Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415617.5636 | 370752.7962 | 44864.7674 | 624826.2106 | 649043.5011 | -24217.2905 |
Total P&L (%) | 415.6176 | 370.7528 | 44.8648 | 624.8262 | 649.0435 | -24.2173 |
Avg Daily Profit (%) | 0.2944 | 0.2626 | 0.0318 | 0.1404 | 0.1427 | -0.0196 |
Buy And Hold Return (%) | 16.1199 | 16.1199 | 16.1199 | 16.1199 | 16.1199 | 16.1199 |
Max Trade Drawdown | -128581 | -124523 | -54724 | -353134 | -349201 | -308452 |
Profit Factor | 2.0765 | 2.2481 | 1.5039 | 1.5005 | 1.752 | 0.9371 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Losing Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Profitability (%) | 77.1429 | 82.6923 | 71.6981 | 77.1429 | 82.6923 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.6153 | 0.4705 | 0.5936 | 0.4446 | 0.3667 | 0.3699 |
Largest Winning Trade | 64316 | 64316 | 11453 | 161828 | 161828 | 59005 |
Largest Losing Trade | -72004 | -72004 | -39575 | -225931 | -200992 | -225931 |
Avg Bars in Trades | 71 | 141 | 3 | 71 | 141 | 3 |
Avg Bars in Winners | 31 | 58 | 1 | 31 | 58 | 1 |
Avg Bars in Losers | 204 | 534 | 6 | 204 | 534 | 6 |
Bars Traded | 7501 | 7332 | 169 | 7501 | 7332 | 169 |
Profit Streak | 584.6866 | 715.8532 | 584.6866 | 584.6866 | 715.8532 | 584.6866 |
Trades During Streak | 4 | 12 | 2 | 4 | 12 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540855 | -164785 | -330082 | -126 | -175985 | -756784 |
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598572800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759940920642, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 53, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 415617.5636454439, 370752.796198462, 44864.7674469822, 624826.2106096932, 649043.5011187242, -24217.2905090313 ], [ 415.617564, 370.752796, 44.864767, 624.826211, 649.043501, -24.217291 ], [ 0.294382, 0.262604, 0.031778, 0.140396, 0.142727, -0.019639 ], [ 16.119856, 16.119856, 16.119856, 16.119856, 16.119856, 16.119856 ], [ -128581, -124523, -54724, -353134, -349201, -308452 ], [ 2.076469, 2.248089, 1.503889, 1.500536, 1.751982, 0.937131 ], [ 105, 52, 53, 105, 52, 53 ], [ 81, 43, 38, 81, 43, 38 ], [ 24, 9, 15, 24, 9, 15 ], [ 77.142857, 82.692308, 71.698113, 77.142857, 82.692308, 71.698113 ], [ 0.61525, 0.47053, 0.59364, 0.444603, 0.366694, 0.36992 ], [ 64316, 64316, 11453, 161828, 161828, 59005 ], [ -72004, -72004, -39575, -225931, -200992, -225931 ], [ 71, 141, 3, 71, 141, 3 ], [ 31, 58, 1, 31, 58, 1 ], [ 204, 534, 6, 204, 534, 6 ], [ 7501, 7332, 169, 7501, 7332, 169 ], [ 584.686581, 715.853248, 584.686581, 584.686581, 715.853248, 584.686581 ], [ 4, 12, 2, 4, 12, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 540855, -164785, -330082, -126, -175985, -756784 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "4h", "packets": 25000, "actual_packets": 8471, "evaluation_days": 1411.83, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598572800000, "last_datapoint_time": 1719792000000, "evaluation_time": 1759940920642, "expiration_time": 1723451472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 53, "offset": 0, "scalar": 4 } } }
# | 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) |
---|