| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 136819.8238 | 220612.5356 | -83792.7119 | -77754.7973 | 279812.901 | -357567.6983 |
| Total P&L (%) | 136.8198 | 220.6125 | -83.7927 | -77.7548 | 279.8129 | -357.5677 |
| Avg Daily Profit (%) | 0.0969 | 0.1563 | -0.0594 | -0.1064 | 0.0946 | 0 |
| Buy And Hold Return (%) | 12.3899 | 12.3899 | 12.3899 | 12.3899 | 12.3899 | 12.3899 |
| Max Trade Drawdown | -318749 | -167604 | -259621 | -825899 | -503370 | -456097 |
| Profit Factor | 1.0625 | 1.2362 | 0.9333 | 0.9808 | 1.1543 | 0.8403 |
| Total Trades | 847 | 424 | 423 | 847 | 424 | 423 |
| Winning Trades | 434 | 214 | 220 | 434 | 214 | 220 |
| Losing Trades | 413 | 210 | 203 | 413 | 210 | 203 |
| Profitability (%) | 51.2397 | 50.4717 | 52.0095 | 51.2397 | 50.4717 | 52.0095 |
| Ratio Avg Win / Avg Loss | 1.011 | 1.2131 | 0.8612 | 0.9334 | 1.1327 | 0.7754 |
| Largest Winning Trade | 44085 | 34094 | 44085 | 183031 | 183031 | 80247 |
| Largest Losing Trade | -46359 | -28677 | -46359 | -109723 | -109723 | -104026 |
| Avg Bars in Trades | 19 | 15 | 24 | 19 | 15 | 24 |
| Avg Bars in Winners | 19 | 15 | 22 | 19 | 15 | 22 |
| Avg Bars in Losers | 20 | 15 | 26 | 20 | 15 | 26 |
| Bars Traded | 16795 | 6512 | 10283 | 16795 | 6512 | 10283 |
| 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 | -210093 | 321891 | -578584 | -575498 | -115515 | -578584 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598464800000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759678904237,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 90,
"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": [
[
136819.8237598608,
220612.5356360226,
-83792.7118761615,
-77754.7973108522,
279812.9009990819,
-357567.6983099346
],
[
136.819824,
220.612536,
-83.792712,
-77.754797,
279.812901,
-357.567698
],
[
0.096944,
0.156315,
-0.059371,
-0.106442,
0.094602,
0
],
[
12.389868,
12.389868,
12.389868,
12.389868,
12.389868,
12.389868
],
[
-318749,
-167604,
-259621,
-825899,
-503370,
-456097
],
[
1.062457,
1.236238,
0.933327,
0.980818,
1.154257,
0.840348
],
[
847,
424,
423,
847,
424,
423
],
[
434,
214,
220,
434,
214,
220
],
[
413,
210,
203,
413,
210,
203
],
[
51.239669,
50.471698,
52.009456,
51.239669,
50.471698,
52.009456
],
[
1.011048,
1.213131,
0.861206,
0.933359,
1.132682,
0.775412
],
[
44085,
34094,
44085,
183031,
183031,
80247
],
[
-46359,
-28677,
-46359,
-109723,
-109723,
-104026
],
[
19,
15,
24,
19,
15,
24
],
[
19,
15,
22,
19,
15,
22
],
[
20,
15,
26,
20,
15,
26
],
[
16795,
6512,
10283,
16795,
6512,
10283
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-210093,
321891,
-578584,
-575498,
-115515,
-578584
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598464800000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759678904237,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 90,
"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) |
|---|