Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437713.7918 | 401551.8788 | 36161.9129 | 625161.9202 | 663660.4845 | -38498.5644 |
Total P&L (%) | 437.7138 | 401.5519 | 36.1619 | 625.1619 | 663.6605 | -38.4986 |
Avg Daily Profit (%) | 0.31 | 0.2844 | 0.0256 | 0.1404 | 0.1441 | -0.0344 |
Buy And Hold Return (%) | 92.729 | 92.729 | 92.729 | 92.729 | 92.729 | 92.729 |
Max Trade Drawdown | -95796 | -94594 | -71874 | -293174 | -242993 | -230635 |
Profit Factor | 2.1752 | 3.2095 | 1.1896 | 1.574 | 2.2402 | 0.9305 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 36.9863 | 40.5405 | 33.3333 | 36.9863 | 40.5405 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.7058 | 4.7073 | 2.3792 | 2.6817 | 3.2857 | 1.861 |
Largest Winning Trade | 157581 | 157581 | 62715 | 489548 | 489548 | 121907 |
Largest Losing Trade | -25898 | -20623 | -25898 | -98256 | -98256 | -77232 |
Avg Bars in Trades | 54 | 46 | 62 | 54 | 46 | 62 |
Avg Bars in Winners | 118 | 99 | 141 | 118 | 99 | 141 |
Avg Bars in Losers | 17 | 11 | 22 | 17 | 11 | 22 |
Bars Traded | 3974 | 1735 | 2239 | 3974 | 1735 | 2239 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70220 | 319496 | -341779 | -83814 | 11124 | -584483 |
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{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 153, "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": [ [ 437713.7917520188, 401551.8788167008, 36161.9129353182, 625161.9201833255, 663660.4845467092, -38498.5643633838 ], [ 437.713792, 401.551879, 36.161913, 625.16192, 663.660485, -38.498564 ], [ 0.309996, 0.284385, 0.02561, 0.140412, 0.144081, -0.034421 ], [ 92.72899, 92.72899, 92.72899, 92.72899, 92.72899, 92.72899 ], [ -95796, -94594, -71874, -293174, -242993, -230635 ], [ 2.17517, 3.209497, 1.189598, 1.574034, 2.240222, 0.930502 ], [ 73, 37, 36, 73, 37, 36 ], [ 27, 15, 12, 27, 15, 12 ], [ 46, 22, 24, 46, 22, 24 ], [ 36.986301, 40.540541, 33.333333, 36.986301, 40.540541, 33.333333 ], [ 3.705845, 4.707262, 2.379196, 2.681688, 3.285659, 1.861004 ], [ 157581, 157581, 62715, 489548, 489548, 121907 ], [ -25898, -20623, -25898, -98256, -98256, -77232 ], [ 54, 46, 62, 54, 46, 62 ], [ 118, 99, 141, 118, 99, 141 ], [ 17, 11, 22, 17, 11, 22 ], [ 3974, 1735, 2239, 3974, 1735, 2239 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -70220, 319496, -341779, -83814, 11124, -584483 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1602201600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759578695621, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 153, "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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