Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118580.8886 | 213051.4067 | -94470.518 | -94924.1412 | 2027.4899 | -96951.6311 |
Total P&L (%) | 118.5809 | 213.0514 | -94.4705 | -94.9241 | 2.0275 | -96.9516 |
Avg Daily Profit (%) | 0.084 | 0.1509 | -0.0669 | -0.2109 | 0.0014 | -0.2469 |
Buy And Hold Return (%) | 21.6329 | 21.6329 | 21.6329 | 21.6329 | 21.6329 | 21.6329 |
Max Trade Drawdown | -172870 | -77839 | -166377 | -151263 | -32772 | -131405 |
Profit Factor | 1.1111 | 1.4791 | 0.8482 | 0.6127 | 1.0295 | 0.4502 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 54.1463 | 53.9216 | 54.3689 | 54.1463 | 53.9216 | 54.3689 |
Ratio Avg Win / Avg Loss | 0.941 | 1.264 | 0.7119 | 0.5189 | 0.8798 | 0.3779 |
Largest Winning Trade | 58513 | 58513 | 35358 | 26720 | 26720 | 18188 |
Largest Losing Trade | -93286 | -41250 | -93286 | -69093 | -15242 | -69093 |
Avg Bars in Trades | 19 | 16 | 22 | 19 | 16 | 22 |
Avg Bars in Winners | 20 | 16 | 24 | 20 | 16 | 24 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 4015 | 1688 | 2327 | 4015 | 1688 | 2327 |
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 | -179913 | 319802 | -580213 | -578889 | -545934 | -580213 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1603756800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759416860285, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 101 } } }
{ "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": [ [ 118580.8886357938, 213051.4066744047, -94470.518038611, -94924.1411706965, 2027.4899231339, -96951.6310938305 ], [ 118.580889, 213.051407, -94.470518, -94.924141, 2.02749, -96.951631 ], [ 0.083981, 0.150886, -0.066905, -0.210873, 0.001422, -0.246902 ], [ 21.632896, 21.632896, 21.632896, 21.632896, 21.632896, 21.632896 ], [ -172870, -77839, -166377, -151263, -32772, -131405 ], [ 1.111124, 1.479094, 0.848218, 0.612703, 1.029494, 0.450237 ], [ 205, 102, 103, 205, 102, 103 ], [ 111, 55, 56, 111, 55, 56 ], [ 94, 47, 47, 94, 47, 47 ], [ 54.146341, 53.921569, 54.368932, 54.146341, 53.921569, 54.368932 ], [ 0.940952, 1.263953, 0.711897, 0.518865, 0.87975, 0.377878 ], [ 58513, 58513, 35358, 26720, 26720, 18188 ], [ -93286, -41250, -93286, -69093, -15242, -69093 ], [ 19, 16, 22, 19, 16, 22 ], [ 20, 16, 24, 20, 16, 24 ], [ 18, 16, 20, 18, 16, 20 ], [ 4015, 1688, 2327, 4015, 1688, 2327 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -179913, 319802, -580213, -578889, -545934, -580213 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1603756800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759416860285, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 101 } } }
# | 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) |
---|