| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 312898.8665 | 312012.354 | 886.5125 | 2255.3508 | 378125.9248 | -375870.5741 |
| Total P&L (%) | 312.8989 | 312.0124 | 0.8865 | 2.2554 | 378.1259 | -375.8706 |
| Avg Daily Profit (%) | 0.2217 | 0.2211 | 0.0006 | 0.0016 | 0.1109 | 0 |
| Buy And Hold Return (%) | 61.1316 | 61.1316 | 61.1316 | 61.1316 | 61.1316 | 61.1316 |
| Max Trade Drawdown | -187878 | -108521 | -146020 | -563991 | -139549 | -601679 |
| Profit Factor | 1.3391 | 1.8436 | 1.0016 | 1.0018 | 2.0008 | 0.586 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Profitability (%) | 56.8182 | 56.8182 | 56.8182 | 56.8182 | 56.8182 | 56.8182 |
| Ratio Avg Win / Avg Loss | 1.0177 | 1.4011 | 0.7612 | 0.7613 | 1.5206 | 0.4454 |
| Largest Winning Trade | 51433 | 51433 | 36963 | 116845 | 116845 | 87666 |
| Largest Losing Trade | -60190 | -42947 | -60190 | -314477 | -52125 | -314477 |
| Avg Bars in Trades | 93 | 76 | 110 | 93 | 76 | 110 |
| Avg Bars in Winners | 80 | 62 | 98 | 80 | 62 | 98 |
| Avg Bars in Losers | 111 | 96 | 127 | 111 | 96 | 127 |
| Bars Traded | 16510 | 6766 | 9744 | 16510 | 6766 | 9744 |
| Profit Streak | 0 | 0 | 538.9181 | 0 | 0 | 538.9181 |
| Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312499 | 341619 | -576226 | -574936 | -41077 | -578826 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599458400000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758888120718,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 90,
"offset": 94
}
}
}
{
"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": [
[
312898.8665218285,
312012.3539933623,
886.5125284664,
2255.3507751338,
378125.9248463358,
-375870.5740712022
],
[
312.898867,
312.012354,
0.886513,
2.255351,
378.125925,
-375.870574
],
[
0.221705,
0.221077,
0.000628,
0.00158,
0.110929,
0
],
[
61.131579,
61.131579,
61.131579,
61.131579,
61.131579,
61.131579
],
[
-187878,
-108521,
-146020,
-563991,
-139549,
-601679
],
[
1.33908,
1.843597,
1.001603,
1.001754,
2.000779,
0.586024
],
[
176,
88,
88,
176,
88,
88
],
[
100,
50,
50,
100,
50,
50
],
[
76,
38,
38,
76,
38,
38
],
[
56.818182,
56.818182,
56.818182,
56.818182,
56.818182,
56.818182
],
[
1.017701,
1.401134,
0.761219,
0.761333,
1.520592,
0.445378
],
[
51433,
51433,
36963,
116845,
116845,
87666
],
[
-60190,
-42947,
-60190,
-314477,
-52125,
-314477
],
[
93,
76,
110,
93,
76,
110
],
[
80,
62,
98,
80,
62,
98
],
[
111,
96,
127,
111,
96,
127
],
[
16510,
6766,
9744,
16510,
6766,
9744
],
[
0,
0,
538.918064,
0,
0,
538.918064
],
[
0,
0,
6,
0,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312499,
341619,
-576226,
-574936,
-41077,
-578826
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599458400000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758888120718,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 228,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 90,
"offset": 94
}
}
}
| # | 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) |
|---|