Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124945.5066 | 213943.4775 | -88997.9709 | -58301.3961 | 57432.4938 | -115733.8899 |
Total P&L (%) | 124.9455 | 213.9435 | -88.998 | -58.3014 | 57.4325 | -115.7339 |
Avg Daily Profit (%) | 0.0885 | 0.1515 | -0.063 | -0.0619 | 0.0321 | 0 |
Buy And Hold Return (%) | 19.5431 | 19.5431 | 19.5431 | 19.5431 | 19.5431 | 19.5431 |
Max Trade Drawdown | -126626 | -105050 | -139285 | -245095 | -142776 | -144077 |
Profit Factor | 1.2242 | 1.8792 | 0.7165 | 0.9062 | 1.2197 | 0.6789 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 45 | 45 | 45 | 45 | 45 | 45 |
Ratio Avg Win / Avg Loss | 1.4963 | 2.2968 | 0.8757 | 1.1076 | 1.4908 | 0.8298 |
Largest Winning Trade | 139337 | 139337 | 57617 | 72092 | 72092 | 64801 |
Largest Losing Trade | -42513 | -27468 | -42513 | -51830 | -36862 | -51830 |
Avg Bars in Trades | 47 | 45 | 50 | 47 | 45 | 50 |
Avg Bars in Winners | 64 | 65 | 62 | 64 | 65 | 62 |
Avg Bars in Losers | 34 | 28 | 40 | 34 | 28 | 40 |
Bars Traded | 3833 | 1818 | 2015 | 3833 | 1818 | 2015 |
Profit Streak | 0 | 0 | 504.7823 | 0 | 0 | 504.7823 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101327 | 318870 | -582110 | -604833 | -155433 | -582110 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1604908800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760064392957, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 124945.5065878885, 213943.4775264534, -88997.9709385649, -58301.3961294067, 57432.4937577584, -115733.8898871651 ], [ 124.945507, 213.943478, -88.997971, -58.301396, 57.432494, -115.73389 ], [ 0.088488, 0.151518, -0.06303, -0.061929, 0.032146, 0 ], [ 19.543147, 19.543147, 19.543147, 19.543147, 19.543147, 19.543147 ], [ -126626, -105050, -139285, -245095, -142776, -144077 ], [ 1.224229, 1.879204, 0.716463, 0.906243, 1.219726, 0.678922 ], [ 80, 40, 40, 80, 40, 40 ], [ 36, 18, 18, 36, 18, 18 ], [ 44, 22, 22, 44, 22, 22 ], [ 45, 45, 45, 45, 45, 45 ], [ 1.49628, 2.296805, 0.875677, 1.107631, 1.490777, 0.829794 ], [ 139337, 139337, 57617, 72092, 72092, 64801 ], [ -42513, -27468, -42513, -51830, -36862, -51830 ], [ 47, 45, 50, 47, 45, 50 ], [ 64, 65, 62, 64, 65, 62 ], [ 34, 28, 40, 34, 28, 40 ], [ 3833, 1818, 2015, 3833, 1818, 2015 ], [ 0, 0, 504.782326, 0, 0, 504.782326 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -101327, 318870, -582110, -604833, -155433, -582110 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1604908800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760064392957, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|