Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204122.1707 | 244772.2797 | -40650.109 | -5047.5781 | 76330.4339 | -81378.012 |
Total P&L (%) | 204.1222 | 244.7723 | -40.6501 | -5.0476 | 76.3304 | -81.378 |
Avg Daily Profit (%) | 0.1446 | 0.1734 | -0.0288 | -0.0037 | 0.0402 | -0.119 |
Buy And Hold Return (%) | 54.4262 | 54.4262 | 54.4262 | 54.4262 | 54.4262 | 54.4262 |
Max Trade Drawdown | -121336 | -63188 | -105969 | -127946 | -82499 | -107314 |
Profit Factor | 1.3494 | 1.7986 | 0.8536 | 0.9917 | 1.2298 | 0.7053 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Losing Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Profitability (%) | 39.5062 | 48.7805 | 30 | 39.5062 | 48.7805 | 30 |
Ratio Avg Win / Avg Loss | 2.0663 | 1.8886 | 1.9918 | 1.5185 | 1.2913 | 1.6457 |
Largest Winning Trade | 110766 | 110766 | 57342 | 88983 | 88983 | 40633 |
Largest Losing Trade | -37362 | -37362 | -26887 | -47675 | -47675 | -29544 |
Avg Bars in Trades | 48 | 57 | 40 | 48 | 57 | 40 |
Avg Bars in Winners | 73 | 73 | 71 | 73 | 73 | 71 |
Avg Bars in Losers | 33 | 41 | 27 | 33 | 41 | 27 |
Bars Traded | 3965 | 2343 | 1622 | 3965 | 2343 | 1622 |
Profit Streak | 0 | 0 | 511.0553 | 0 | 0 | 511.0553 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21362 | 309104 | -585165 | -598358 | -180589 | -585165 |
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{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 2.68833 } } }
{ "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": [ [ 204122.1707139025, 244772.2796938079, -40650.1089799054, -5047.5781027404, 76330.4339348216, -81378.0120375619 ], [ 204.122171, 244.77228, -40.650109, -5.047578, 76.330434, -81.378012 ], [ 0.144562, 0.173351, -0.028789, -0.003668, 0.040177, -0.118968 ], [ 54.42623, 54.42623, 54.42623, 54.42623, 54.42623, 54.42623 ], [ -121336, -63188, -105969, -127946, -82499, -107314 ], [ 1.349387, 1.798622, 0.853637, 0.991702, 1.229777, 0.705283 ], [ 81, 41, 40, 81, 41, 40 ], [ 32, 20, 12, 32, 20, 12 ], [ 49, 21, 28, 49, 21, 28 ], [ 39.506173, 48.780488, 30, 39.506173, 48.780488, 30 ], [ 2.06625, 1.888553, 1.99182, 1.518544, 1.291265, 1.64566 ], [ 110766, 110766, 57342, 88983, 88983, 40633 ], [ -37362, -37362, -26887, -47675, -47675, -29544 ], [ 48, 57, 40, 48, 57, 40 ], [ 73, 73, 71, 73, 73, 71 ], [ 33, 41, 27, 33, 41, 27 ], [ 3965, 2343, 1622, 3965, 2343, 1622 ], [ 0, 0, 511.055297, 0, 0, 511.055297 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -21362, 309104, -585165, -598358, -180589, -585165 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4236, "evaluation_days": 1412, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1603468800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759828777639, "expiration_time": 1723451904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 145, "offset": 0, "multiplier": 2.68833 } } }
# | 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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