| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 181302.0868 | 238071.9725 | -56769.8857 | -70645.8733 | 117841.6077 | -188487.4809 |
| Total P&L (%) | 181.3021 | 238.072 | -56.7699 | -70.6459 | 117.8416 | -188.4875 |
| Avg Daily Profit (%) | 0.1284 | 0.1686 | -0.0402 | -0.0868 | 0.0552 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174369 | -99878 | -121273 | -230311 | -88728 | -188915 |
| Profit Factor | 1.0784 | 1.2155 | 0.9531 | 0.9643 | 1.1296 | 0.824 |
| Total Trades | 762 | 381 | 381 | 762 | 381 | 381 |
| Winning Trades | 476 | 239 | 237 | 476 | 239 | 237 |
| Losing Trades | 286 | 142 | 144 | 286 | 142 | 144 |
| Profitability (%) | 62.4672 | 62.7297 | 62.2047 | 62.4672 | 62.7297 | 62.2047 |
| Ratio Avg Win / Avg Loss | 0.6479 | 0.7222 | 0.5791 | 0.5794 | 0.6712 | 0.5007 |
| Largest Winning Trade | 28100 | 28100 | 27782 | 24219 | 22685 | 24219 |
| Largest Losing Trade | -38733 | -38733 | -33690 | -56338 | -34276 | -56338 |
| Avg Bars in Trades | 11 | 11 | 10 | 11 | 11 | 10 |
| Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
| Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
| Bars Traded | 8446 | 4395 | 4051 | 8446 | 4395 | 4051 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -151298 | 310246 | -577481 | -574487 | -195508 | -577481 |
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1597968000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758941231739,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 11,
"offset": 0,
"std": 1.75066
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
181302.0868491651,
238071.9725026609,
-56769.8856534958,
-70645.8732659456,
117841.6076634157,
-188487.4809293613
],
[
181.302087,
238.071973,
-56.769886,
-70.645873,
117.841608,
-188.487481
],
[
0.128416,
0.168627,
-0.04021,
-0.086781,
0.055163,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-174369,
-99878,
-121273,
-230311,
-88728,
-188915
],
[
1.078354,
1.215521,
0.953053,
0.964322,
1.129615,
0.823994
],
[
762,
381,
381,
762,
381,
381
],
[
476,
239,
237,
476,
239,
237
],
[
286,
142,
144,
286,
142,
144
],
[
62.467192,
62.729659,
62.204724,
62.467192,
62.729659,
62.204724
],
[
0.647919,
0.722192,
0.57907,
0.579403,
0.671152,
0.500655
],
[
28100,
28100,
27782,
24219,
22685,
24219
],
[
-38733,
-38733,
-33690,
-56338,
-34276,
-56338
],
[
11,
11,
10,
11,
11,
10
],
[
7,
7,
7,
7,
7,
7
],
[
16,
17,
15,
16,
17,
15
],
[
8446,
4395,
4051,
8446,
4395,
4051
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-151298,
310246,
-577481,
-574487,
-195508,
-577481
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1597968000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758941231739,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 11,
"offset": 0,
"std": 1.75066
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|