| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 430569.5578 | 397194.232 | 33375.3258 | 717423.687 | 750919.5451 | -33495.8581 |
| Total P&L (%) | 430.5696 | 397.1942 | 33.3753 | 717.4237 | 750.9195 | -33.4959 |
| Avg Daily Profit (%) | 0.305 | 0.2813 | 0.0236 | 0.1489 | 0.1518 | -0.0289 |
| Buy And Hold Return (%) | 78.2533 | 78.2533 | 78.2533 | 78.2533 | 78.2533 | 78.2533 |
| Max Trade Drawdown | -72354 | -48359 | -73461 | -329566 | -194866 | -332177 |
| Profit Factor | 2.1686 | 3.274 | 1.1722 | 1.6207 | 2.3365 | 0.9436 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
| Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Profitability (%) | 45.7627 | 50 | 41.3793 | 45.7627 | 50 | 41.3793 |
| Ratio Avg Win / Avg Loss | 2.5702 | 3.274 | 1.6607 | 1.9209 | 2.3365 | 1.3368 |
| Largest Winning Trade | 166498 | 166498 | 66772 | 384323 | 384323 | 173260 |
| Largest Losing Trade | -48773 | -39106 | -48773 | -149049 | -149049 | -98448 |
| Avg Bars in Trades | 134 | 110 | 159 | 134 | 110 | 159 |
| Avg Bars in Winners | 194 | 156 | 242 | 194 | 156 | 242 |
| Avg Bars in Losers | 84 | 63 | 101 | 84 | 63 | 101 |
| Bars Traded | 7938 | 3301 | 4637 | 7938 | 3301 | 4637 |
| Profit Streak | 591.0519 | 728.8852 | 591.0519 | 591.0519 | 728.8852 | 591.0519 |
| Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -168168 | 525290 | -359841 | -170570 | 481473 | -581935 |
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601323200000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759439683588,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 30,
"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": [
[
430569.5577997613,
397194.2320065759,
33375.3257931856,
717423.6869682476,
750919.5450584809,
-33495.8580902332
],
[
430.569558,
397.194232,
33.375326,
717.423687,
750.919545,
-33.495858
],
[
0.304973,
0.281333,
0.02364,
0.148924,
0.151773,
-0.028888
],
[
78.253275,
78.253275,
78.253275,
78.253275,
78.253275,
78.253275
],
[
-72354,
-48359,
-73461,
-329566,
-194866,
-332177
],
[
2.168637,
3.274047,
1.172239,
1.620718,
2.336496,
0.943604
],
[
59,
30,
29,
59,
30,
29
],
[
27,
15,
12,
27,
15,
12
],
[
32,
15,
17,
32,
15,
17
],
[
45.762712,
50,
41.37931,
45.762712,
50,
41.37931
],
[
2.570236,
3.274047,
1.660672,
1.92085,
2.336496,
1.336772
],
[
166498,
166498,
66772,
384323,
384323,
173260
],
[
-48773,
-39106,
-48773,
-149049,
-149049,
-98448
],
[
134,
110,
159,
134,
110,
159
],
[
194,
156,
242,
194,
156,
242
],
[
84,
63,
101,
84,
63,
101
],
[
7938,
3301,
4637,
7938,
3301,
4637
],
[
591.051893,
728.885227,
591.051893,
591.051893,
728.885227,
591.051893
],
[
3,
4,
1,
3,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168168,
525290,
-359841,
-170570,
481473,
-581935
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601323200000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759439683588,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 244,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 30,
"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) |
|---|