| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 310765.1825 | 338390.3239 | -27625.1413 | 863.3339 | 46341.6196 | -45478.2856 |
| Total P&L (%) | 310.7652 | 338.3903 | -27.6251 | 0.8633 | 46.3416 | -45.4783 |
| Avg Daily Profit (%) | 0.2202 | 0.2398 | -0.0196 | 0.0006 | 0.027 | -0.043 |
| Buy And Hold Return (%) | 54.0765 | 54.0765 | 54.0765 | 54.0765 | 54.0765 | 54.0765 |
| Max Trade Drawdown | -204824 | -169517 | -80507 | -187882 | -153533 | -78566 |
| Profit Factor | 1.3984 | 1.5978 | 0.8709 | 1.0014 | 1.0996 | 0.7354 |
| Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
| Winning Trades | 91 | 48 | 43 | 91 | 48 | 43 |
| Losing Trades | 112 | 53 | 59 | 112 | 53 | 59 |
| Profitability (%) | 44.8276 | 47.5248 | 42.1569 | 44.8276 | 47.5248 | 42.1569 |
| Ratio Avg Win / Avg Loss | 1.7211 | 1.7642 | 1.195 | 1.2324 | 1.2142 | 1.009 |
| Largest Winning Trade | 126596 | 126596 | 15306 | 62377 | 62377 | 24568 |
| Largest Losing Trade | -66412 | -66412 | -11479 | -123893 | -123893 | -16392 |
| Avg Bars in Trades | 80 | 151 | 11 | 80 | 151 | 11 |
| Avg Bars in Winners | 94 | 169 | 11 | 94 | 169 | 11 |
| Avg Bars in Losers | 69 | 135 | 11 | 69 | 135 | 11 |
| Bars Traded | 16433 | 15301 | 1132 | 16433 | 15301 | 1132 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 281001 | 332396 | -582166 | -577757 | -434789 | -582166 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599242400000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758968164051,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 20,
"offset": 191,
"std": 3.03198
}
}
} {
"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": [
[
310765.1825326277,
338390.3238815898,
-27625.141348962,
863.3339331523,
46341.619555984,
-45478.2856228316
],
[
310.765183,
338.390324,
-27.625141,
0.863334,
46.34162,
-45.478286
],
[
0.220193,
0.239767,
-0.019574,
0.000609,
0.026983,
-0.042969
],
[
54.076497,
54.076497,
54.076497,
54.076497,
54.076497,
54.076497
],
[
-204824,
-169517,
-80507,
-187882,
-153533,
-78566
],
[
1.398382,
1.597782,
0.870905,
1.001355,
1.099629,
0.735374
],
[
203,
101,
102,
203,
101,
102
],
[
91,
48,
43,
91,
48,
43
],
[
112,
53,
59,
112,
53,
59
],
[
44.827586,
47.524752,
42.156863,
44.827586,
47.524752,
42.156863
],
[
1.721086,
1.764217,
1.194963,
1.232437,
1.214174,
1.009002
],
[
126596,
126596,
15306,
62377,
62377,
24568
],
[
-66412,
-66412,
-11479,
-123893,
-123893,
-16392
],
[
80,
151,
11,
80,
151,
11
],
[
94,
169,
11,
94,
169,
11
],
[
69,
135,
11,
69,
135,
11
],
[
16433,
15301,
1132,
16433,
15301,
1132
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
281001,
332396,
-582166,
-577757,
-434789,
-582166
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599242400000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758968164051,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 186,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 20,
"offset": 191,
"std": 3.03198
}
}
}
| # | 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) |
|---|