| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 347076.8963 | 381006.5136 | -33929.6174 | -11474.9754 | 20582.001 | -32056.9763 |
| Total P&L (%) | 347.0769 | 381.0065 | -33.9296 | -11.475 | 20.582 | -32.057 |
| Avg Daily Profit (%) | 0.2459 | 0.27 | -0.024 | -0.0086 | 0.0133 | -0.0274 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -199537 | -172885 | -58895 | -240567 | -191864 | -105818 |
| Profit Factor | 1.4799 | 1.8074 | 0.865 | 0.9864 | 1.0366 | 0.8863 |
| Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
| Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
| Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
| Profitability (%) | 46.3576 | 49.3333 | 43.4211 | 46.3576 | 49.3333 | 43.4211 |
| Ratio Avg Win / Avg Loss | 1.7124 | 1.8563 | 1.1271 | 1.1414 | 1.0647 | 1.1549 |
| Largest Winning Trade | 174648 | 174648 | 38846 | 136906 | 136906 | 48386 |
| Largest Losing Trade | -54421 | -54421 | -32821 | -73086 | -73086 | -43251 |
| Avg Bars in Trades | 109 | 189 | 30 | 109 | 189 | 30 |
| Avg Bars in Winners | 136 | 229 | 31 | 136 | 229 | 31 |
| Avg Bars in Losers | 87 | 151 | 30 | 87 | 151 | 30 |
| Bars Traded | 16587 | 14240 | 2347 | 16587 | 14240 | 2347 |
| Profit Streak | 0 | 473.2635 | 0 | 0 | 473.2635 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 348576 | -44608 | -631127 | -579736 | -418095 | -631127 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598803200000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758946768017,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 57,
"offset": 0,
"std": 1.07252
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 127,
"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": [
[
347076.8962631789,
381006.5136235767,
-33929.6173603978,
-11474.9753535118,
20582.0009722907,
-32056.9763258024
],
[
347.076896,
381.006514,
-33.929617,
-11.474975,
20.582001,
-32.056976
],
[
0.245922,
0.269963,
-0.024041,
-0.008636,
0.013262,
-0.027382
],
[
10,
10,
10,
10,
10,
10
],
[
-199537,
-172885,
-58895,
-240567,
-191864,
-105818
],
[
1.479888,
1.807406,
0.865014,
0.986397,
1.036648,
0.886292
],
[
151,
75,
76,
151,
75,
76
],
[
70,
37,
33,
70,
37,
33
],
[
81,
38,
43,
81,
38,
43
],
[
46.357616,
49.333333,
43.421053,
46.357616,
49.333333,
43.421053
],
[
1.712442,
1.856255,
1.127139,
1.141402,
1.064666,
1.154865
],
[
174648,
174648,
38846,
136906,
136906,
48386
],
[
-54421,
-54421,
-32821,
-73086,
-73086,
-43251
],
[
109,
189,
30,
109,
189,
30
],
[
136,
229,
31,
136,
229,
31
],
[
87,
151,
30,
87,
151,
30
],
[
16587,
14240,
2347,
16587,
14240,
2347
],
[
0,
473.263519,
0,
0,
473.263519,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348576,
-44608,
-631127,
-579736,
-418095,
-631127
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598803200000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758946768017,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 57,
"offset": 0,
"std": 1.07252
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 127,
"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) |
|---|