| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 383428.3356 | 381158.7003 | 2269.6353 | 339038.1148 | 369211.1406 | -30173.0258 |
| Total P&L (%) | 383.4283 | 381.1587 | 2.2696 | 339.0381 | 369.2111 | -30.173 |
| Avg Daily Profit (%) | 0.2716 | 0.2699 | 0.0016 | 0.1048 | 0.1095 | -0.0254 |
| Buy And Hold Return (%) | 65.935 | 65.935 | 65.935 | 65.935 | 65.935 | 65.935 |
| Max Trade Drawdown | -87172 | -77889 | -68514 | -142052 | -140318 | -111707 |
| Profit Factor | 1.8985 | 2.7612 | 1.0108 | 1.5286 | 2.1131 | 0.9026 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
| Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
| Profitability (%) | 36.5079 | 37.5 | 35.4839 | 36.5079 | 37.5 | 35.4839 |
| Ratio Avg Win / Avg Loss | 3.3018 | 4.602 | 1.8378 | 2.6584 | 3.5218 | 1.641 |
| Largest Winning Trade | 142320 | 142320 | 67017 | 164415 | 164415 | 82011 |
| Largest Losing Trade | -39320 | -39320 | -36058 | -83419 | -83419 | -55888 |
| Avg Bars in Trades | 62 | 52 | 73 | 62 | 52 | 73 |
| Avg Bars in Winners | 122 | 102 | 143 | 122 | 102 | 143 |
| Avg Bars in Losers | 28 | 22 | 35 | 28 | 22 | 35 |
| Bars Traded | 3966 | 1683 | 2283 | 3966 | 1683 | 2283 |
| Profit Streak | 702.224 | 723.5574 | 702.224 | 702.224 | 723.5574 | 702.224 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144082 | 328625 | -568340 | -206810 | -47212 | -582354 |
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601193600000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758864156606,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 31,
"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": [
[
383428.3356074962,
381158.7003324785,
2269.6352750176,
339038.1148013421,
369211.1405833417,
-30173.0257819996
],
[
383.428336,
381.1587,
2.269635,
339.038115,
369.211141,
-30.173026
],
[
0.27155,
0.269942,
0.001607,
0.104829,
0.109542,
-0.025432
],
[
65.934959,
65.934959,
65.934959,
65.934959,
65.934959,
65.934959
],
[
-87172,
-77889,
-68514,
-142052,
-140318,
-111707
],
[
1.898517,
2.761177,
1.010792,
1.528605,
2.1131,
0.902569
],
[
63,
32,
31,
63,
32,
31
],
[
23,
12,
11,
23,
12,
11
],
[
40,
20,
20,
40,
20,
20
],
[
36.507937,
37.5,
35.483871,
36.507937,
37.5,
35.483871
],
[
3.301769,
4.601962,
1.837803,
2.658443,
3.521834,
1.641035
],
[
142320,
142320,
67017,
164415,
164415,
82011
],
[
-39320,
-39320,
-36058,
-83419,
-83419,
-55888
],
[
62,
52,
73,
62,
52,
73
],
[
122,
102,
143,
122,
102,
143
],
[
28,
22,
35,
28,
22,
35
],
[
3966,
1683,
2283,
3966,
1683,
2283
],
[
702.224035,
723.557368,
702.224035,
702.224035,
723.557368,
702.224035
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144082,
328625,
-568340,
-206810,
-47212,
-582354
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601193600000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758864156606,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 31,
"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) |
|---|