| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 132270.3647 | 212319.8875 | -80049.5229 | -124681.1354 | 48805.4942 | -173486.6296 |
| Total P&L (%) | 132.2704 | 212.3199 | -80.0495 | -124.6811 | 48.8055 | -173.4866 |
| Avg Daily Profit (%) | 0.0936 | 0.1503 | -0.0567 | 0 | 0.0281 | 0 |
| Buy And Hold Return (%) | 33.3696 | 33.3696 | 33.3696 | 33.3696 | 33.3696 | 33.3696 |
| Max Trade Drawdown | -120697 | -67558 | -142972 | -187988 | -28341 | -85782 |
| Profit Factor | 1.2986 | 2.38 | 0.7231 | 0.5733 | 1.7928 | 0.2478 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 47 | 24 | 23 | 39 | 20 | 19 |
| Losing Trades | 17 | 8 | 9 | 25 | 12 | 13 |
| Profitability (%) | 73.4375 | 75 | 71.875 | 60.9375 | 62.5 | 59.375 |
| Ratio Avg Win / Avg Loss | 0.4697 | 0.7933 | 0.2829 | 0.3675 | 1.0757 | 0.1695 |
| Largest Winning Trade | 59496 | 59496 | 32790 | 59496 | 59496 | 10073 |
| Largest Losing Trade | -120697 | -57985 | -120697 | -138900 | -17665 | -138900 |
| Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
| Avg Bars in Winners | 19 | 28 | 10 | 23 | 21 | 24 |
| Avg Bars in Losers | 90 | 83 | 97 | 62 | 76 | 49 |
| Bars Traded | 2459 | 1349 | 1110 | 2459 | 1349 | 1110 |
| Profit Streak | 531.4059 | 797.4059 | 531.4059 | 0 | 0 | 0 |
| Trades During Streak | 2 | 5 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -211296 | 471471 | -577390 | -722859 | -173271 | -579595 |
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1606608000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759398271142,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 4,
"offset": 0,
"std": 4.49695
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 205,
"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": [
[
132270.3646534592,
212319.8875080931,
-80049.5228546339,
-124681.1354094617,
48805.4942141139,
-173486.6296235757
],
[
132.270365,
212.319888,
-80.049523,
-124.681135,
48.805494,
-173.48663
],
[
0.093643,
0.150315,
-0.056672,
0,
0.028143,
0
],
[
33.369636,
33.369636,
33.369636,
33.369636,
33.369636,
33.369636
],
[
-120697,
-67558,
-142972,
-187988,
-28341,
-85782
],
[
1.298645,
2.38004,
0.723062,
0.573294,
1.792791,
0.24778
],
[
64,
32,
32,
64,
32,
32
],
[
47,
24,
23,
39,
20,
19
],
[
17,
8,
9,
25,
12,
13
],
[
73.4375,
75,
71.875,
60.9375,
62.5,
59.375
],
[
0.469723,
0.793347,
0.282937,
0.367496,
1.075675,
0.169534
],
[
59496,
59496,
32790,
59496,
59496,
10073
],
[
-120697,
-57985,
-120697,
-138900,
-17665,
-138900
],
[
38,
42,
34,
38,
42,
34
],
[
19,
28,
10,
23,
21,
24
],
[
90,
83,
97,
62,
76,
49
],
[
2459,
1349,
1110,
2459,
1349,
1110
],
[
531.405916,
797.405916,
531.405916,
0,
0,
0
],
[
2,
5,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-211296,
471471,
-577390,
-722859,
-173271,
-579595
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1606608000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759398271142,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 4,
"offset": 0,
"std": 4.49695
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 205,
"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) |
|---|