| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 238207.1956 | 276356.4318 | -38149.2363 | -51130.1125 | 227989.5628 | -279119.6754 |
| Total P&L (%) | 238.2072 | 276.3564 | -38.1492 | -51.1301 | 227.9896 | -279.1197 |
| Avg Daily Profit (%) | 0.1687 | 0.1957 | -0.027 | -0.0507 | 0.0842 | 0 |
| Buy And Hold Return (%) | 72.2363 | 72.2363 | 72.2363 | 72.2363 | 72.2363 | 72.2363 |
| Max Trade Drawdown | -160522 | -133390 | -158440 | -456003 | -236807 | -378203 |
| Profit Factor | 1.1743 | 1.4517 | 0.9495 | 0.9758 | 1.2484 | 0.7665 |
| Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
| Winning Trades | 195 | 99 | 96 | 195 | 99 | 96 |
| Losing Trades | 142 | 70 | 72 | 142 | 70 | 72 |
| Profitability (%) | 57.8635 | 58.5799 | 57.1429 | 57.8635 | 58.5799 | 57.1429 |
| Ratio Avg Win / Avg Loss | 0.8551 | 1.0265 | 0.7121 | 0.7106 | 0.8827 | 0.5749 |
| Largest Winning Trade | 53503 | 53503 | 45266 | 101859 | 101859 | 75153 |
| Largest Losing Trade | -69043 | -46279 | -69043 | -149597 | -143028 | -149597 |
| Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
| Avg Bars in Winners | 21 | 18 | 24 | 21 | 18 | 24 |
| Avg Bars in Losers | 28 | 27 | 29 | 28 | 27 | 29 |
| Bars Traded | 8188 | 3720 | 4468 | 8188 | 3720 | 4468 |
| Profit Streak | 474.1272 | 474.1272 | 515.2939 | 474.1272 | 474.1272 | 515.2939 |
| Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -21569 | 320372 | -577879 | -576363 | -82772 | -577879 |
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759273393763,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 244,
"offset": 0,
"multiplier": 2.24726
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 191,
"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": [
[
238207.1955614762,
276356.4318220028,
-38149.2362605266,
-51130.1125467188,
227989.5628397258,
-279119.6753864448
],
[
238.207196,
276.356432,
-38.149236,
-51.130113,
227.989563,
-279.119675
],
[
0.168722,
0.195743,
-0.027021,
-0.050702,
0.084168,
0
],
[
72.236287,
72.236287,
72.236287,
72.236287,
72.236287,
72.236287
],
[
-160522,
-133390,
-158440,
-456003,
-236807,
-378203
],
[
1.174276,
1.451745,
0.949477,
0.975806,
1.24837,
0.766503
],
[
337,
169,
168,
337,
169,
168
],
[
195,
99,
96,
195,
99,
96
],
[
142,
70,
72,
142,
70,
72
],
[
57.863501,
58.579882,
57.142857,
57.863501,
58.579882,
57.142857
],
[
0.855114,
1.026486,
0.712108,
0.710587,
0.882686,
0.574878
],
[
53503,
53503,
45266,
101859,
101859,
75153
],
[
-69043,
-46279,
-69043,
-149597,
-143028,
-149597
],
[
24,
22,
26,
24,
22,
26
],
[
21,
18,
24,
21,
18,
24
],
[
28,
27,
29,
28,
27,
29
],
[
8188,
3720,
4468,
8188,
3720,
4468
],
[
474.127242,
474.127243,
515.293909,
474.127243,
474.127243,
515.293909
],
[
4,
2,
5,
4,
2,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-21569,
320372,
-577879,
-576363,
-82772,
-577879
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1600732800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759273393763,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 244,
"offset": 0,
"multiplier": 2.24726
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 191,
"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) |
|---|