| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 353253.2687 | 384350.5082 | -31097.2395 | 15160.3654 | 113575.1511 | -98414.7857 |
| Total P&L (%) | 353.2533 | 384.3505 | -31.0972 | 15.1604 | 113.5752 | -98.4148 |
| Avg Daily Profit (%) | 0.2502 | 0.2722 | -0.022 | 0.01 | 0.0538 | -0.2931 |
| Buy And Hold Return (%) | 61.3439 | 61.3439 | 61.3439 | 61.3439 | 61.3439 | 61.3439 |
| Max Trade Drawdown | -211303 | -130766 | -113719 | -504132 | -284216 | -287018 |
| Profit Factor | 1.6538 | 2.401 | 0.8831 | 1.0119 | 1.1963 | 0.8589 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
| Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
| Profitability (%) | 39.6825 | 40.625 | 38.7097 | 39.6825 | 40.625 | 38.7097 |
| Ratio Avg Win / Avg Loss | 2.5138 | 3.5091 | 1.3982 | 1.5381 | 1.7485 | 1.36 |
| Largest Winning Trade | 229636 | 229636 | 69540 | 135929 | 135929 | 135689 |
| Largest Losing Trade | -49441 | -45310 | -49441 | -222315 | -95409 | -222315 |
| Avg Bars in Trades | 64 | 94 | 32 | 64 | 94 | 32 |
| Avg Bars in Winners | 96 | 149 | 39 | 96 | 149 | 39 |
| Avg Bars in Losers | 42 | 57 | 28 | 42 | 57 | 28 |
| Bars Traded | 4044 | 3033 | 1012 | 4044 | 3033 | 1012 |
| 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 | -144935 | 311197 | -583541 | -706893 | -136161 | -583541 |
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601164800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758795051598,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 33,
"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": [
[
353253.2686920525,
384350.5082357796,
-31097.2395437271,
15160.3654285149,
113575.1511321423,
-98414.7857036275
],
[
353.253269,
384.350508,
-31.09724,
15.160365,
113.575151,
-98.414786
],
[
0.250179,
0.272203,
-0.022024,
0.009997,
0.053755,
-0.293086
],
[
61.343874,
61.343874,
61.343874,
61.343874,
61.343874,
61.343874
],
[
-211303,
-130766,
-113719,
-504132,
-284216,
-287018
],
[
1.653846,
2.400984,
0.883061,
1.011879,
1.196314,
0.85894
],
[
63,
32,
31,
63,
32,
31
],
[
25,
13,
12,
25,
13,
12
],
[
38,
19,
19,
38,
19,
19
],
[
39.68254,
40.625,
38.709677,
39.68254,
40.625,
38.709677
],
[
2.513845,
3.509131,
1.39818,
1.538056,
1.748459,
1.359989
],
[
229636,
229636,
69540,
135929,
135929,
135689
],
[
-49441,
-45310,
-49441,
-222315,
-95409,
-222315
],
[
64,
94,
32,
64,
94,
32
],
[
96,
149,
39,
96,
149,
39
],
[
42,
57,
28,
42,
57,
28
],
[
4044,
3033,
1012,
4044,
3033,
1012
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144935,
311197,
-583541,
-706893,
-136161,
-583541
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601164800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758795051598,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 33,
"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) |
|---|