| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 289120.4832 | 283443.4945 | 5676.9887 | 39202.2038 | 165686.7584 | -126484.5546 |
| Total P&L (%) | 289.1205 | 283.4435 | 5.677 | 39.2022 | 165.6868 | -126.4846 |
| Avg Daily Profit (%) | 0.2049 | 0.2008 | 0.004 | 0.0234 | 0.0693 | 0 |
| Buy And Hold Return (%) | 14.7059 | 14.7059 | 14.7059 | 14.7059 | 14.7059 | 14.7059 |
| Max Trade Drawdown | -173635 | -144288 | -97976 | -1139642 | -1019281 | -410659 |
| Profit Factor | 1.3732 | 1.6692 | 1.0162 | 1.0143 | 1.1006 | 0.8849 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
| Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
| Profitability (%) | 71.0059 | 69.0476 | 72.9412 | 71.0059 | 69.0476 | 72.9412 |
| Ratio Avg Win / Avg Loss | 0.5607 | 0.7482 | 0.377 | 0.4142 | 0.4934 | 0.3283 |
| Largest Winning Trade | 75864 | 75864 | 20794 | 199975 | 199975 | 118754 |
| Largest Losing Trade | -52510 | -52275 | -52510 | -561397 | -561397 | -252154 |
| Avg Bars in Trades | 97 | 163 | 31 | 97 | 163 | 31 |
| Avg Bars in Winners | 55 | 91 | 22 | 55 | 91 | 22 |
| Avg Bars in Losers | 199 | 325 | 58 | 199 | 325 | 58 |
| Bars Traded | 16438 | 13735 | 2703 | 16438 | 13735 | 2703 |
| Profit Streak | 457.6393 | 0 | 562.056 | 457.6393 | 0 | 562.056 |
| Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 385929 | 375471 | -553352 | -367258 | -209573 | -576501 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598997600000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758979236530,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 33,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 164,
"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": [
[
289120.4832470253,
283443.4945089804,
5676.9887380451,
39202.2037925546,
165686.7584102967,
-126484.5546177421
],
[
289.120483,
283.443495,
5.676989,
39.202204,
165.686758,
-126.484555
],
[
0.204857,
0.200834,
0.004022,
0.023439,
0.06926,
0
],
[
14.705882,
14.705882,
14.705882,
14.705882,
14.705882,
14.705882
],
[
-173635,
-144288,
-97976,
-1139642,
-1019281,
-410659
],
[
1.373217,
1.669157,
1.01617,
1.014277,
1.100602,
0.884898
],
[
169,
84,
85,
169,
84,
85
],
[
120,
58,
62,
120,
58,
62
],
[
49,
26,
23,
49,
26,
23
],
[
71.005917,
69.047619,
72.941176,
71.005917,
69.047619,
72.941176
],
[
0.56073,
0.748243,
0.376966,
0.414163,
0.493374,
0.328269
],
[
75864,
75864,
20794,
199975,
199975,
118754
],
[
-52510,
-52275,
-52510,
-561397,
-561397,
-252154
],
[
97,
163,
31,
97,
163,
31
],
[
55,
91,
22,
55,
91,
22
],
[
199,
325,
58,
199,
325,
58
],
[
16438,
13735,
2703,
16438,
13735,
2703
],
[
457.639312,
0,
562.055978,
457.639312,
0,
562.055978
],
[
1,
0,
4,
1,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
385929,
375471,
-553352,
-367258,
-209573,
-576501
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598997600000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758979236530,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 33,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 164,
"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) |
|---|