| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 258894.2217 | 237740.2593 | 21153.9625 | 64169.4112 | -174914.0331 | 239083.4442 |
| Total P&L (%) | 258.8942 | 237.7403 | 21.154 | 64.1694 | -174.914 | 239.0834 |
| Avg Daily Profit (%) | 0.1834 | 0.1685 | 0.015 | 0.0351 | 0 | 0.0866 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129986 | -131593 | -112773 | -892790 | -961867 | -354554 |
| Profit Factor | 1.2511 | 1.3349 | 1.0659 | 1.0158 | 0.9427 | 1.2394 |
| Total Trades | 385 | 192 | 193 | 385 | 192 | 193 |
| Winning Trades | 262 | 140 | 122 | 262 | 140 | 122 |
| Losing Trades | 123 | 52 | 71 | 123 | 52 | 71 |
| Profitability (%) | 68.0519 | 72.9167 | 63.2124 | 68.0519 | 72.9167 | 63.2124 |
| Ratio Avg Win / Avg Loss | 0.5873 | 0.4958 | 0.6203 | 0.4769 | 0.3501 | 0.7213 |
| Largest Winning Trade | 23739 | 23739 | 15748 | 147118 | 147118 | 118231 |
| Largest Losing Trade | -47051 | -47051 | -39548 | -271019 | -271019 | -114190 |
| Avg Bars in Trades | 43 | 77 | 9 | 43 | 77 | 9 |
| Avg Bars in Winners | 21 | 35 | 5 | 21 | 35 | 5 |
| Avg Bars in Losers | 90 | 191 | 16 | 90 | 191 | 16 |
| Bars Traded | 16750 | 14888 | 1862 | 16750 | 14888 | 1862 |
| Profit Streak | 457.013 | 463.013 | 457.013 | 457.013 | 463.013 | 457.013 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392822 | 373074 | -325645 | -345805 | -576396 | -76320 |
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598155200000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758845921180,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 47,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
258894.2217452587,
237740.2592898157,
21153.9624554432,
64169.4111684875,
-174914.0330770962,
239083.4442455836
],
[
258.894222,
237.740259,
21.153962,
64.169411,
-174.914033,
239.083444
],
[
0.18344,
0.168451,
0.014989,
0.035131,
0,
0.086557
],
[
10,
10,
10,
10,
10,
10
],
[
-129986,
-131593,
-112773,
-892790,
-961867,
-354554
],
[
1.251087,
1.334865,
1.065872,
1.015844,
0.942673,
1.239363
],
[
385,
192,
193,
385,
192,
193
],
[
262,
140,
122,
262,
140,
122
],
[
123,
52,
71,
123,
52,
71
],
[
68.051948,
72.916667,
63.212435,
68.051948,
72.916667,
63.212435
],
[
0.587342,
0.495807,
0.620303,
0.476904,
0.350136,
0.721269
],
[
23739,
23739,
15748,
147118,
147118,
118231
],
[
-47051,
-47051,
-39548,
-271019,
-271019,
-114190
],
[
43,
77,
9,
43,
77,
9
],
[
21,
35,
5,
21,
35,
5
],
[
90,
191,
16,
90,
191,
16
],
[
16750,
14888,
1862,
16750,
14888,
1862
],
[
457.012976,
463.012976,
457.012976,
457.012977,
463.012977,
457.012977
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392822,
373074,
-325645,
-345805,
-576396,
-76320
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 16936,
"evaluation_days": 1411.33,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598155200000,
"last_datapoint_time": 1719799200000,
"evaluation_time": 1758845921180,
"expiration_time": 1724189011200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 47,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|