| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 433674.5782 | 432436.0775 | 1238.5007 | 205068.4005 | 294795.3428 | -89726.9423 |
| Total P&L (%) | 433.6746 | 432.4361 | 1.2385 | 205.0684 | 294.7953 | -89.7269 |
| Avg Daily Profit (%) | 0.3072 | 0.3063 | 0.0009 | 0.079 | 0.0973 | -0.1611 |
| Buy And Hold Return (%) | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 |
| Max Trade Drawdown | -108768 | -74328 | -99573 | -267238 | -239735 | -237646 |
| Profit Factor | 1.8152 | 2.6731 | 1.0045 | 1.1734 | 1.4673 | 0.8375 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 50.6024 | 50 | 51.2195 | 50.6024 | 50 | 51.2195 |
| Ratio Avg Win / Avg Loss | 1.7719 | 2.6731 | 0.9567 | 1.1454 | 1.4673 | 0.7976 |
| Largest Winning Trade | 196112 | 196112 | 60198 | 240984 | 240984 | 74550 |
| Largest Losing Trade | -42939 | -42939 | -39389 | -146160 | -146160 | -89352 |
| Avg Bars in Trades | 96 | 91 | 102 | 96 | 91 | 102 |
| Avg Bars in Winners | 123 | 124 | 123 | 123 | 124 | 123 |
| Avg Bars in Losers | 69 | 57 | 81 | 69 | 57 | 81 |
| Bars Traded | 8048 | 3826 | 4222 | 8048 | 3826 | 4222 |
| Profit Streak | 0 | 0 | 587.6958 | 0 | 0 | 587.6958 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 369234 | 472881 | -573100 | -121608 | -63932 | -579250 |
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601409600000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758904913674,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 110,
"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": [
[
433674.5782221702,
432436.0775253464,
1238.5006968237,
205068.4005378914,
294795.3428314312,
-89726.9422935397
],
[
433.674578,
432.436078,
1.238501,
205.068401,
294.795343,
-89.726942
],
[
0.307172,
0.306295,
0.000877,
0.079033,
0.097311,
-0.161054
],
[
69.800333,
69.800333,
69.800333,
69.800333,
69.800333,
69.800333
],
[
-108768,
-74328,
-99573,
-267238,
-239735,
-237646
],
[
1.815155,
2.673077,
1.004528,
1.173376,
1.467337,
0.837451
],
[
83,
42,
41,
83,
42,
41
],
[
42,
21,
21,
42,
21,
21
],
[
41,
21,
20,
41,
21,
20
],
[
50.60241,
50,
51.219512,
50.60241,
50,
51.219512
],
[
1.771937,
2.673077,
0.956693,
1.145438,
1.467337,
0.797572
],
[
196112,
196112,
60198,
240984,
240984,
74550
],
[
-42939,
-42939,
-39389,
-146160,
-146160,
-89352
],
[
96,
91,
102,
96,
91,
102
],
[
123,
124,
123,
123,
124,
123
],
[
69,
57,
81,
69,
57,
81
],
[
8048,
3826,
4222,
8048,
3826,
4222
],
[
0,
0,
587.69576,
0,
0,
587.69576
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369234,
472881,
-573100,
-121608,
-63932,
-579250
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601409600000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758904913674,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 250,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 110,
"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) |
|---|