| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 353371.0947 | 309528.0595 | 43843.0352 | 144144.334 | 64890.391 | 79253.943 |
| Total P&L (%) | 353.3711 | 309.5281 | 43.843 | 144.1443 | 64.8904 | 79.2539 |
| Avg Daily Profit (%) | 0.2504 | 0.2193 | 0.0311 | 0.0633 | 0.0354 | 0.0414 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107658 | -92983 | -148147 | -841929 | -856306 | -524796 |
| Profit Factor | 1.2253 | 1.3718 | 1.0596 | 1.0246 | 1.0191 | 1.0323 |
| Total Trades | 626 | 313 | 313 | 626 | 313 | 313 |
| Winning Trades | 374 | 190 | 184 | 374 | 190 | 184 |
| Losing Trades | 252 | 123 | 129 | 252 | 123 | 129 |
| Profitability (%) | 59.7444 | 60.7029 | 58.7859 | 59.7444 | 60.7029 | 58.7859 |
| Ratio Avg Win / Avg Loss | 0.8256 | 0.888 | 0.7429 | 0.6904 | 0.6597 | 0.7237 |
| Largest Winning Trade | 34111 | 34111 | 17460 | 115220 | 115220 | 80711 |
| Largest Losing Trade | -56938 | -56938 | -30568 | -524185 | -524185 | -148063 |
| Avg Bars in Trades | 26 | 42 | 11 | 26 | 42 | 11 |
| Avg Bars in Winners | 19 | 28 | 10 | 19 | 28 | 10 |
| Avg Bars in Losers | 37 | 64 | 11 | 37 | 64 | 11 |
| Bars Traded | 16749 | 13298 | 3450 | 16749 | 13298 | 3450 |
| Profit Streak | 468.5502 | 473.7169 | 468.5502 | 468.5502 | 473.7169 | 468.5502 |
| Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424245 | 376112 | -306849 | -297799 | -343287 | -321269 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1597881600000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759857138177,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 9,
"offset": 0,
"std": 4.58494
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 177,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
353371.0947244545,
309528.0595126156,
43843.0352118387,
144144.3339763696,
64890.3909726581,
79253.9430037121
],
[
353.371095,
309.52806,
43.843035,
144.144334,
64.890391,
79.253943
],
[
0.250382,
0.219317,
0.031065,
0.063265,
0.035442,
0.041362
],
[
10,
10,
10,
10,
10,
10
],
[
-107658,
-92983,
-148147,
-841929,
-856306,
-524796
],
[
1.225279,
1.371752,
1.059572,
1.024614,
1.019083,
1.032272
],
[
626,
313,
313,
626,
313,
313
],
[
374,
190,
184,
374,
190,
184
],
[
252,
123,
129,
252,
123,
129
],
[
59.744409,
60.702875,
58.785942,
59.744409,
60.702875,
58.785942
],
[
0.825589,
0.888029,
0.742852,
0.690381,
0.659722,
0.723712
],
[
34111,
34111,
17460,
115220,
115220,
80711
],
[
-56938,
-56938,
-30568,
-524185,
-524185,
-148063
],
[
26,
42,
11,
26,
42,
11
],
[
19,
28,
10,
19,
28,
10
],
[
37,
64,
11,
37,
64,
11
],
[
16749,
13298,
3450,
16749,
13298,
3450
],
[
468.55021,
473.716877,
468.55021,
468.55021,
473.716877,
468.55021
],
[
2,
3,
1,
2,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424245,
376112,
-306849,
-297799,
-343287,
-321269
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1597881600000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759857138177,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 9,
"offset": 0,
"std": 4.58494
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 177,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|