| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 174896.329 | 261615.9103 | -86719.5814 | -47580.0484 | 170044.0717 | -217624.1201 |
| Total P&L (%) | 174.8963 | 261.6159 | -86.7196 | -47.58 | 170.0441 | -217.6241 |
| Avg Daily Profit (%) | 0.1239 | 0.1854 | -0.0614 | -0.0458 | 0.0704 | 0 |
| Buy And Hold Return (%) | 71.9461 | 71.9461 | 71.9461 | 71.9461 | 71.9461 | 71.9461 |
| Max Trade Drawdown | -200879 | -86832 | -260639 | -618894 | -306515 | -641118 |
| Profit Factor | 1.2646 | 2.588 | 0.8252 | 0.9674 | 1.4005 | 0.7899 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 50 | 23 | 27 | 46 | 22 | 24 |
| Losing Trades | 31 | 17 | 14 | 35 | 18 | 17 |
| Profitability (%) | 61.7284 | 57.5 | 65.8537 | 56.7901 | 55 | 58.5366 |
| Ratio Avg Win / Avg Loss | 0.7841 | 1.9128 | 0.4279 | 0.7361 | 1.1459 | 0.5595 |
| Largest Winning Trade | 64817 | 64817 | 60559 | 133533 | 132943 | 133533 |
| Largest Losing Trade | -136828 | -40405 | -136828 | -516996 | -136312 | -516996 |
| Avg Bars in Trades | 199 | 179 | 219 | 199 | 179 | 219 |
| Avg Bars in Winners | 166 | 155 | 175 | 188 | 174 | 201 |
| Avg Bars in Losers | 253 | 212 | 303 | 214 | 186 | 244 |
| Bars Traded | 16173 | 7185 | 8988 | 16173 | 7185 | 8988 |
| Profit Streak | 507.308 | 517.308 | 507.308 | 507.308 | 517.308 | 507.308 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -46910 | 412913 | -578102 | -595215 | -101429 | -579051 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1600898400000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759375411289,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 193,
"offset": 235
}
}
} {
"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": [
[
174896.3289723864,
261615.9103436263,
-86719.5813712397,
-47580.0483675669,
170044.0717099357,
-217624.1200775027
],
[
174.896329,
261.61591,
-86.719581,
-47.580048,
170.044072,
-217.62412
],
[
0.123923,
0.185368,
-0.061445,
-0.045754,
0.070413,
0
],
[
71.946083,
71.946083,
71.946083,
71.946083,
71.946083,
71.946083
],
[
-200879,
-86832,
-260639,
-618894,
-306515,
-641118
],
[
1.264617,
2.587971,
0.82523,
0.96742,
1.400512,
0.789905
],
[
81,
40,
41,
81,
40,
41
],
[
50,
23,
27,
46,
22,
24
],
[
31,
17,
14,
35,
18,
17
],
[
61.728395,
57.5,
65.853659,
56.790123,
55,
58.536585
],
[
0.784063,
1.912848,
0.427897,
0.73608,
1.145873,
0.559516
],
[
64817,
64817,
60559,
133533,
132943,
133533
],
[
-136828,
-40405,
-136828,
-516996,
-136312,
-516996
],
[
199,
179,
219,
199,
179,
219
],
[
166,
155,
175,
188,
174,
201
],
[
253,
212,
303,
214,
186,
244
],
[
16173,
7185,
8988,
16173,
7185,
8988
],
[
507.308001,
517.308001,
507.308001,
507.308001,
517.308001,
507.308001
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-46910,
412913,
-578102,
-595215,
-101429,
-579051
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1600898400000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759375411289,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 156,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 193,
"offset": 235
}
}
}
| # | 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) |
|---|