Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654814.1736 | 539796.1404 | 115018.0332 | 2921121.948 | 2431236.9803 | 489884.9676 |
Total P&L (%) | 654.8142 | 539.7961 | 115.018 | 2921.1219 | 2431.237 | 489.885 |
Avg Daily Profit (%) | 0.4636 | 0.3822 | 0.0814 | 0.2416 | 0.229 | 0.1257 |
Buy And Hold Return (%) | 72.6734 | 72.6734 | 72.6734 | 72.6734 | 72.6734 | 72.6734 |
Max Trade Drawdown | -131374 | -60536 | -104177 | -4212327 | -1851113 | -2748594 |
Profit Factor | 2.7273 | 3.4727 | 1.7153 | 1.298 | 1.4295 | 1.1182 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 53.5211 | 47.2222 | 60 | 53.5211 | 47.2222 | 60 |
Ratio Avg Win / Avg Loss | 2.3684 | 3.8812 | 1.1435 | 1.1272 | 1.5977 | 0.7455 |
Largest Winning Trade | 221954 | 221954 | 58039 | 3086321 | 3086321 | 1102060 |
Largest Losing Trade | -37530 | -37530 | -30759 | -1101657 | -694750 | -1101657 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 44 | 47 | 42 | 44 | 47 | 42 |
Avg Bars in Losers | 28 | 22 | 36 | 28 | 22 | 36 |
Bars Traded | 2649 | 1246 | 1403 | 2649 | 1246 | 1403 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75049 | 545561 | -90479 | -82078 | 330844 | -116196 |
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760178256959, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 3.15897 } }, "second_band": { "type": "alma", "factors": { "length": 21, "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": [ [ 654814.1736210127, 539796.1404301238, 115018.0331908886, 2921121.9479744565, 2431236.9803278157, 489884.9676466411 ], [ 654.814174, 539.79614, 115.018033, 2921.121948, 2431.23698, 489.884968 ], [ 0.463585, 0.382157, 0.081429, 0.241581, 0.229026, 0.125726 ], [ 72.673435, 72.673435, 72.673435, 72.673435, 72.673435, 72.673435 ], [ -131374, -60536, -104177, -4212327, -1851113, -2748594 ], [ 2.727269, 3.472664, 1.715294, 1.29797, 1.429549, 1.118232 ], [ 71, 36, 35, 71, 36, 35 ], [ 38, 17, 21, 38, 17, 21 ], [ 33, 19, 14, 33, 19, 14 ], [ 53.521127, 47.222222, 60, 53.521127, 47.222222, 60 ], [ 2.368418, 3.881212, 1.143529, 1.127185, 1.597731, 0.745488 ], [ 221954, 221954, 58039, 3086321, 3086321, 1102060 ], [ -37530, -37530, -30759, -1101657, -694750, -1101657 ], [ 37, 34, 40, 37, 34, 40 ], [ 44, 47, 42, 44, 47, 42 ], [ 28, 22, 36, 28, 22, 36 ], [ 2649, 1246, 1403, 2649, 1246, 1403 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -75049, 545561, -90479, -82078, 330844, -116196 ] ] }
{ "trading_pair": "OCEAN_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2825, "evaluation_days": 1412.5, "actual_first_datapoint_time": 1597795200000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1719792000000, "evaluation_time": 1760178256959, "expiration_time": 1723453200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 3.15897 } }, "second_band": { "type": "alma", "factors": { "length": 21, "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) |
---|