Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307322.8111 | 332707.219 | -25384.4079 | -20211.6759 | 97977.8603 | -118189.5362 |
Total P&L (%) | 307.3228 | 332.7072 | -25.3844 | -20.2117 | 97.9779 | -118.1895 |
Avg Daily Profit (%) | 0.2176 | 0.2355 | -0.018 | -0.016 | 0.0484 | 0 |
Buy And Hold Return (%) | 43.1946 | 43.1946 | 43.1946 | 43.1946 | 43.1946 | 43.1946 |
Max Trade Drawdown | -88568 | -88796 | -111426 | -216153 | -196651 | -204869 |
Profit Factor | 1.6512 | 2.5599 | 0.9019 | 0.9739 | 1.2736 | 0.7168 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 54.8387 | 54.8387 | 54.8387 | 54.8387 | 54.8387 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.3598 | 2.1081 | 0.7427 | 0.8021 | 1.0488 | 0.5903 |
Largest Winning Trade | 184666 | 184666 | 69146 | 89911 | 89911 | 76261 |
Largest Losing Trade | -74203 | -58334 | -74203 | -152984 | -152984 | -132603 |
Avg Bars in Trades | 41 | 47 | 35 | 41 | 47 | 35 |
Avg Bars in Winners | 52 | 60 | 44 | 52 | 60 | 44 |
Avg Bars in Losers | 27 | 31 | 24 | 27 | 31 | 24 |
Bars Traded | 2562 | 1465 | 1097 | 2562 | 1465 | 1097 |
Profit Streak | 475.2875 | 475.2875 | 585.7875 | 475.2875 | 475.2875 | 585.7875 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147124 | 503185 | -579232 | -737689 | -132325 | -579232 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1607299200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759301637165, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 95 } }, "second_band": { "type": "wma", "factors": { "length": 221, "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": [ [ 307322.8110951088, 332707.2190105369, -25384.4079154282, -20211.6759204336, 97977.8602598878, -118189.5361803215 ], [ 307.322811, 332.707219, -25.384408, -20.211676, 97.97786, -118.189536 ], [ 0.217574, 0.235545, -0.017971, -0.015984, 0.048365, 0 ], [ 43.194574, 43.194574, 43.194574, 43.194574, 43.194574, 43.194574 ], [ -88568, -88796, -111426, -216153, -196651, -204869 ], [ 1.651168, 2.559865, 0.901863, 0.973936, 1.273562, 0.716775 ], [ 62, 31, 31, 62, 31, 31 ], [ 34, 17, 17, 34, 17, 17 ], [ 28, 14, 14, 28, 14, 14 ], [ 54.83871, 54.83871, 54.83871, 54.83871, 54.83871, 54.83871 ], [ 1.359785, 2.108124, 0.742711, 0.802065, 1.048816, 0.590285 ], [ 184666, 184666, 69146, 89911, 89911, 76261 ], [ -74203, -58334, -74203, -152984, -152984, -132603 ], [ 41, 47, 35, 41, 47, 35 ], [ 52, 60, 44, 52, 60, 44 ], [ 27, 31, 24, 27, 31, 24 ], [ 2562, 1465, 1097, 2562, 1465, 1097 ], [ 475.287467, 475.287467, 585.787467, 475.287467, 475.287467, 585.787467 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147124, 503185, -579232, -737689, -132325, -579232 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1607299200000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759301637165, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 95 } }, "second_band": { "type": "wma", "factors": { "length": 221, "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) |
---|