| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 183518.3283 | 229134.3558 | -45616.0275 | -85771.8872 | -227223.1692 | 141451.282 |
| Total P&L (%) | 183.5183 | 229.1344 | -45.616 | -85.7719 | -227.2232 | 141.4513 |
| Avg Daily Profit (%) | 0.1299 | 0.1622 | -0.0323 | -0.138 | 0 | 0.0624 |
| Buy And Hold Return (%) | 69.6122 | 69.6122 | 69.6122 | 69.6122 | 69.6122 | 69.6122 |
| Max Trade Drawdown | -172375 | -90881 | -150283 | -855344 | -711383 | -189006 |
| Profit Factor | 1.5134 | 2.4033 | 0.7651 | 0.9315 | 0.7744 | 1.5759 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
| Losing Trades | 13 | 4 | 9 | 13 | 4 | 9 |
| Profitability (%) | 78.6885 | 86.6667 | 70.9677 | 78.6885 | 86.6667 | 70.9677 |
| Ratio Avg Win / Avg Loss | 0.4099 | 0.3697 | 0.313 | 0.2523 | 0.1191 | 0.6447 |
| Largest Winning Trade | 96625 | 96625 | 18756 | 118928 | 118928 | 58799 |
| Largest Losing Trade | -88133 | -81618 | -88133 | -704516 | -704516 | -139021 |
| Avg Bars in Trades | 37 | 67 | 9 | 37 | 67 | 9 |
| Avg Bars in Winners | 11 | 17 | 4 | 11 | 17 | 4 |
| Avg Bars in Losers | 134 | 387 | 22 | 134 | 387 | 22 |
| Bars Traded | 2300 | 2011 | 289 | 2300 | 2011 | 289 |
| Profit Streak | 549.5455 | 700.0455 | 549.5455 | 549.5455 | 700.0455 | 549.5455 |
| Trades During Streak | 2 | 11 | 1 | 2 | 11 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -184609 | 438817 | -577238 | -742099 | -574835 | -112604 |
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1602676800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758935130721,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 114,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
183518.3283288364,
229134.3557937064,
-45616.0274648699,
-85771.8872187229,
-227223.1692175156,
141451.2819987926
],
[
183.518328,
229.134356,
-45.616027,
-85.771887,
-227.223169,
141.451282
],
[
0.129924,
0.162219,
-0.032295,
-0.137954,
0,
0.062426
],
[
69.612188,
69.612188,
69.612188,
69.612188,
69.612188,
69.612188
],
[
-172375,
-90881,
-150283,
-855344,
-711383,
-189006
],
[
1.513402,
2.403277,
0.765072,
0.93154,
0.774419,
1.575936
],
[
61,
30,
31,
61,
30,
31
],
[
48,
26,
22,
48,
26,
22
],
[
13,
4,
9,
13,
4,
9
],
[
78.688525,
86.666667,
70.967742,
78.688525,
86.666667,
70.967742
],
[
0.40988,
0.369735,
0.312984,
0.252292,
0.119141,
0.644701
],
[
96625,
96625,
18756,
118928,
118928,
58799
],
[
-88133,
-81618,
-88133,
-704516,
-704516,
-139021
],
[
37,
67,
9,
37,
67,
9
],
[
11,
17,
4,
11,
17,
4
],
[
134,
387,
22,
134,
387,
22
],
[
2300,
2011,
289,
2300,
2011,
289
],
[
549.545494,
700.045494,
549.545494,
549.545494,
700.045494,
549.545494
],
[
2,
11,
1,
2,
11,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-184609,
438817,
-577238,
-742099,
-574835,
-112604
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1602676800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758935130721,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 114,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|