Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276578.847 | 279394.3133 | -2815.4663 | 21028.4208 | 43723.0035 | -22694.5827 |
Total P&L (%) | 276.5788 | 279.3943 | -2.8155 | 21.0284 | 43.723 | -22.6946 |
Avg Daily Profit (%) | 0.1959 | 0.1979 | -0.002 | 0.0135 | 0.0257 | -0.0182 |
Buy And Hold Return (%) | 57.1612 | 57.1612 | 57.1612 | 57.1612 | 57.1612 | 57.1612 |
Max Trade Drawdown | -176097 | -95373 | -168402 | -1314705 | -1052826 | -1231057 |
Profit Factor | 1.1321 | 1.2772 | 0.9974 | 1.0022 | 1.0087 | 0.9951 |
Total Trades | 1025 | 513 | 512 | 1025 | 513 | 512 |
Winning Trades | 650 | 333 | 317 | 650 | 333 | 317 |
Losing Trades | 375 | 180 | 195 | 375 | 180 | 195 |
Profitability (%) | 63.4146 | 64.9123 | 61.9141 | 63.4146 | 64.9123 | 61.9141 |
Ratio Avg Win / Avg Loss | 0.6531 | 0.6904 | 0.6135 | 0.5782 | 0.5452 | 0.6121 |
Largest Winning Trade | 24230 | 24157 | 24230 | 123708 | 116240 | 123708 |
Largest Losing Trade | -45245 | -45245 | -40637 | -332551 | -332551 | -279398 |
Avg Bars in Trades | 4 | 4 | 4 | 4 | 4 | 4 |
Avg Bars in Winners | 2 | 2 | 2 | 2 | 2 | 2 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 4165 | 2109 | 2056 | 4165 | 2109 | 2056 |
Profit Streak | 0 | 0 | 466.7412 | 0 | 0 | 466.7412 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63033 | 316215 | -576251 | -552621 | -532627 | -576251 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599696000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759340843419, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 66, "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": [ [ 276578.8470131104, 279394.313278995, -2815.466265884, 21028.4208187379, 43723.0035118359, -22694.5826930986 ], [ 276.578847, 279.394313, -2.815466, 21.028421, 43.723004, -22.694583 ], [ 0.195877, 0.197871, -0.001994, 0.013518, 0.025692, -0.018228 ], [ 57.161191, 57.161191, 57.161191, 57.161191, 57.161191, 57.161191 ], [ -176097, -95373, -168402, -1314705, -1052826, -1231057 ], [ 1.13211, 1.277209, 0.997407, 1.002183, 1.00869, 0.995068 ], [ 1025, 513, 512, 1025, 513, 512 ], [ 650, 333, 317, 650, 333, 317 ], [ 375, 180, 195, 375, 180, 195 ], [ 63.414634, 64.912281, 61.914062, 63.414634, 64.912281, 61.914062 ], [ 0.65314, 0.690383, 0.613547, 0.578183, 0.545238, 0.612108 ], [ 24230, 24157, 24230, 123708, 116240, 123708 ], [ -45245, -45245, -40637, -332551, -332551, -279398 ], [ 4, 4, 4, 4, 4, 4 ], [ 2, 2, 2, 2, 2, 2 ], [ 6, 7, 6, 6, 7, 6 ], [ 4165, 2109, 2056, 4165, 2109, 2056 ], [ 0, 0, 466.741243, 0, 0, 466.741243 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -63033, 316215, -576251, -552621, -532627, -576251 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599696000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759340843419, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 66, "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) |
---|