| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 157389.9839 | 217714.7752 | -60324.7913 | -61200.386 | 27725.4578 | -88925.8439 |
| Total P&L (%) | 157.39 | 217.7148 | -60.3248 | -61.2004 | 27.7255 | -88.9258 |
| Avg Daily Profit (%) | 0.1115 | 0.1543 | -0.0427 | -0.0671 | 0.0173 | -0.1558 |
| Buy And Hold Return (%) | 13.6836 | 13.6836 | 13.6836 | 13.6836 | 13.6836 | 13.6836 |
| Max Trade Drawdown | -186343 | -151088 | -146468 | -157555 | -91216 | -143509 |
| Profit Factor | 1.0973 | 1.2769 | 0.9274 | 0.9405 | 1.0577 | 0.8375 |
| Total Trades | 656 | 328 | 328 | 656 | 328 | 328 |
| Winning Trades | 327 | 165 | 162 | 327 | 165 | 162 |
| Losing Trades | 329 | 163 | 166 | 329 | 163 | 166 |
| Profitability (%) | 49.8476 | 50.3049 | 49.3902 | 49.8476 | 50.3049 | 49.3902 |
| Ratio Avg Win / Avg Loss | 1.104 | 1.2614 | 0.9503 | 0.9462 | 1.0448 | 0.8581 |
| Largest Winning Trade | 126928 | 126928 | 50466 | 44329 | 44329 | 28320 |
| Largest Losing Trade | -26314 | -24189 | -26314 | -35900 | -20631 | -35900 |
| Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
| Avg Bars in Winners | 31 | 28 | 33 | 31 | 28 | 33 |
| Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
| Bars Traded | 16735 | 8077 | 8658 | 16735 | 8077 | 8658 |
| 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 | -153968 | 311379 | -579577 | -577132 | -332022 | -579577 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599004800000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759116009397,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcb",
"factors": {
"length": 165,
"offset": 11,
"scalar": 1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
157389.9839199972,
217714.7752402011,
-60324.7913202039,
-61200.3860243831,
27725.4578412244,
-88925.8438656074
],
[
157.389984,
217.714775,
-60.324791,
-61.200386,
27.725458,
-88.925844
],
[
0.111519,
0.154262,
-0.042743,
-0.06706,
0.017341,
-0.155799
],
[
13.683624,
13.683624,
13.683624,
13.683624,
13.683624,
13.683624
],
[
-186343,
-151088,
-146468,
-157555,
-91216,
-143509
],
[
1.097298,
1.276853,
0.927426,
0.940462,
1.057661,
0.837455
],
[
656,
328,
328,
656,
328,
328
],
[
327,
165,
162,
327,
165,
162
],
[
329,
163,
166,
329,
163,
166
],
[
49.847561,
50.304878,
49.390244,
49.847561,
50.304878,
49.390244
],
[
1.104009,
1.261376,
0.950326,
0.946214,
1.044841,
0.858133
],
[
126928,
126928,
50466,
44329,
44329,
28320
],
[
-26314,
-24189,
-26314,
-35900,
-20631,
-35900
],
[
25,
24,
26,
25,
24,
26
],
[
31,
28,
33,
31,
28,
33
],
[
19,
20,
19,
19,
20,
19
],
[
16735,
8077,
8658,
16735,
8077,
8658
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-153968,
311379,
-579577,
-577132,
-332022,
-579577
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1599004800000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1759116009397,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcb",
"factors": {
"length": 165,
"offset": 11,
"scalar": 1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|