| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501047.3373 | 402594.0982 | 98453.2391 | 1451961.4633 | 2576239.1756 | -1124277.7123 |
| Total P&L (%) | 501.0473 | 402.5941 | 98.4532 | 1451.9615 | 2576.2392 | -1124.2777 |
| Avg Daily Profit (%) | 0.3548 | 0.2851 | 0.0697 | 0.1944 | 0.2331 | 0 |
| Buy And Hold Return (%) | 69.6122 | 69.6122 | 69.6122 | 69.6122 | 69.6122 | 69.6122 |
| Max Trade Drawdown | -127924 | -58714 | -138627 | -3736956 | -905513 | -3751163 |
| Profit Factor | 2.0964 | 3.3498 | 1.3447 | 1.1715 | 1.9503 | 0.8046 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Profitability (%) | 61.4458 | 61.9048 | 60.9756 | 61.4458 | 61.9048 | 60.9756 |
| Ratio Avg Win / Avg Loss | 1.3154 | 2.0614 | 0.8606 | 0.7351 | 1.2002 | 0.515 |
| Largest Winning Trade | 82272 | 82272 | 59219 | 1140642 | 1140642 | 821744 |
| Largest Losing Trade | -60976 | -30284 | -60976 | -1431084 | -436439 | -1431084 |
| Avg Bars in Trades | 48 | 36 | 60 | 48 | 36 | 60 |
| Avg Bars in Winners | 42 | 36 | 48 | 42 | 36 | 48 |
| Avg Bars in Losers | 57 | 36 | 78 | 57 | 36 | 78 |
| Bars Traded | 3993 | 1516 | 2477 | 3993 | 1516 | 2477 |
| Profit Streak | 480.7576 | 480.7576 | 487.7576 | 480.7576 | 480.7576 | 487.7576 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 492516 | 580087 | -135986 | -24088 | 471040 | -578735 |
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1602691200000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758795054129,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 159,
"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": [
[
501047.3373118598,
402594.0982002671,
98453.2391115928,
1451961.4632870723,
2576239.1755959094,
-1124277.7123088366
],
[
501.047337,
402.594098,
98.453239,
1451.961463,
2576.239176,
-1124.277712
],
[
0.354849,
0.285123,
0.069726,
0.194389,
0.233061,
0
],
[
69.612188,
69.612188,
69.612188,
69.612188,
69.612188,
69.612188
],
[
-127924,
-58714,
-138627,
-3736956,
-905513,
-3751163
],
[
2.096433,
3.34976,
1.34467,
1.171519,
1.950273,
0.804618
],
[
83,
42,
41,
83,
42,
41
],
[
51,
26,
25,
51,
26,
25
],
[
32,
16,
16,
32,
16,
16
],
[
61.445783,
61.904762,
60.97561,
61.445783,
61.904762,
60.97561
],
[
1.315409,
2.061391,
0.860589,
0.735071,
1.200168,
0.514955
],
[
82272,
82272,
59219,
1140642,
1140642,
821744
],
[
-60976,
-30284,
-60976,
-1431084,
-436439,
-1431084
],
[
48,
36,
60,
48,
36,
60
],
[
42,
36,
48,
42,
36,
48
],
[
57,
36,
78,
57,
36,
78
],
[
3993,
1516,
2477,
3993,
1516,
2477
],
[
480.757571,
480.757571,
487.757571,
480.757571,
480.757571,
487.757571
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
492516,
580087,
-135986,
-24088,
471040,
-578735
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1602691200000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758795054129,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 159,
"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) |
|---|