| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 309593.7182 | 339591.5956 | -29997.8773 | -12318.013 | 75960.7623 | -88278.7753 |
| Total P&L (%) | 309.5937 | 339.5916 | -29.9979 | -12.318 | 75.9608 | -88.2788 |
| Avg Daily Profit (%) | 0.2192 | 0.2404 | -0.0212 | -0.0093 | 0.04 | -0.1517 |
| Buy And Hold Return (%) | 36.8574 | 36.8574 | 36.8574 | 36.8574 | 36.8574 | 36.8574 |
| Max Trade Drawdown | -100321 | -98724 | -88498 | -128640 | -150084 | -115428 |
| Profit Factor | 1.7196 | 2.7114 | 0.8706 | 0.9772 | 1.2878 | 0.6816 |
| Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 57.8313 | 56.0976 | 59.5238 | 57.8313 | 56.0976 | 59.5238 |
| Ratio Avg Win / Avg Loss | 1.2539 | 2.122 | 0.592 | 0.7126 | 1.0079 | 0.4635 |
| Largest Winning Trade | 220576 | 220576 | 63968 | 87250 | 87250 | 46773 |
| Largest Losing Trade | -75696 | -50900 | -75696 | -85297 | -85297 | -77750 |
| Avg Bars in Trades | 30 | 41 | 19 | 30 | 41 | 19 |
| Avg Bars in Winners | 33 | 47 | 19 | 33 | 47 | 19 |
| Avg Bars in Losers | 26 | 34 | 18 | 26 | 34 | 18 |
| Bars Traded | 2526 | 1718 | 808 | 2526 | 1718 | 808 |
| Profit Streak | 508.8371 | 632.8371 | 508.8371 | 508.8371 | 632.8371 | 508.8371 |
| Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 382700 | 551914 | -578638 | -580080 | -143736 | -578638 |
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1607256000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759824323872,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 117
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 220,
"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": [
[
309593.7182460499,
339591.5955548578,
-29997.877308808,
-12318.0129761114,
75960.7622745164,
-88278.7752506279
],
[
309.593718,
339.591596,
-29.997877,
-12.318013,
75.960762,
-88.278775
],
[
0.219181,
0.240419,
-0.021237,
-0.009306,
0.040014,
-0.151656
],
[
36.857398,
36.857398,
36.857398,
36.857398,
36.857398,
36.857398
],
[
-100321,
-98724,
-88498,
-128640,
-150084,
-115428
],
[
1.71958,
2.711381,
0.870593,
0.977238,
1.28783,
0.681605
],
[
83,
41,
42,
83,
41,
42
],
[
48,
23,
25,
48,
23,
25
],
[
35,
18,
17,
35,
18,
17
],
[
57.831325,
56.097561,
59.52381,
57.831325,
56.097561,
59.52381
],
[
1.253861,
2.12195,
0.592003,
0.71257,
1.007867,
0.463492
],
[
220576,
220576,
63968,
87250,
87250,
46773
],
[
-75696,
-50900,
-75696,
-85297,
-85297,
-77750
],
[
30,
41,
19,
30,
41,
19
],
[
33,
47,
19,
33,
47,
19
],
[
26,
34,
18,
26,
34,
18
],
[
2526,
1718,
808,
2526,
1718,
808
],
[
508.837082,
632.837082,
508.837082,
508.837082,
632.837082,
508.837082
],
[
2,
5,
1,
2,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382700,
551914,
-578638,
-580080,
-143736,
-578638
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1607256000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759824323872,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 117
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 220,
"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) |
|---|