| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 235830.4109 | 263503.5833 | -27673.1724 | -4265.4256 | -243.0534 | -4022.3723 |
| Total P&L (%) | 235.8304 | 263.5036 | -27.6732 | -4.2654 | -0.2431 | -4.0224 |
| Avg Daily Profit (%) | 0.1671 | 0.1867 | -0.0196 | -0.0031 | -0.0002 | -0.0029 |
| Buy And Hold Return (%) | 25.9877 | 25.9877 | 25.9877 | 25.9877 | 25.9877 | 25.9877 |
| Max Trade Drawdown | -184659 | -157069 | -96991 | -568790 | -529411 | -158160 |
| Profit Factor | 1.2955 | 1.5221 | 0.9057 | 0.9968 | 0.9997 | 0.9886 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
| Losing Trades | 74 | 35 | 39 | 74 | 35 | 39 |
| Profitability (%) | 55.6886 | 57.8313 | 53.5714 | 55.6886 | 57.8313 | 53.5714 |
| Ratio Avg Win / Avg Loss | 1.0308 | 1.1099 | 0.785 | 0.7931 | 0.729 | 0.8568 |
| Largest Winning Trade | 110055 | 110055 | 24511 | 174147 | 174147 | 51604 |
| Largest Losing Trade | -54458 | -54458 | -15296 | -234953 | -234953 | -31428 |
| Avg Bars in Trades | 98 | 168 | 30 | 98 | 168 | 30 |
| Avg Bars in Winners | 99 | 165 | 28 | 99 | 165 | 28 |
| Avg Bars in Losers | 98 | 171 | 32 | 98 | 171 | 32 |
| Bars Traded | 16503 | 13971 | 2532 | 16503 | 13971 | 2532 |
| Profit Streak | 455.5406 | 0 | 457.7073 | 455.5406 | 0 | 457.7073 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345347 | 346751 | -580059 | -578580 | -580094 | -580059 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599156000000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758855506689,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 41,
"offset": 0,
"std": 1.29379
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 186,
"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": [
[
235830.4108904447,
263503.5833169022,
-27673.1724264574,
-4265.4256063927,
-243.053354626,
-4022.3722517668
],
[
235.830411,
263.503583,
-27.673172,
-4.265426,
-0.243053,
-4.022372
],
[
0.167098,
0.186706,
-0.019608,
-0.003089,
-0.000172,
-0.002909
],
[
25.987654,
25.987654,
25.987654,
25.987654,
25.987654,
25.987654
],
[
-184659,
-157069,
-96991,
-568790,
-529411,
-158160
],
[
1.295454,
1.522134,
0.905723,
0.996752,
0.999747,
0.988623
],
[
167,
83,
84,
167,
83,
84
],
[
93,
48,
45,
93,
48,
45
],
[
74,
35,
39,
74,
35,
39
],
[
55.688623,
57.831325,
53.571429,
55.688623,
57.831325,
53.571429
],
[
1.030791,
1.109889,
0.78496,
0.793114,
0.728982,
0.856807
],
[
110055,
110055,
24511,
174147,
174147,
51604
],
[
-54458,
-54458,
-15296,
-234953,
-234953,
-31428
],
[
98,
168,
30,
98,
168,
30
],
[
99,
165,
28,
99,
165,
28
],
[
98,
171,
32,
98,
171,
32
],
[
16503,
13971,
2532,
16503,
13971,
2532
],
[
455.540587,
0,
457.707253,
455.540587,
0,
457.707253
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345347,
346751,
-580059,
-578580,
-580094,
-580059
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599156000000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758855506689,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 41,
"offset": 0,
"std": 1.29379
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 186,
"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) |
|---|