| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 325855.6441 | 360047.8499 | -34192.2058 | -21780.3071 | 43581.0059 | -65361.3129 |
| Total P&L (%) | 325.8556 | 360.0479 | -34.1922 | -21.7803 | 43.581 | -65.3613 |
| Avg Daily Profit (%) | 0.2307 | 0.2549 | -0.0242 | -0.0174 | 0.0256 | -0.075 |
| Buy And Hold Return (%) | 39.4443 | 39.4443 | 39.4443 | 39.4443 | 39.4443 | 39.4443 |
| Max Trade Drawdown | -135516 | -113637 | -105820 | -84823 | -53935 | -75572 |
| Profit Factor | 1.3853 | 1.8514 | 0.9192 | 0.9502 | 1.2034 | 0.7066 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
| Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
| Profitability (%) | 47.2222 | 45.8333 | 48.6111 | 47.2222 | 45.8333 | 48.6111 |
| Ratio Avg Win / Avg Loss | 1.5482 | 2.188 | 0.9717 | 1.062 | 1.4222 | 0.747 |
| Largest Winning Trade | 212262 | 212262 | 62956 | 60099 | 60099 | 19253 |
| Largest Losing Trade | -37044 | -30979 | -37044 | -30638 | -21255 | -30638 |
| Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
| Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
| Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
| Bars Traded | 2678 | 1475 | 1203 | 2678 | 1475 | 1203 |
| Profit Streak | 483.6547 | 0 | 491.1547 | 483.6547 | 0 | 491.1547 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 351450 | -69196 | -659914 | -578948 | -373114 | -659914 |
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1603584000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758901367553,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 135,
"offset": 0
}
},
"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": [
[
325855.644070941,
360047.849871032,
-34192.205800091,
-21780.3070622125,
43581.0058628989,
-65361.3129251114
],
[
325.855644,
360.04785,
-34.192206,
-21.780307,
43.581006,
-65.361313
],
[
0.230694,
0.254901,
-0.024207,
-0.01739,
0.025612,
-0.07503
],
[
39.444318,
39.444318,
39.444318,
39.444318,
39.444318,
39.444318
],
[
-135516,
-113637,
-105820,
-84823,
-53935,
-75572
],
[
1.385263,
1.851396,
0.91915,
0.950167,
1.203388,
0.706624
],
[
144,
72,
72,
144,
72,
72
],
[
68,
33,
35,
68,
33,
35
],
[
76,
39,
37,
76,
39,
37
],
[
47.222222,
45.833333,
48.611111,
47.222222,
45.833333,
48.611111
],
[
1.548235,
2.188013,
0.971673,
1.061951,
1.422185,
0.747002
],
[
212262,
212262,
62956,
60099,
60099,
19253
],
[
-37044,
-30979,
-37044,
-30638,
-21255,
-30638
],
[
18,
20,
16,
18,
20,
16
],
[
16,
19,
14,
16,
19,
14
],
[
20,
21,
18,
20,
21,
18
],
[
2678,
1475,
1203,
2678,
1475,
1203
],
[
483.654717,
0,
491.154717,
483.654717,
0,
491.154717
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
351450,
-69196,
-659914,
-578948,
-373114,
-659914
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1603584000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758901367553,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 135,
"offset": 0
}
},
"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) |
|---|