Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610710.2391 | 466045.5829 | 144664.6562 | 3535826.6648 | 8082775.8739 | -4546949.2092 |
Total P&L (%) | 610.7102 | 466.0456 | 144.6647 | 3535.8267 | 8082.7759 | -4546.9492 |
Avg Daily Profit (%) | 0.4325 | 0.3301 | 0.1025 | 0.2548 | 0.3124 | 0 |
Buy And Hold Return (%) | 45.0604 | 45.0604 | 45.0604 | 45.0604 | 45.0604 | 45.0604 |
Max Trade Drawdown | -120789 | -67084 | -139624 | -10189671 | -3918263 | -10329379 |
Profit Factor | 2.64 | 4.0309 | 1.6617 | 1.1562 | 2.0411 | 0.6942 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 67.5325 | 66.6667 | 68.4211 | 67.5325 | 66.6667 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.2692 | 2.0154 | 0.7669 | 0.5559 | 1.0205 | 0.3204 |
Largest Winning Trade | 86966 | 86966 | 58136 | 4249687 | 4249687 | 2303005 |
Largest Losing Trade | -74954 | -31673 | -74954 | -4892328 | -1733146 | -4892328 |
Avg Bars in Trades | 51 | 40 | 63 | 51 | 40 | 63 |
Avg Bars in Winners | 54 | 40 | 68 | 54 | 40 | 68 |
Avg Bars in Losers | 45 | 39 | 51 | 45 | 39 | 51 |
Bars Traded | 3970 | 1572 | 2398 | 3970 | 1572 | 2398 |
Profit Streak | 0 | 0 | 585.0095 | 0 | 0 | 585.0095 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29777 | 647930 | -55395 | -85576 | 502134 | -577418 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 39, "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": [ [ 610710.2391183483, 466045.5828978946, 144664.6562204538, 3535826.66476818, 8082775.873928808, -4546949.209160624 ], [ 610.710239, 466.045583, 144.664656, 3535.826665, 8082.775874, -4546.949209 ], [ 0.432514, 0.330061, 0.102454, 0.254816, 0.312429, 0 ], [ 45.060412, 45.060412, 45.060412, 45.060412, 45.060412, 45.060412 ], [ -120789, -67084, -139624, -10189671, -3918263, -10329379 ], [ 2.639966, 4.030888, 1.661698, 1.156217, 2.04109, 0.694227 ], [ 77, 39, 38, 77, 39, 38 ], [ 52, 26, 26, 52, 26, 26 ], [ 25, 13, 12, 25, 13, 12 ], [ 67.532468, 66.666667, 68.421053, 67.532468, 66.666667, 68.421053 ], [ 1.269215, 2.015444, 0.766937, 0.555873, 1.020545, 0.320413 ], [ 86966, 86966, 58136, 4249687, 4249687, 2303005 ], [ -74954, -31673, -74954, -4892328, -1733146, -4892328 ], [ 51, 40, 63, 51, 40, 63 ], [ 54, 40, 68, 54, 40, 68 ], [ 45, 39, 51, 45, 39, 51 ], [ 3970, 1572, 2398, 3970, 1572, 2398 ], [ 0, 0, 585.009485, 0, 0, 585.009485 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -29777, 647930, -55395, -85576, 502134, -577418 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1601049600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759220019537, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 39, "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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