| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 255924.5455 | 293829.5421 | -37904.9967 | -23151.4687 | 123200.3057 | -146351.7745 |
| Total P&L (%) | 255.9245 | 293.8295 | -37.905 | -23.1515 | 123.2003 | -146.3518 |
| Avg Daily Profit (%) | 0.1813 | 0.2082 | -0.0269 | -0.0187 | 0.0569 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124708 | -111320 | -135932 | -159545 | -135352 | -189241 |
| Profit Factor | 1.1855 | 1.4396 | 0.9467 | 0.9825 | 1.1883 | 0.7812 |
| Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
| Winning Trades | 214 | 115 | 99 | 214 | 115 | 99 |
| Losing Trades | 203 | 94 | 109 | 203 | 94 | 109 |
| Profitability (%) | 51.3189 | 55.0239 | 47.5962 | 51.3189 | 55.0239 | 47.5962 |
| Ratio Avg Win / Avg Loss | 1.1246 | 1.1767 | 1.0423 | 0.932 | 0.9713 | 0.8601 |
| Largest Winning Trade | 84377 | 84377 | 40741 | 87802 | 87802 | 38422 |
| Largest Losing Trade | -51994 | -37899 | -51994 | -49413 | -49413 | -34430 |
| Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
| Avg Bars in Winners | 37 | 34 | 41 | 37 | 34 | 41 |
| Avg Bars in Losers | 41 | 36 | 45 | 41 | 36 | 45 |
| Bars Traded | 16438 | 7453 | 8984 | 16438 | 7453 | 8984 |
| Profit Streak | 474.5579 | 474.5579 | 493.0579 | 474.5579 | 474.5579 | 493.0579 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -5672 | 374478 | -578552 | -577466 | -130244 | -580219 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598824800000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758936205642,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 140,
"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": [
[
255924.5454870365,
293829.5421408371,
-37904.9966538009,
-23151.4687137762,
123200.3057466754,
-146351.7744604515
],
[
255.924545,
293.829542,
-37.904997,
-23.151469,
123.200306,
-146.351774
],
[
0.181336,
0.208193,
-0.026858,
-0.018657,
0.056906,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-124708,
-111320,
-135932,
-159545,
-135352,
-189241
],
[
1.185529,
1.439569,
0.946686,
0.982505,
1.188279,
0.781236
],
[
417,
209,
208,
417,
209,
208
],
[
214,
115,
99,
214,
115,
99
],
[
203,
94,
109,
203,
94,
109
],
[
51.318945,
55.023923,
47.596154,
51.318945,
55.023923,
47.596154
],
[
1.124591,
1.176691,
1.042311,
0.932003,
0.971289,
0.860148
],
[
84377,
84377,
40741,
87802,
87802,
38422
],
[
-51994,
-37899,
-51994,
-49413,
-49413,
-34430
],
[
39,
35,
43,
39,
35,
43
],
[
37,
34,
41,
37,
34,
41
],
[
41,
36,
45,
41,
36,
45
],
[
16438,
7453,
8984,
16438,
7453,
8984
],
[
474.557936,
474.557936,
493.057936,
474.557936,
474.557936,
493.057936
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-5672,
374478,
-578552,
-577466,
-130244,
-580219
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598824800000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758936205642,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 75,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 140,
"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) |
|---|