Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230729.3335 | 281039.2249 | -50309.8914 | -58352.7611 | 386838.7766 | -445191.5377 |
Total P&L (%) | 230.7293 | 281.0392 | -50.3099 | -58.3528 | 386.8388 | -445.1915 |
Avg Daily Profit (%) | 0.1634 | 0.199 | -0.0356 | -0.062 | 0.1122 | 0 |
Buy And Hold Return (%) | 11.7336 | 11.7336 | 11.7336 | 11.7336 | 11.7336 | 11.7336 |
Max Trade Drawdown | -205965 | -116490 | -180905 | -543768 | -322782 | -568165 |
Profit Factor | 1.097 | 1.2407 | 0.9585 | 0.9865 | 1.1984 | 0.8134 |
Total Trades | 854 | 427 | 427 | 854 | 427 | 427 |
Winning Trades | 482 | 252 | 230 | 482 | 252 | 230 |
Losing Trades | 372 | 175 | 197 | 372 | 175 | 197 |
Profitability (%) | 56.4403 | 59.0164 | 53.8642 | 56.4403 | 59.0164 | 53.8642 |
Ratio Avg Win / Avg Loss | 0.8466 | 0.8616 | 0.821 | 0.7614 | 0.8322 | 0.6967 |
Largest Winning Trade | 46429 | 46429 | 43358 | 145307 | 96947 | 145307 |
Largest Losing Trade | -37112 | -33488 | -37112 | -122630 | -122630 | -105773 |
Avg Bars in Trades | 4 | 5 | 4 | 4 | 5 | 4 |
Avg Bars in Winners | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 4225 | 2148 | 2077 | 4225 | 2148 | 2077 |
Profit Streak | 0 | 0 | 462.8291 | 0 | 0 | 462.8291 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102227 | 316465 | -577738 | -574788 | -44132 | -577738 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1597996800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759002833140, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 7, "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": [ [ 230729.3335236396, 281039.2248902289, -50309.8913665887, -58352.76108061, 386838.77662809, -445191.5377087004 ], [ 230.729334, 281.039225, -50.309891, -58.352761, 386.838777, -445.191538 ], [ 0.163406, 0.199036, -0.03563, -0.062016, 0.112157, 0 ], [ 11.733577, 11.733577, 11.733577, 11.733577, 11.733577, 11.733577 ], [ -205965, -116490, -180905, -543768, -322782, -568165 ], [ 1.096971, 1.240736, 0.958488, 0.986541, 1.198366, 0.813377 ], [ 854, 427, 427, 854, 427, 427 ], [ 482, 252, 230, 482, 252, 230 ], [ 372, 175, 197, 372, 175, 197 ], [ 56.440281, 59.016393, 53.864169, 56.440281, 59.016393, 53.864169 ], [ 0.846625, 0.861622, 0.820966, 0.761397, 0.832199, 0.696675 ], [ 46429, 46429, 43358, 145307, 96947, 145307 ], [ -37112, -33488, -37112, -122630, -122630, -105773 ], [ 4, 5, 4, 4, 5, 4 ], [ 4, 4, 4, 4, 4, 4 ], [ 5, 6, 5, 5, 6, 5 ], [ 4225, 2148, 2077, 4225, 2148, 2077 ], [ 0, 0, 462.829087, 0, 0, 462.829087 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -102227, 316465, -577738, -574788, -44132, -577738 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1597996800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759002833140, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 7, "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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