| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 402439.657 | 399078.5131 | 3361.1438 | 91336.9049 | 81673.9057 | 9662.9992 |
| Total P&L (%) | 402.4397 | 399.0785 | 3.3611 | 91.3369 | 81.6739 | 9.663 |
| Avg Daily Profit (%) | 0.2851 | 0.2828 | 0.0024 | 0.046 | 0.0423 | 0.0065 |
| Buy And Hold Return (%) | 57 | 57 | 57 | 57 | 57 | 57 |
| Max Trade Drawdown | -153895 | -130171 | -49221 | -140132 | -149499 | -42934 |
| Profit Factor | 1.5453 | 1.845 | 1.0127 | 1.1225 | 1.1659 | 1.0381 |
| Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
| Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
| Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
| Profitability (%) | 43.7126 | 42.1687 | 45.2381 | 43.7126 | 42.1687 | 45.2381 |
| Ratio Avg Win / Avg Loss | 1.9899 | 2.5303 | 1.2258 | 1.4454 | 1.5989 | 1.2567 |
| Largest Winning Trade | 167060 | 167060 | 34008 | 164506 | 164506 | 39616 |
| Largest Losing Trade | -37341 | -37341 | -27157 | -39229 | -39229 | -29729 |
| Avg Bars in Trades | 99 | 177 | 22 | 99 | 177 | 22 |
| Avg Bars in Winners | 137 | 263 | 22 | 137 | 263 | 22 |
| Avg Bars in Losers | 69 | 114 | 21 | 69 | 114 | 21 |
| Bars Traded | 16568 | 14711 | 1857 | 16568 | 14711 | 1857 |
| Profit Streak | 0 | 473.021 | 0 | 0 | 473.021 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341016 | 338864 | -563923 | -228429 | -206844 | -530380 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599285600000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758861016474,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 33,
"offset": 0,
"std": 3.15343
}
}
}
{
"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": [
[
402439.6569660772,
399078.5131445567,
3361.1438215204,
91336.9049230918,
81673.9057165737,
9662.9992065181
],
[
402.439657,
399.078513,
3.361144,
91.336905,
81.673906,
9.662999
],
[
0.285149,
0.282768,
0.002382,
0.045986,
0.042313,
0.006536
],
[
57,
57,
57,
57,
57,
57
],
[
-153895,
-130171,
-49221,
-140132,
-149499,
-42934
],
[
1.545316,
1.844974,
1.01265,
1.122454,
1.165893,
1.038109
],
[
167,
83,
84,
167,
83,
84
],
[
73,
35,
38,
73,
35,
38
],
[
94,
48,
46,
94,
48,
46
],
[
43.712575,
42.168675,
45.238095,
43.712575,
42.168675,
45.238095
],
[
1.989859,
2.53025,
1.22584,
1.445351,
1.598939,
1.256659
],
[
167060,
167060,
34008,
164506,
164506,
39616
],
[
-37341,
-37341,
-27157,
-39229,
-39229,
-29729
],
[
99,
177,
22,
99,
177,
22
],
[
137,
263,
22,
137,
263,
22
],
[
69,
114,
21,
69,
114,
21
],
[
16568,
14711,
1857,
16568,
14711,
1857
],
[
0,
473.021024,
0,
0,
473.021024,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341016,
338864,
-563923,
-228429,
-206844,
-530380
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599285600000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758861016474,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 33,
"offset": 0,
"std": 3.15343
}
}
}
| # | 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) |
|---|