| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 289466.3891 | 310501.4514 | -21035.0622 | -55757.3005 | 1421401.7515 | -1477159.052 |
| Total P&L (%) | 289.4664 | 310.5015 | -21.0351 | -55.7573 | 1421.4018 | -1477.1591 |
| Avg Daily Profit (%) | 0.2051 | 0.22 | -0.0149 | -0.0578 | 0.1931 | 0 |
| Buy And Hold Return (%) | 14.1925 | 14.1925 | 14.1925 | 14.1925 | 14.1925 | 14.1925 |
| Max Trade Drawdown | -256477 | -61960 | -236109 | -1716401 | -506338 | -1843536 |
| Profit Factor | 1.1923 | 1.5042 | 0.9763 | 0.9927 | 1.5444 | 0.7055 |
| Total Trades | 403 | 202 | 201 | 403 | 202 | 201 |
| Winning Trades | 224 | 113 | 111 | 224 | 113 | 111 |
| Losing Trades | 179 | 89 | 90 | 179 | 89 | 90 |
| Profitability (%) | 55.5831 | 55.9406 | 55.2239 | 55.5831 | 55.9406 | 55.2239 |
| Ratio Avg Win / Avg Loss | 0.9528 | 1.1847 | 0.7916 | 0.7933 | 1.2164 | 0.572 |
| Largest Winning Trade | 45931 | 45931 | 44924 | 454821 | 323205 | 454821 |
| Largest Losing Trade | -69274 | -51032 | -69274 | -1128870 | -308834 | -1128870 |
| Avg Bars in Trades | 41 | 43 | 40 | 41 | 43 | 40 |
| Avg Bars in Winners | 41 | 41 | 42 | 41 | 41 | 42 |
| Avg Bars in Losers | 41 | 45 | 37 | 41 | 45 | 37 |
| Bars Traded | 16802 | 8725 | 8077 | 16802 | 8725 | 8077 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -155 | 374244 | -579604 | -577947 | 389804 | -579604 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598529600000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759080404205,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 58,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
289466.3891466305,
310501.4513883146,
-21035.0622416849,
-55757.3004822218,
1421401.7515389095,
-1477159.052021132
],
[
289.466389,
310.501451,
-21.035062,
-55.7573,
1421.401752,
-1477.159052
],
[
0.205102,
0.220006,
-0.014904,
-0.057764,
0.193069,
0
],
[
14.192465,
14.192465,
14.192465,
14.192465,
14.192465,
14.192465
],
[
-256477,
-61960,
-236109,
-1716401,
-506338,
-1843536
],
[
1.192312,
1.504173,
0.976347,
0.992689,
1.54439,
0.705471
],
[
403,
202,
201,
403,
202,
201
],
[
224,
113,
111,
224,
113,
111
],
[
179,
89,
90,
179,
89,
90
],
[
55.583127,
55.940594,
55.223881,
55.583127,
55.940594,
55.223881
],
[
0.952785,
1.184703,
0.791633,
0.793265,
1.216378,
0.572004
],
[
45931,
45931,
44924,
454821,
323205,
454821
],
[
-69274,
-51032,
-69274,
-1128870,
-308834,
-1128870
],
[
41,
43,
40,
41,
43,
40
],
[
41,
41,
42,
41,
41,
42
],
[
41,
45,
37,
41,
45,
37
],
[
16802,
8725,
8077,
16802,
8725,
8077
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-155,
374244,
-579604,
-577947,
389804,
-579604
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598529600000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759080404205,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 99,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 58,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|