| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 46607.952 | 215787.0845 | -169179.1326 | -37744.6373 | 72950.7166 | -110695.3539 |
| Total P&L (%) | 46.608 | 215.7871 | -169.1791 | -37.7446 | 72.9507 | -110.6954 |
| Avg Daily Profit (%) | 0.033 | 0.1529 | -0.1199 | -0.0336 | 0.0388 | 0 |
| Buy And Hold Return (%) | 14.6844 | 14.6844 | 14.6844 | 14.6844 | 14.6844 | 14.6844 |
| Max Trade Drawdown | -271633 | -78420 | -312876 | -368464 | -64280 | -366040 |
| Profit Factor | 1.0515 | 1.8296 | 0.7378 | 0.9581 | 1.2815 | 0.8272 |
| Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
| Winning Trades | 62 | 30 | 32 | 56 | 28 | 28 |
| Losing Trades | 33 | 18 | 15 | 39 | 20 | 19 |
| Profitability (%) | 65.2632 | 62.5 | 68.0851 | 58.9474 | 58.3333 | 59.5745 |
| Ratio Avg Win / Avg Loss | 0.5597 | 1.0977 | 0.3458 | 0.6672 | 0.9154 | 0.5613 |
| Largest Winning Trade | 66096 | 66096 | 46066 | 160562 | 47785 | 160562 |
| Largest Losing Trade | -164436 | -42120 | -164436 | -226390 | -64280 | -226390 |
| Avg Bars in Trades | 175 | 138 | 213 | 175 | 138 | 213 |
| Avg Bars in Winners | 120 | 82 | 156 | 157 | 122 | 192 |
| Avg Bars in Losers | 278 | 231 | 335 | 202 | 161 | 245 |
| Bars Traded | 16690 | 6643 | 10047 | 16690 | 6643 | 10047 |
| Profit Streak | 0 | 0 | 560.7224 | 0 | 0 | 614.6391 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -314778 | 406360 | -577393 | -579364 | -142928 | -578122 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598983200000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759116015085,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 162,
"offset": 0,
"a": 0.68221
}
}
} {
"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": [
[
46607.9519507212,
215787.0845418476,
-169179.1325911263,
-37744.6373287045,
72950.7165927922,
-110695.3539214968
],
[
46.607952,
215.787085,
-169.179133,
-37.744637,
72.950717,
-110.695354
],
[
0.033024,
0.152896,
-0.119872,
-0.033574,
0.038825,
0
],
[
14.684398,
14.684398,
14.684398,
14.684398,
14.684398,
14.684398
],
[
-271633,
-78420,
-312876,
-368464,
-64280,
-366040
],
[
1.051488,
1.829577,
0.73775,
0.958054,
1.281543,
0.827236
],
[
95,
48,
47,
95,
48,
47
],
[
62,
30,
32,
56,
28,
28
],
[
33,
18,
15,
39,
20,
19
],
[
65.263158,
62.5,
68.085106,
58.947368,
58.333333,
59.574468
],
[
0.559663,
1.097746,
0.34582,
0.667216,
0.915388,
0.561338
],
[
66096,
66096,
46066,
160562,
47785,
160562
],
[
-164436,
-42120,
-164436,
-226390,
-64280,
-226390
],
[
175,
138,
213,
175,
138,
213
],
[
120,
82,
156,
157,
122,
192
],
[
278,
231,
335,
202,
161,
245
],
[
16690,
6643,
10047,
16690,
6643,
10047
],
[
0,
0,
560.722397,
0,
0,
614.639063
],
[
0,
0,
2,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-314778,
406360,
-577393,
-579364,
-142928,
-578122
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598983200000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759116015085,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 162,
"offset": 0,
"a": 0.68221
}
}
}
| # | 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) |
|---|