| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 311033.131 | 321990.4681 | -10957.3371 | -81717.214 | 54242.9552 | -135960.1692 |
| Total P&L (%) | 311.0331 | 321.9905 | -10.9573 | -81.7172 | 54.243 | -135.9602 |
| Avg Daily Profit (%) | 0.2203 | 0.228 | -0.0078 | -0.1203 | 0.0307 | 0 |
| Buy And Hold Return (%) | 58.9977 | 58.9977 | 58.9977 | 58.9977 | 58.9977 | 58.9977 |
| Max Trade Drawdown | -90526 | -78212 | -126434 | -137244 | -44693 | -135556 |
| Profit Factor | 1.4447 | 2.587 | 0.9779 | 0.8135 | 1.4989 | 0.5873 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 73 | 40 | 33 | 73 | 40 | 33 |
| Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Profitability (%) | 65.1786 | 71.4286 | 58.9286 | 65.1786 | 71.4286 | 58.9286 |
| Ratio Avg Win / Avg Loss | 0.7718 | 1.0348 | 0.6816 | 0.4346 | 0.5996 | 0.4093 |
| Largest Winning Trade | 58613 | 58613 | 41222 | 29662 | 26544 | 29662 |
| Largest Losing Trade | -90366 | -58788 | -90366 | -119852 | -29206 | -119852 |
| Avg Bars in Trades | 35 | 31 | 40 | 35 | 31 | 40 |
| Avg Bars in Winners | 31 | 24 | 40 | 31 | 24 | 40 |
| Avg Bars in Losers | 43 | 48 | 39 | 43 | 48 | 39 |
| Bars Traded | 4008 | 1754 | 2255 | 4008 | 1754 | 2255 |
| Profit Streak | 466.8404 | 466.8404 | 568.1738 | 466.8404 | 466.8404 | 568.1738 |
| Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330118 | -166038 | -758308 | -577551 | -494716 | -758308 |
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1603036800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758888612381,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 182,
"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": [
[
311033.1310230292,
321990.4680799529,
-10957.3370569238,
-81717.214006192,
54242.9552133911,
-135960.1692195832
],
[
311.033131,
321.990468,
-10.957337,
-81.717214,
54.242955,
-135.960169
],
[
0.220278,
0.228039,
-0.00776,
-0.120268,
0.030696,
0
],
[
58.997663,
58.997663,
58.997663,
58.997663,
58.997663,
58.997663
],
[
-90526,
-78212,
-126434,
-137244,
-44693,
-135556
],
[
1.444697,
2.586989,
0.977932,
0.813497,
1.498875,
0.587279
],
[
112,
56,
56,
112,
56,
56
],
[
73,
40,
33,
73,
40,
33
],
[
39,
16,
23,
39,
16,
23
],
[
65.178571,
71.428571,
58.928571,
65.178571,
71.428571,
58.928571
],
[
0.771825,
1.034796,
0.681589,
0.434608,
0.59955,
0.409315
],
[
58613,
58613,
41222,
29662,
26544,
29662
],
[
-90366,
-58788,
-90366,
-119852,
-29206,
-119852
],
[
35,
31,
40,
35,
31,
40
],
[
31,
24,
40,
31,
24,
40
],
[
43,
48,
39,
43,
48,
39
],
[
4008,
1754,
2255,
4008,
1754,
2255
],
[
466.840421,
466.840421,
568.173754,
466.840421,
466.840421,
568.173754
],
[
2,
1,
5,
2,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330118,
-166038,
-758308,
-577551,
-494716,
-758308
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1603036800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758888612381,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 46,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 182,
"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) |
|---|