Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214086.1492 | 237199.3708 | -23113.2216 | -902.846 | 95784.7121 | -96687.5581 |
Total P&L (%) | 214.0861 | 237.1994 | -23.1132 | -0.9028 | 95.7847 | -96.6876 |
Avg Daily Profit (%) | 0.1516 | 0.168 | -0.0164 | -0.0006 | 0.0476 | -0.241 |
Buy And Hold Return (%) | 38.4981 | 38.4981 | 38.4981 | 38.4981 | 38.4981 | 38.4981 |
Max Trade Drawdown | -73484 | -87081 | -106252 | -116333 | -144396 | -161643 |
Profit Factor | 1.4226 | 2.5224 | 0.9341 | 0.9984 | 1.482 | 0.731 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Profitability (%) | 69.3333 | 78.3784 | 60.5263 | 69.3333 | 78.3784 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.6292 | 0.6958 | 0.6092 | 0.4416 | 0.4088 | 0.4767 |
Largest Winning Trade | 58713 | 58713 | 40941 | 45503 | 36802 | 45503 |
Largest Losing Trade | -66112 | -66112 | -47973 | -107387 | -107387 | -67034 |
Avg Bars in Trades | 52 | 63 | 42 | 52 | 63 | 42 |
Avg Bars in Winners | 30 | 34 | 25 | 30 | 34 | 25 |
Avg Bars in Losers | 103 | 170 | 67 | 103 | 170 | 67 |
Bars Traded | 3950 | 2348 | 1602 | 3950 | 2348 | 1602 |
Profit Streak | 534.6761 | 727.0095 | 534.6761 | 534.6761 | 727.0095 | 534.6761 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51726 | 499152 | -578440 | -637919 | -128409 | -578440 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1603785600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759220016484, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 198, "offset": 0, "multiplier": 3.35456 } }, "second_band": { "type": "kcu", "factors": { "length": 208, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 214086.1492158188, 237199.3708165623, -23113.2216007437, -902.8460258023, 95784.7120668351, -96687.5580926375 ], [ 214.086149, 237.199371, -23.113222, -0.902846, 95.784712, -96.687558 ], [ 0.151619, 0.167988, -0.016369, -0.000642, 0.047592, -0.241032 ], [ 38.498077, 38.498077, 38.498077, 38.498077, 38.498077, 38.498077 ], [ -73484, -87081, -106252, -116333, -144396, -161643 ], [ 1.422629, 2.522353, 0.934103, 0.998383, 1.481956, 0.731001 ], [ 75, 37, 38, 75, 37, 38 ], [ 52, 29, 23, 52, 29, 23 ], [ 23, 8, 15, 23, 8, 15 ], [ 69.333333, 78.378378, 60.526316, 69.333333, 78.378378, 60.526316 ], [ 0.62924, 0.695822, 0.609198, 0.441592, 0.408815, 0.47674 ], [ 58713, 58713, 40941, 45503, 36802, 45503 ], [ -66112, -66112, -47973, -107387, -107387, -67034 ], [ 52, 63, 42, 52, 63, 42 ], [ 30, 34, 25, 30, 34, 25 ], [ 103, 170, 67, 103, 170, 67 ], [ 3950, 2348, 1602, 3950, 2348, 1602 ], [ 534.676117, 727.00945, 534.676117, 534.676117, 727.00945, 534.676117 ], [ 4, 5, 2, 4, 5, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -51726, 499152, -578440, -637919, -128409, -578440 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1603785600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759220016484, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 198, "offset": 0, "multiplier": 3.35456 } }, "second_band": { "type": "kcu", "factors": { "length": 208, "offset": 0, "scalar": 1 } } }
# | 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) |
---|