| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 459767.888 | 394482.9185 | 65284.9695 | 788457.7159 | 976563.4863 | -188105.7704 |
| Total P&L (%) | 459.7679 | 394.4829 | 65.285 | 788.4577 | 976.5635 | -188.1058 |
| Avg Daily Profit (%) | 0.3256 | 0.2794 | 0.0462 | 0.1548 | 0.1684 | 0 |
| Buy And Hold Return (%) | 57.7686 | 57.7686 | 57.7686 | 57.7686 | 57.7686 | 57.7686 |
| Max Trade Drawdown | -123774 | -55805 | -155346 | -2195591 | -784426 | -2081372 |
| Profit Factor | 1.9698 | 2.7827 | 1.2582 | 1.1403 | 1.3803 | 0.9384 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
| Profitability (%) | 56.6265 | 57.1429 | 56.0976 | 56.6265 | 57.1429 | 56.0976 |
| Ratio Avg Win / Avg Loss | 1.5087 | 2.0871 | 0.9847 | 0.8734 | 1.0352 | 0.7344 |
| Largest Winning Trade | 100142 | 100142 | 63404 | 721332 | 527520 | 721332 |
| Largest Losing Trade | -63934 | -28120 | -63934 | -1403695 | -375955 | -1403695 |
| Avg Bars in Trades | 64 | 50 | 78 | 64 | 50 | 78 |
| Avg Bars in Winners | 63 | 53 | 73 | 63 | 53 | 73 |
| Avg Bars in Losers | 64 | 45 | 83 | 64 | 45 | 83 |
| Bars Traded | 5318 | 2111 | 3207 | 5318 | 2111 | 3207 |
| Profit Streak | 0 | 0 | 500.2183 | 0 | 0 | 500.2183 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 432647 | 520750 | -256884 | -60654 | 335213 | -579367 |
{
"trading_pair": "OCEAN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5648,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597816800000,
"first_datapoint_time": 1600992000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759554856932,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 43,
"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": [
[
459767.8880401272,
394482.9185169906,
65284.9695231371,
788457.7158676137,
976563.4862882777,
-188105.7704206645
],
[
459.767888,
394.482919,
65.28497,
788.457716,
976.563486,
-188.10577
],
[
0.325615,
0.279379,
0.046236,
0.154816,
0.168439,
0
],
[
57.768616,
57.768616,
57.768616,
57.768616,
57.768616,
57.768616
],
[
-123774,
-55805,
-155346,
-2195591,
-784426,
-2081372
],
[
1.969755,
2.782733,
1.25822,
1.140279,
1.38025,
0.938375
],
[
83,
42,
41,
83,
42,
41
],
[
47,
24,
23,
47,
24,
23
],
[
36,
18,
18,
36,
18,
18
],
[
56.626506,
57.142857,
56.097561,
56.626506,
57.142857,
56.097561
],
[
1.508749,
2.08705,
0.984694,
0.873406,
1.035187,
0.73438
],
[
100142,
100142,
63404,
721332,
527520,
721332
],
[
-63934,
-28120,
-63934,
-1403695,
-375955,
-1403695
],
[
64,
50,
78,
64,
50,
78
],
[
63,
53,
73,
63,
53,
73
],
[
64,
45,
83,
64,
45,
83
],
[
5318,
2111,
3207,
5318,
2111,
3207
],
[
0,
0,
500.218251,
0,
0,
500.218252
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432647,
520750,
-256884,
-60654,
335213,
-579367
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5648,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597816800000,
"first_datapoint_time": 1600992000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759554856932,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 43,
"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) |
|---|