Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351591.7434 | 337101.1056 | 14490.6377 | 187867.2589 | 195399.4723 | -7532.2134 |
Total P&L (%) | 351.5917 | 337.1011 | 14.4906 | 187.8673 | 195.3995 | -7.5322 |
Avg Daily Profit (%) | 0.2489 | 0.2387 | 0.0103 | 0.0749 | 0.0767 | -0.0055 |
Buy And Hold Return (%) | 44.3423 | 44.3423 | 44.3423 | 44.3423 | 44.3423 | 44.3423 |
Max Trade Drawdown | -105680 | -66402 | -114333 | -293905 | -227452 | -265770 |
Profit Factor | 1.7043 | 2.7669 | 1.047 | 1.167 | 1.4004 | 0.9882 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 54.4444 | 51.1111 | 57.7778 | 54.4444 | 51.1111 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.426 | 2.6466 | 0.7651 | 0.9765 | 1.3395 | 0.7221 |
Largest Winning Trade | 137207 | 137207 | 69391 | 104878 | 104878 | 104195 |
Largest Losing Trade | -65005 | -23880 | -65005 | -103354 | -97545 | -103354 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 2542 | 1204 | 1338 | 2542 | 1204 | 1338 |
Profit Streak | 0 | 0 | 577.0454 | 0 | 0 | 577.0454 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405058 | 493900 | -512736 | -132323 | -91198 | -578092 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1606478400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758935122271, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 351591.7433675145, 337101.1056490446, 14490.6377184697, 187867.2588762385, 195399.4722959356, -7532.2134196969 ], [ 351.591743, 337.101106, 14.490638, 187.867259, 195.399472, -7.532213 ], [ 0.248915, 0.238656, 0.010259, 0.074883, 0.076713, -0.005544 ], [ 44.342291, 44.342291, 44.342291, 44.342291, 44.342291, 44.342291 ], [ -105680, -66402, -114333, -293905, -227452, -265770 ], [ 1.704256, 2.76689, 1.046979, 1.167046, 1.400364, 0.988168 ], [ 90, 45, 45, 90, 45, 45 ], [ 49, 23, 26, 49, 23, 26 ], [ 41, 22, 19, 41, 22, 19 ], [ 54.444444, 51.111111, 57.777778, 54.444444, 51.111111, 57.777778 ], [ 1.42601, 2.646591, 0.7651, 0.976508, 1.339478, 0.722123 ], [ 137207, 137207, 69391, 104878, 104878, 104195 ], [ -65005, -23880, -65005, -103354, -97545, -103354 ], [ 28, 26, 29, 28, 26, 29 ], [ 28, 26, 30, 28, 26, 30 ], [ 27, 26, 28, 27, 26, 28 ], [ 2542, 1204, 1338, 2542, 1204, 1338 ], [ 0, 0, 577.045397, 0, 0, 577.045397 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 405058, 493900, -512736, -132323, -91198, -578092 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1606478400000, "last_datapoint_time": 1719792000000, "evaluation_time": 1758935122271, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|