Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560432.7623 | 451590.4475 | 108842.3147 | 2329227.4852 | 2453169.8426 | -123942.3574 |
Total P&L (%) | 560.4328 | 451.5904 | 108.8423 | 2329.2275 | 2453.1698 | -123.9424 |
Avg Daily Profit (%) | 0.3969 | 0.3198 | 0.0771 | 0.2262 | 0.2297 | 0 |
Buy And Hold Return (%) | 83.5432 | 83.5432 | 83.5432 | 83.5432 | 83.5432 | 83.5432 |
Max Trade Drawdown | -144773 | -60520 | -128637 | -3178840 | -1401220 | -2748733 |
Profit Factor | 2.2857 | 3.3498 | 1.4466 | 1.3059 | 1.72 | 0.9705 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 54.5455 | 53.8462 | 55.2632 | 54.5455 | 53.8462 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.9048 | 2.8712 | 1.1711 | 1.0883 | 1.4743 | 0.7857 |
Largest Winning Trade | 118653 | 118653 | 59713 | 1983115 | 1983115 | 782770 |
Largest Losing Trade | -33085 | -28367 | -33085 | -865456 | -597716 | -865456 |
Avg Bars in Trades | 51 | 47 | 56 | 51 | 47 | 56 |
Avg Bars in Winners | 60 | 63 | 58 | 60 | 63 | 58 |
Avg Bars in Losers | 40 | 28 | 53 | 40 | 28 | 53 |
Bars Traded | 3995 | 1859 | 2136 | 3995 | 1859 | 2136 |
Profit Streak | 492.9865 | 492.9865 | 504.9865 | 492.9865 | 492.9865 | 504.9865 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30850 | 543266 | -159333 | -36346 | 415584 | -579498 |
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1602259200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760110833352, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 41, "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": [ [ 560432.7622708383, 451590.4475336372, 108842.3147372012, 2329227.4852154204, 2453169.8426474263, -123942.3574320068 ], [ 560.432762, 451.590448, 108.842315, 2329.227485, 2453.169843, -123.942357 ], [ 0.396907, 0.319823, 0.077084, 0.226187, 0.22972, 0 ], [ 83.543165, 83.543165, 83.543165, 83.543165, 83.543165, 83.543165 ], [ -144773, -60520, -128637, -3178840, -1401220, -2748733 ], [ 2.285731, 3.349767, 1.446622, 1.305912, 1.719985, 0.970537 ], [ 77, 39, 38, 77, 39, 38 ], [ 42, 21, 21, 42, 21, 21 ], [ 35, 18, 17, 35, 18, 17 ], [ 54.545455, 53.846154, 55.263158, 54.545455, 53.846154, 55.263158 ], [ 1.904776, 2.871228, 1.171075, 1.08826, 1.474273, 0.785673 ], [ 118653, 118653, 59713, 1983115, 1983115, 782770 ], [ -33085, -28367, -33085, -865456, -597716, -865456 ], [ 51, 47, 56, 51, 47, 56 ], [ 60, 63, 58, 60, 63, 58 ], [ 40, 28, 53, 40, 28, 53 ], [ 3995, 1859, 2136, 3995, 1859, 2136 ], [ 492.986497, 492.986497, 504.986497, 492.986497, 492.986497, 504.986497 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -30850, 543266, -159333, -36346, 415584, -579498 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1602259200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760110833352, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 41, "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) |
---|