| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 441638.6829 | 366456.5837 | 75182.0992 | 1006349.4577 | 732798.898 | 273550.5596 |
| Total P&L (%) | 441.6387 | 366.4566 | 75.1821 | 1006.3495 | 732.7989 | 273.5506 |
| Avg Daily Profit (%) | 0.3128 | 0.2595 | 0.0532 | 0.1704 | 0.1502 | 0.0934 |
| Buy And Hold Return (%) | 11.9583 | 11.9583 | 11.9583 | 11.9583 | 11.9583 | 11.9583 |
| Max Trade Drawdown | -96470 | -113772 | -51957 | -972663 | -1043272 | -408803 |
| Profit Factor | 1.7371 | 1.8364 | 1.4669 | 1.2524 | 1.2383 | 1.2998 |
| Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
| Winning Trades | 130 | 68 | 62 | 130 | 68 | 62 |
| Losing Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Profitability (%) | 72.6257 | 76.4045 | 68.8889 | 72.6257 | 76.4045 | 68.8889 |
| Ratio Avg Win / Avg Loss | 0.6548 | 0.5671 | 0.6625 | 0.4721 | 0.3824 | 0.587 |
| Largest Winning Trade | 42871 | 42871 | 16108 | 347636 | 347636 | 148216 |
| Largest Losing Trade | -68672 | -68672 | -25023 | -425660 | -425660 | -168369 |
| Avg Bars in Trades | 29 | 54 | 3 | 29 | 54 | 3 |
| Avg Bars in Winners | 11 | 20 | 2 | 11 | 20 | 2 |
| Avg Bars in Losers | 74 | 166 | 6 | 74 | 166 | 6 |
| Bars Traded | 5226 | 4878 | 348 | 5226 | 4878 | 348 |
| Profit Streak | 502.7498 | 503.9998 | 502.7498 | 502.7498 | 503.9998 | 502.7498 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 511504 | 460986 | -119576 | 396687 | 346358 | -66611 |
{
"trading_pair": "OCEAN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5648,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597816800000,
"first_datapoint_time": 1599004800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759795184976,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 56,
"offset": 0,
"std": 2.21022
}
}
} {
"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": [
[
441638.6828790695,
366456.5836600227,
75182.0992190466,
1006349.4576718782,
732798.8980223069,
273550.5596495717
],
[
441.638683,
366.456584,
75.182099,
1006.349458,
732.798898,
273.55056
],
[
0.312775,
0.25953,
0.053245,
0.170375,
0.150228,
0.093378
],
[
11.95831,
11.95831,
11.95831,
11.95831,
11.95831,
11.95831
],
[
-96470,
-113772,
-51957,
-972663,
-1043272,
-408803
],
[
1.737115,
1.83644,
1.466882,
1.252387,
1.238318,
1.299799
],
[
179,
89,
90,
179,
89,
90
],
[
130,
68,
62,
130,
68,
62
],
[
49,
21,
28,
49,
21,
28
],
[
72.625698,
76.404494,
68.888889,
72.625698,
76.404494,
68.888889
],
[
0.654759,
0.567136,
0.662463,
0.472054,
0.382422,
0.587006
],
[
42871,
42871,
16108,
347636,
347636,
148216
],
[
-68672,
-68672,
-25023,
-425660,
-425660,
-168369
],
[
29,
54,
3,
29,
54,
3
],
[
11,
20,
2,
11,
20,
2
],
[
74,
166,
6,
74,
166,
6
],
[
5226,
4878,
348,
5226,
4878,
348
],
[
502.749826,
503.999826,
502.749826,
502.749826,
503.999826,
502.749826
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
511504,
460986,
-119576,
396687,
346358,
-66611
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5648,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597816800000,
"first_datapoint_time": 1599004800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759795184976,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 56,
"offset": 0,
"std": 2.21022
}
}
}
| # | 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) |
|---|