| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254248.3979 | 261963.6165 | -7715.2186 | -33784.9932 | 289269.3453 | -323054.3385 |
| Total P&L (%) | 254.2484 | 261.9636 | -7.7152 | -33.785 | 289.2693 | -323.0543 |
| Avg Daily Profit (%) | 0.1801 | 0.1856 | -0.0055 | -0.0292 | 0.0963 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -199035 | -88157 | -137475 | -611919 | -254591 | -485346 |
| Profit Factor | 1.0901 | 1.2011 | 0.9949 | 0.9941 | 1.1112 | 0.8974 |
| Total Trades | 1339 | 670 | 669 | 1339 | 670 | 669 |
| Winning Trades | 855 | 433 | 422 | 855 | 433 | 422 |
| Losing Trades | 484 | 237 | 247 | 484 | 237 | 247 |
| Profitability (%) | 63.8536 | 64.6269 | 63.0792 | 63.8536 | 64.6269 | 63.0792 |
| Ratio Avg Win / Avg Loss | 0.6171 | 0.6574 | 0.5823 | 0.5628 | 0.6082 | 0.5253 |
| Largest Winning Trade | 23826 | 23826 | 20081 | 56738 | 42681 | 56738 |
| Largest Losing Trade | -40043 | -40043 | -39236 | -171113 | -64470 | -171113 |
| Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
| Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
| Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
| Bars Traded | 16904 | 8110 | 8794 | 16904 | 8110 | 8794 |
| Profit Streak | 454.1149 | 454.1982 | 454.1149 | 454.1149 | 454.1982 | 454.1149 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -105525 | 425061 | -574863 | -570710 | -157717 | -574863 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1597903200000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758854724136,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 12,
"offset": 0,
"a": 0.6949
}
}
}
{
"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": [
[
254248.3979447819,
261963.6165400547,
-7715.2185952718,
-33784.9932243597,
289269.3453150451,
-323054.338539405
],
[
254.248398,
261.963617,
-7.715219,
-33.784993,
289.269345,
-323.054339
],
[
0.180148,
0.185615,
-0.005467,
-0.029207,
0.096346,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-199035,
-88157,
-137475,
-611919,
-254591,
-485346
],
[
1.090136,
1.201097,
0.994918,
0.994125,
1.111205,
0.897429
],
[
1339,
670,
669,
1339,
670,
669
],
[
855,
433,
422,
855,
433,
422
],
[
484,
237,
247,
484,
237,
247
],
[
63.853622,
64.626866,
63.079223,
63.853622,
64.626866,
63.079223
],
[
0.617106,
0.657413,
0.582333,
0.562756,
0.608211,
0.525273
],
[
23826,
23826,
20081,
56738,
42681,
56738
],
[
-40043,
-40043,
-39236,
-171113,
-64470,
-171113
],
[
12,
12,
13,
12,
12,
13
],
[
8,
8,
8,
8,
8,
8
],
[
19,
19,
20,
19,
19,
20
],
[
16904,
8110,
8794,
16904,
8110,
8794
],
[
454.114862,
454.198196,
454.114862,
454.114863,
454.198196,
454.114863
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-105525,
425061,
-574863,
-570710,
-157717,
-574863
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1597903200000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758854724136,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 12,
"offset": 0,
"a": 0.6949
}
}
}
| # | 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) |
|---|