| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 634553.8572 | 467175.74 | 167378.1172 | 5899611.5542 | 3081032.5758 | 2818578.9783 |
| Total P&L (%) | 634.5539 | 467.1757 | 167.3781 | 5899.6116 | 3081.0326 | 2818.579 |
| Avg Daily Profit (%) | 0.4492 | 0.3307 | 0.1185 | 0.2903 | 0.2452 | 0.2391 |
| Buy And Hold Return (%) | 64.3317 | 64.3317 | 64.3317 | 64.3317 | 64.3317 | 64.3317 |
| Max Trade Drawdown | -85287 | -70052 | -72134 | -634759 | -969237 | -929987 |
| Profit Factor | 1.7284 | 2.1393 | 1.363 | 2.2646 | 2.2584 | 2.2715 |
| Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
| Winning Trades | 134 | 72 | 62 | 134 | 72 | 62 |
| Losing Trades | 78 | 34 | 44 | 78 | 34 | 44 |
| Profitability (%) | 63.2075 | 67.9245 | 58.4906 | 63.2075 | 67.9245 | 58.4906 |
| Ratio Avg Win / Avg Loss | 1.0061 | 1.0102 | 0.9673 | 1.3182 | 1.0665 | 1.612 |
| Largest Winning Trade | 57837 | 57837 | 31346 | 972258 | 972258 | 859798 |
| Largest Losing Trade | -52443 | -52443 | -25144 | -609614 | -609614 | -508420 |
| Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
| Bars Traded | 2692 | 1352 | 1340 | 2692 | 1352 | 1340 |
| Profit Streak | 470.4755 | 470.4755 | 565.4755 | 470.4755 | 470.4755 | 565.4755 |
| Trades During Streak | 2 | 1 | 8 | 2 | 1 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 590162 | 535977 | -36947 | 578507 | 532946 | 547960 |
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758972280778,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.10639,
"nc": 0.90529
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 113,
"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": [
[
634553.8571688255,
467175.739982472,
167378.1171863534,
5899611.554160868,
3081032.5758200865,
2818578.9783407818
],
[
634.553857,
467.17574,
167.378117,
5899.611554,
3081.032576,
2818.578978
],
[
0.449242,
0.330744,
0.118498,
0.290281,
0.245241,
0.23913
],
[
64.331723,
64.331723,
64.331723,
64.331723,
64.331723,
64.331723
],
[
-85287,
-70052,
-72134,
-634759,
-969237,
-929987
],
[
1.728383,
2.139286,
1.362981,
2.264641,
2.25844,
2.271491
],
[
212,
106,
106,
212,
106,
106
],
[
134,
72,
62,
134,
72,
62
],
[
78,
34,
44,
78,
34,
44
],
[
63.207547,
67.924528,
58.490566,
63.207547,
67.924528,
58.490566
],
[
1.006074,
1.010218,
0.967276,
1.318224,
1.066485,
1.612026
],
[
57837,
57837,
31346,
972258,
972258,
859798
],
[
-52443,
-52443,
-25144,
-609614,
-609614,
-508420
],
[
12,
12,
12,
12,
12,
12
],
[
12,
12,
12,
12,
12,
12
],
[
12,
12,
12,
12,
12,
12
],
[
2692,
1352,
1340,
2692,
1352,
1340
],
[
470.475472,
470.475472,
565.475472,
470.475472,
470.475472,
565.475472
],
[
2,
1,
8,
2,
1,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
590162,
535977,
-36947,
578507,
532946,
547960
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1602633600000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758972280778,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.10639,
"nc": 0.90529
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 113,
"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) |
|---|