 583, 1166, 583, 583 ], [ 745, 369, 376, 745, 369, 376 ], [ 421, 214, 207, 421, 214, 207 ], [ 63.893654, 63.29331, 64.493997, 63.893654, 63.29331, 64.493997 ], [ 0.707447, 0.799682, 0.625053, 0.578721, 0.684842, 0.491372 ], [ 28100, 28100, 24613, 1365927, 1320136, 1365927 ], [ -37938, -30843, -37938, -4714998, -2614046, -4714998 ], [ 4, 4, 4, 4, 4, 4 ], [ 3, 3, 3, 3, 3, 3 ], [ 7, 7, 7, 7, 7, 7 ], [ 5643, 2795, 2848, 5643, 2795, 2848 ], [ 454.934629, 454.934629, 458.184629, 454.934629, 454.934629, 458.184629 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 629209, 455681, -92221, -178074, -8995, -575169 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1597816800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758925551982, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.42404, "nb": 0.93254, "nc": 0.1 } }, "second_band": { "type": "ssf", "factors": { "length": 7, "offset": 0, "poles": 3 } } }
# | 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) |
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