| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 415268.3363 | 382327.2492 | 32941.0871 | 305163.2571 | 312637.6326 | -7474.3755 |
| Total P&L (%) | 415.2683 | 382.3272 | 32.9411 | 305.1633 | 312.6376 | -7.4744 |
| Avg Daily Profit (%) | 0.2941 | 0.2708 | 0.0233 | 0.0991 | 0.1004 | -0.0055 |
| Buy And Hold Return (%) | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 | 69.8003 |
| Max Trade Drawdown | -128738 | -137267 | -26877 | -404672 | -416753 | -84396 |
| Profit Factor | 2.0286 | 2.2379 | 1.3472 | 1.2615 | 1.3531 | 0.9735 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
| Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
| Profitability (%) | 53.9683 | 54.8387 | 53.125 | 53.9683 | 54.8387 | 53.125 |
| Ratio Avg Win / Avg Loss | 1.7303 | 1.843 | 1.1887 | 1.076 | 1.1143 | 0.8589 |
| Largest Winning Trade | 191071 | 191071 | 37778 | 287432 | 287432 | 62542 |
| Largest Losing Trade | -58668 | -58668 | -22118 | -153744 | -153744 | -76724 |
| Avg Bars in Trades | 63 | 122 | 6 | 63 | 122 | 6 |
| Avg Bars in Winners | 71 | 136 | 7 | 71 | 136 | 7 |
| Avg Bars in Losers | 54 | 106 | 6 | 54 | 106 | 6 |
| Bars Traded | 4010 | 3800 | 210 | 4010 | 3800 | 210 |
| Profit Streak | 479.3782 | 0 | 531.7116 | 479.3782 | 0 | 531.7116 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -138320 | 434070 | -325871 | -212567 | -59696 | -579543 |
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601395200000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759223080028,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 190,
"offset": 0,
"std": 4.17655
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 14,
"offset": 0,
"std": 4.74307
}
}
} {
"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": [
[
415268.3362908521,
382327.2491792932,
32941.0871115586,
305163.2571383385,
312637.6326226824,
-7474.3754843439
],
[
415.268336,
382.327249,
32.941087,
305.163257,
312.637633,
-7.474375
],
[
0.294099,
0.27077,
0.023329,
0.099137,
0.100433,
-0.005502
],
[
69.800333,
69.800333,
69.800333,
69.800333,
69.800333,
69.800333
],
[
-128738,
-137267,
-26877,
-404672,
-416753,
-84396
],
[
2.028581,
2.237878,
1.347214,
1.261518,
1.353113,
0.97345
],
[
63,
31,
32,
63,
31,
32
],
[
34,
17,
17,
34,
17,
17
],
[
29,
14,
15,
29,
14,
15
],
[
53.968254,
54.83871,
53.125,
53.968254,
54.83871,
53.125
],
[
1.73026,
1.842958,
1.188719,
1.076001,
1.114328,
0.858926
],
[
191071,
191071,
37778,
287432,
287432,
62542
],
[
-58668,
-58668,
-22118,
-153744,
-153744,
-76724
],
[
63,
122,
6,
63,
122,
6
],
[
71,
136,
7,
71,
136,
7
],
[
54,
106,
6,
54,
106,
6
],
[
4010,
3800,
210,
4010,
3800,
210
],
[
479.378241,
0,
531.711574,
479.378241,
0,
531.711574
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-138320,
434070,
-325871,
-212567,
-59696,
-579543
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1601395200000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759223080028,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 190,
"offset": 0,
"std": 4.17655
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 14,
"offset": 0,
"std": 4.74307
}
}
}
| # | 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) |
|---|