| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 221882.0209 | 248023.9011 | -26141.8802 | -49163.5192 | 248772.5699 | -297936.0891 |
| Total P&L (%) | 221.882 | 248.0239 | -26.1419 | -49.1635 | 248.7726 | -297.9361 |
| Avg Daily Profit (%) | 0.1572 | 0.1757 | -0.0185 | -0.0479 | 0.0885 | 0 |
| Buy And Hold Return (%) | 12.1429 | 12.1429 | 12.1429 | 12.1429 | 12.1429 | 12.1429 |
| Max Trade Drawdown | -221352 | -76083 | -198857 | -678235 | -425389 | -784633 |
| Profit Factor | 1.1025 | 1.2555 | 0.9781 | 0.9925 | 1.0808 | 0.9138 |
| Total Trades | 877 | 438 | 439 | 877 | 438 | 439 |
| Winning Trades | 599 | 302 | 297 | 599 | 302 | 297 |
| Losing Trades | 278 | 136 | 142 | 278 | 136 | 142 |
| Profitability (%) | 68.301 | 68.9498 | 67.6538 | 68.301 | 68.9498 | 67.6538 |
| Ratio Avg Win / Avg Loss | 0.5117 | 0.5654 | 0.4676 | 0.4606 | 0.4867 | 0.4369 |
| Largest Winning Trade | 28100 | 28100 | 21143 | 87971 | 76494 | 87971 |
| Largest Losing Trade | -39677 | -32746 | -39677 | -210048 | -153814 | -210048 |
| Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
| Avg Bars in Winners | 5 | 5 | 6 | 5 | 5 | 6 |
| Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
| Bars Traded | 8402 | 4096 | 4306 | 8402 | 4096 | 4306 |
| Profit Streak | 463.1283 | 465.2949 | 463.1283 | 463.1283 | 465.2949 | 463.1283 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -93592 | 381996 | -575888 | -572169 | -203024 | -575888 |
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598342400000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758956682178,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 37,
"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": [
[
221882.0208936025,
248023.9011106241,
-26141.8802170218,
-49163.5192160767,
248772.5698585981,
-297936.089074675
],
[
221.882021,
248.023901,
-26.14188,
-49.163519,
248.77257,
-297.936089
],
[
0.157159,
0.175675,
-0.018516,
-0.047909,
0.088524,
0
],
[
12.142857,
12.142857,
12.142857,
12.142857,
12.142857,
12.142857
],
[
-221352,
-76083,
-198857,
-678235,
-425389,
-784633
],
[
1.102489,
1.255504,
0.978109,
0.992478,
1.08081,
0.91382
],
[
877,
438,
439,
877,
438,
439
],
[
599,
302,
297,
599,
302,
297
],
[
278,
136,
142,
278,
136,
142
],
[
68.301026,
68.949772,
67.653759,
68.301026,
68.949772,
67.653759
],
[
0.511673,
0.565392,
0.467648,
0.460616,
0.486722,
0.436911
],
[
28100,
28100,
21143,
87971,
76494,
87971
],
[
-39677,
-32746,
-39677,
-210048,
-153814,
-210048
],
[
9,
9,
9,
9,
9,
9
],
[
5,
5,
6,
5,
5,
6
],
[
17,
17,
17,
17,
17,
17
],
[
8402,
4096,
4306,
8402,
4096,
4306
],
[
463.128266,
465.294932,
463.128266,
463.128266,
465.294933,
463.128266
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-93592,
381996,
-575888,
-572169,
-203024,
-575888
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1598342400000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758956682178,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 37,
"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) |
|---|