| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 327226.6972 | 332120.2106 | -4893.5134 | -16268.3002 | 167315.7189 | -183584.0191 |
| Total P&L (%) | 327.2267 | 332.1202 | -4.8935 | -16.2683 | 167.3157 | -183.584 |
| Avg Daily Profit (%) | 0.2317 | 0.2351 | -0.0035 | -0.0126 | 0.0696 | 0 |
| Buy And Hold Return (%) | 73.5544 | 73.5544 | 73.5544 | 73.5544 | 73.5544 | 73.5544 |
| Max Trade Drawdown | -150526 | -51896 | -139907 | -170105 | -47495 | -240747 |
| Profit Factor | 1.4144 | 2.1504 | 0.9902 | 0.9792 | 1.6582 | 0.652 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
| Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
| Profitability (%) | 57.3427 | 55.5556 | 59.1549 | 57.3427 | 55.5556 | 59.1549 |
| Ratio Avg Win / Avg Loss | 1.0521 | 1.7203 | 0.6837 | 0.7284 | 1.3265 | 0.4502 |
| Largest Winning Trade | 71943 | 71943 | 56805 | 40720 | 40720 | 37402 |
| Largest Losing Trade | -80412 | -26733 | -80412 | -125282 | -32381 | -125282 |
| Avg Bars in Trades | 18 | 12 | 25 | 18 | 12 | 25 |
| Avg Bars in Winners | 19 | 11 | 27 | 19 | 11 | 27 |
| Avg Bars in Losers | 17 | 12 | 23 | 17 | 12 | 23 |
| Bars Traded | 2689 | 881 | 1808 | 2689 | 881 | 1808 |
| Profit Streak | 0 | 0 | 501.8237 | 0 | 0 | 501.8237 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304530 | -67934 | -665409 | -579169 | -181168 | -665409 |
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1600257600000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1760039164115,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
327226.6972262588,
332120.210580019,
-4893.5133537601,
-16268.3001541508,
167315.7189474958,
-183584.0191016467
],
[
327.226697,
332.120211,
-4.893513,
-16.2683,
167.315719,
-183.584019
],
[
0.231665,
0.235129,
-0.003464,
-0.012569,
0.069636,
0
],
[
73.554422,
73.554422,
73.554422,
73.554422,
73.554422,
73.554422
],
[
-150526,
-51896,
-139907,
-170105,
-47495,
-240747
],
[
1.414352,
2.150383,
0.990233,
0.979189,
1.658157,
0.651969
],
[
143,
72,
71,
143,
72,
71
],
[
82,
40,
42,
82,
40,
42
],
[
61,
32,
29,
61,
32,
29
],
[
57.342657,
55.555556,
59.15493,
57.342657,
55.555556,
59.15493
],
[
1.05214,
1.720306,
0.683732,
0.728421,
1.326526,
0.450169
],
[
71943,
71943,
56805,
40720,
40720,
37402
],
[
-80412,
-26733,
-80412,
-125282,
-32381,
-125282
],
[
18,
12,
25,
18,
12,
25
],
[
19,
11,
27,
19,
11,
27
],
[
17,
12,
23,
17,
12,
23
],
[
2689,
881,
1808,
2689,
881,
1808
],
[
0,
0,
501.823659,
0,
0,
501.823659
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304530,
-67934,
-665409,
-579169,
-181168,
-665409
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1600257600000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1760039164115,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|