| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 364294.8979 | 339145.1515 | 25149.7464 | 447462.5722 | 555755.8584 | -108293.2862 |
| Total P&L (%) | 364.2949 | 339.1452 | 25.1497 | 447.4626 | 555.7559 | -108.2933 |
| Avg Daily Profit (%) | 0.258 | 0.2402 | 0.0178 | 0.1205 | 0.1333 | 0 |
| Buy And Hold Return (%) | 84.1504 | 84.1504 | 84.1504 | 84.1504 | 84.1504 | 84.1504 |
| Max Trade Drawdown | -63937 | -60288 | -50186 | -403581 | -217329 | -203004 |
| Profit Factor | 1.9211 | 2.4969 | 1.1489 | 1.3531 | 1.7463 | 0.7927 |
| Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Winning Trades | 24 | 14 | 10 | 24 | 14 | 10 |
| Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Profitability (%) | 40.678 | 46.6667 | 34.4828 | 40.678 | 46.6667 | 34.4828 |
| Ratio Avg Win / Avg Loss | 2.8016 | 2.8537 | 2.1829 | 1.9733 | 1.9957 | 1.5061 |
| Largest Winning Trade | 117337 | 117337 | 59986 | 298070 | 298070 | 115917 |
| Largest Losing Trade | -32628 | -32628 | -23660 | -186251 | -143492 | -186251 |
| Avg Bars in Trades | 135 | 109 | 163 | 135 | 109 | 163 |
| Avg Bars in Winners | 204 | 183 | 234 | 204 | 183 | 234 |
| Avg Bars in Losers | 88 | 44 | 126 | 88 | 44 | 126 |
| Bars Traded | 8019 | 3278 | 4741 | 8019 | 3278 | 4741 |
| 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 | -173567 | 330655 | -396580 | -215155 | -12962 | -584089 |
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759262170993,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 72,
"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": [
[
364294.8979291094,
339145.1514845502,
25149.7464445592,
447462.5722176867,
555755.8583925295,
-108293.2861748429
],
[
364.294898,
339.145151,
25.149746,
447.462572,
555.755858,
-108.293286
],
[
0.25803,
0.240217,
0.017814,
0.120492,
0.133293,
0
],
[
84.150376,
84.150376,
84.150376,
84.150376,
84.150376,
84.150376
],
[
-63937,
-60288,
-50186,
-403581,
-217329,
-203004
],
[
1.92111,
2.496943,
1.14887,
1.353145,
1.746267,
0.792686
],
[
59,
30,
29,
59,
30,
29
],
[
24,
14,
10,
24,
14,
10
],
[
35,
16,
19,
35,
16,
19
],
[
40.677966,
46.666667,
34.482759,
40.677966,
46.666667,
34.482759
],
[
2.801619,
2.85365,
2.182854,
1.973337,
1.995734,
1.506103
],
[
117337,
117337,
59986,
298070,
298070,
115917
],
[
-32628,
-32628,
-23660,
-186251,
-143492,
-186251
],
[
135,
109,
163,
135,
109,
163
],
[
204,
183,
234,
204,
183,
234
],
[
88,
44,
126,
88,
44,
126
],
[
8019,
3278,
4741,
8019,
3278,
4741
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-173567,
330655,
-396580,
-215155,
-12962,
-584089
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759262170993,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 181,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 72,
"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) |
|---|