Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222794.6861 | 274940.6114 | -52145.9253 | -95155.6789 | -12453.4154 | -82702.2635 |
Total P&L (%) | 222.7947 | 274.9406 | -52.1459 | -95.1557 | -12.4534 | -82.7023 |
Avg Daily Profit (%) | 0.1578 | 0.1947 | -0.0369 | -0.2142 | -0.0094 | -0.1242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219442 | -76239 | -188984 | -198271 | -48626 | -170309 |
Profit Factor | 1.2015 | 1.6123 | 0.9206 | 0.7639 | 0.9125 | 0.6827 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 142 | 71 | 71 | 104 | 49 | 55 |
Losing Trades | 89 | 44 | 45 | 127 | 66 | 61 |
Profitability (%) | 61.4719 | 61.7391 | 61.2069 | 45.0216 | 42.6087 | 47.4138 |
Ratio Avg Win / Avg Loss | 0.7531 | 0.9992 | 0.5835 | 0.9328 | 1.2291 | 0.7572 |
Largest Winning Trade | 67325 | 67325 | 33505 | 50495 | 50495 | 21008 |
Largest Losing Trade | -156842 | -53759 | -156842 | -85455 | -31059 | -85455 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 19 | 20 | 18 | 24 | 27 | 21 |
Avg Bars in Losers | 32 | 35 | 29 | 24 | 24 | 23 |
Bars Traded | 5600 | 2999 | 2601 | 5600 | 2999 | 2601 |
Profit Streak | 466.8771 | 0 | 494.1271 | 466.8771 | 0 | 494.1271 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310828 | 338444 | -577957 | -580642 | -581956 | -580415 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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": [ [ 222794.6861417036, 274940.6114082058, -52145.9252665024, -95155.6788717633, -12453.4153654232, -82702.2635063401 ], [ 222.794686, 274.940611, -52.145925, -95.155679, -12.453415, -82.702264 ], [ 0.157787, 0.194717, -0.036931, -0.214173, -0.009419, -0.124186 ], [ 10, 10, 10, 10, 10, 10 ], [ -219442, -76239, -188984, -198271, -48626, -170309 ], [ 1.20154, 1.612279, 0.92056, 0.76385, 0.91248, 0.682712 ], [ 231, 115, 116, 231, 115, 116 ], [ 142, 71, 71, 104, 49, 55 ], [ 89, 44, 45, 127, 66, 61 ], [ 61.471861, 61.73913, 61.206897, 45.021645, 42.608696, 47.413793 ], [ 0.753078, 0.999159, 0.583453, 0.932778, 1.229055, 0.75719 ], [ 67325, 67325, 33505, 50495, 50495, 21008 ], [ -156842, -53759, -156842, -85455, -31059, -85455 ], [ 24, 26, 22, 24, 26, 22 ], [ 19, 20, 18, 24, 27, 21 ], [ 32, 35, 29, 24, 24, 23 ], [ 5600, 2999, 2601, 5600, 2999, 2601 ], [ 466.877062, 0, 494.127062, 466.877062, 0, 494.127062 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310828, 338444, -577957, -580642, -581956, -580415 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5648, "evaluation_days": 1412, "actual_first_datapoint_time": 1597816800000, "first_datapoint_time": 1598702400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759460578189, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "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) |
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