Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472065.2093 | 421760.557 | 50304.6523 | -409336.3834 | 1933270.1674 | -2342606.5508 |
Total P&L (%) | 472.0652 | 421.7606 | 50.3047 | -409.3364 | 1933.2702 | -2342.6066 |
Avg Daily Profit (%) | 0.3342 | 0.2986 | 0.0356 | 0 | 0.2135 | 0 |
Buy And Hold Return (%) | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 |
Max Trade Drawdown | -152587 | -42284 | -176234 | -2634468 | -307559 | -3128906 |
Profit Factor | 1.787 | 3.3382 | 1.1199 | 0.9321 | 2.686 | 0.5198 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 65 | 31 | 34 | 64 | 32 | 32 |
Losing Trades | 32 | 18 | 14 | 33 | 17 | 16 |
Profitability (%) | 67.0103 | 63.2653 | 70.8333 | 65.9794 | 65.3061 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8797 | 1.9383 | 0.4611 | 0.4806 | 1.4269 | 0.2599 |
Largest Winning Trade | 105155 | 105155 | 59614 | 423030 | 423030 | 398252 |
Largest Losing Trade | -127383 | -36379 | -127383 | -1681171 | -238117 | -1681171 |
Avg Bars in Trades | 27 | 19 | 36 | 27 | 19 | 36 |
Avg Bars in Winners | 26 | 17 | 35 | 26 | 18 | 34 |
Avg Bars in Losers | 29 | 23 | 38 | 30 | 21 | 40 |
Bars Traded | 2701 | 960 | 1741 | 2701 | 960 | 1741 |
Profit Streak | 0 | 0 | 570.433 | 506.933 | 558.933 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446343 | 609845 | -397633 | -577308 | 557395 | -578528 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759789410688, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 80, "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": [ [ 472065.2092554958, 421760.5569731587, 50304.6522823372, -409336.3833818153, 1933270.167409204, -2342606.550791019 ], [ 472.065209, 421.760557, 50.304652, -409.336383, 1933.270167, -2342.606551 ], [ 0.334205, 0.298592, 0.035614, 0, 0.213483, 0 ], [ 58.421734, 58.421734, 58.421734, 58.421734, 58.421734, 58.421734 ], [ -152587, -42284, -176234, -2634468, -307559, -3128906 ], [ 1.786955, 3.33823, 1.119919, 0.932064, 2.686019, 0.519831 ], [ 97, 49, 48, 97, 49, 48 ], [ 65, 31, 34, 64, 32, 32 ], [ 32, 18, 14, 33, 17, 16 ], [ 67.010309, 63.265306, 70.833333, 65.979381, 65.306122, 66.666667 ], [ 0.879732, 1.938327, 0.461143, 0.480596, 1.426948, 0.259916 ], [ 105155, 105155, 59614, 423030, 423030, 398252 ], [ -127383, -36379, -127383, -1681171, -238117, -1681171 ], [ 27, 19, 36, 27, 19, 36 ], [ 26, 17, 35, 26, 18, 34 ], [ 29, 23, 38, 30, 21, 40 ], [ 2701, 960, 1741, 2701, 960, 1741 ], [ 0, 0, 570.432994, 506.932994, 558.932994, 0 ], [ 0, 0, 2, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446343, 609845, -397633, -577308, 557395, -578528 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759789410688, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 80, "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) |
---|