| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 329440.7632 | 316914.6224 | 12526.1408 | 70387.2969 | 142720.8028 | -72333.5058 |
| Total P&L (%) | 329.4408 | 316.9146 | 12.5261 | 70.3873 | 142.7208 | -72.3335 |
| Avg Daily Profit (%) | 0.2334 | 0.2246 | 0.0089 | 0.0378 | 0.0629 | -0.091 |
| Buy And Hold Return (%) | 20.2238 | 20.2238 | 20.2238 | 20.2238 | 20.2238 | 20.2238 |
| Max Trade Drawdown | -166952 | -113921 | -114318 | -420931 | -333444 | -258221 |
| Profit Factor | 1.379 | 1.7031 | 1.0299 | 1.0378 | 1.1378 | 0.9124 |
| Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
| Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Profitability (%) | 46.8927 | 47.191 | 46.5909 | 46.8927 | 47.191 | 46.5909 |
| Ratio Avg Win / Avg Loss | 1.5617 | 1.9059 | 1.1806 | 1.1753 | 1.2732 | 1.046 |
| Largest Winning Trade | 146286 | 146286 | 56145 | 180986 | 180986 | 151648 |
| Largest Losing Trade | -41054 | -41054 | -34759 | -139892 | -139892 | -80037 |
| Avg Bars in Trades | 94 | 84 | 104 | 94 | 84 | 104 |
| Avg Bars in Winners | 114 | 102 | 128 | 114 | 102 | 128 |
| Avg Bars in Losers | 76 | 69 | 84 | 76 | 69 | 84 |
| Bars Traded | 16750 | 7539 | 9211 | 16750 | 7539 | 9211 |
| Profit Streak | 0 | 0 | 498.5213 | 0 | 0 | 498.5213 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334904 | 347382 | -535044 | -324364 | -179416 | -579795 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599062400000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759113037447,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 106,
"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": [
[
329440.7631577806,
316914.6223713102,
12526.1407864703,
70387.2969188663,
142720.8027527038,
-72333.5058338375
],
[
329.440763,
316.914622,
12.526141,
70.387297,
142.720803,
-72.333506
],
[
0.233426,
0.22455,
0.008875,
0.037766,
0.06285,
-0.091004
],
[
20.223837,
20.223837,
20.223837,
20.223837,
20.223837,
20.223837
],
[
-166952,
-113921,
-114318,
-420931,
-333444,
-258221
],
[
1.378963,
1.703112,
1.029925,
1.0378,
1.137751,
0.912433
],
[
177,
89,
88,
177,
89,
88
],
[
83,
42,
41,
83,
42,
41
],
[
94,
47,
47,
94,
47,
47
],
[
46.892655,
47.191011,
46.590909,
46.892655,
47.191011,
46.590909
],
[
1.561717,
1.905864,
1.180645,
1.175339,
1.273197,
1.04596
],
[
146286,
146286,
56145,
180986,
180986,
151648
],
[
-41054,
-41054,
-34759,
-139892,
-139892,
-80037
],
[
94,
84,
104,
94,
84,
104
],
[
114,
102,
128,
114,
102,
128
],
[
76,
69,
84,
76,
69,
84
],
[
16750,
7539,
9211,
16750,
7539,
9211
],
[
0,
0,
498.521267,
0,
0,
498.521267
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334904,
347382,
-535044,
-324364,
-179416,
-579795
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599062400000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759113037447,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 173,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 106,
"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) |
|---|