Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435188.0046 | 428860.869 | 6327.1356 | 185910.324 | 213669.5961 | -27759.2721 |
Total P&L (%) | 435.188 | 428.8609 | 6.3271 | 185.9103 | 213.6696 | -27.7593 |
Avg Daily Profit (%) | 0.3082 | 0.3037 | 0.0045 | 0.0744 | 0.081 | -0.023 |
Buy And Hold Return (%) | 61.5141 | 61.5141 | 61.5141 | 61.5141 | 61.5141 | 61.5141 |
Max Trade Drawdown | -146457 | -128551 | -20274 | -462151 | -422748 | -60662 |
Profit Factor | 2.1883 | 2.4243 | 1.0972 | 1.2148 | 1.2995 | 0.8178 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Profitability (%) | 60 | 68.75 | 51.5152 | 60 | 68.75 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.4589 | 1.1019 | 1.0326 | 0.8098 | 0.5907 | 0.7697 |
Largest Winning Trade | 152803 | 152803 | 11748 | 180517 | 180517 | 22638 |
Largest Losing Trade | -73910 | -73910 | -13740 | -340461 | -340461 | -49242 |
Avg Bars in Trades | 56 | 111 | 3 | 56 | 111 | 3 |
Avg Bars in Winners | 37 | 63 | 3 | 37 | 63 | 3 |
Avg Bars in Losers | 85 | 216 | 3 | 85 | 216 | 3 |
Bars Traded | 3676 | 3571 | 105 | 3676 | 3571 | 105 |
Profit Streak | 0 | 768.9288 | 0 | 0 | 768.9288 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123105 | 566105 | -465794 | -233470 | -85361 | -580328 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760163452073, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 49, "offset": 0, "std": 1.07233 } } }
{ "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": [ [ 435188.004608285, 428860.869007551, 6327.1356007339, 185910.3239645903, 213669.5960844335, -27759.2721198432 ], [ 435.188005, 428.860869, 6.327136, 185.910324, 213.669596, -27.759272 ], [ 0.308207, 0.303726, 0.004481, 0.074426, 0.080994, -0.023026 ], [ 61.514112, 61.514112, 61.514112, 61.514112, 61.514112, 61.514112 ], [ -146457, -128551, -20274, -462151, -422748, -60662 ], [ 2.188331, 2.424281, 1.097175, 1.21475, 1.299517, 0.817764 ], [ 65, 32, 33, 65, 32, 33 ], [ 39, 22, 17, 39, 22, 17 ], [ 26, 10, 16, 26, 10, 16 ], [ 60, 68.75, 51.515152, 60, 68.75, 51.515152 ], [ 1.458887, 1.101946, 1.032635, 0.809833, 0.59069, 0.769661 ], [ 152803, 152803, 11748, 180517, 180517, 22638 ], [ -73910, -73910, -13740, -340461, -340461, -49242 ], [ 56, 111, 3, 56, 111, 3 ], [ 37, 63, 3, 37, 63, 3 ], [ 85, 216, 3, 85, 216, 3 ], [ 3676, 3571, 105, 3676, 3571, 105 ], [ 0, 768.928843, 0, 0, 768.928843, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -123105, 566105, -465794, -233470, -85361, -580328 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760163452073, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 49, "offset": 0, "std": 1.07233 } } }
# | 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) |
---|