| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 545881.0264 | 453741.6439 | 92139.3825 | 854667.6079 | 1649135.34 | -794467.7321 |
| Total P&L (%) | 545.881 | 453.7416 | 92.1394 | 854.6676 | 1649.1353 | -794.4677 |
| Avg Daily Profit (%) | 0.3866 | 0.3213 | 0.0653 | 0.1599 | 0.2029 | 0 |
| Buy And Hold Return (%) | 40.0503 | 40.0503 | 40.0503 | 40.0503 | 40.0503 | 40.0503 |
| Max Trade Drawdown | -87245 | -65972 | -85900 | -1455522 | -487785 | -1582218 |
| Profit Factor | 2.0363 | 2.6811 | 1.3588 | 1.1917 | 1.912 | 0.7001 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Profitability (%) | 44.7917 | 45.8333 | 43.75 | 44.7917 | 45.8333 | 43.75 |
| Ratio Avg Win / Avg Loss | 2.5099 | 3.1685 | 1.747 | 1.4689 | 2.2596 | 0.9001 |
| Largest Winning Trade | 150106 | 150106 | 57398 | 1306402 | 1306402 | 326363 |
| Largest Losing Trade | -46032 | -26303 | -46032 | -1015760 | -253420 | -1015760 |
| Avg Bars in Trades | 41 | 43 | 38 | 41 | 43 | 38 |
| Avg Bars in Winners | 53 | 54 | 52 | 53 | 54 | 52 |
| Avg Bars in Losers | 31 | 34 | 27 | 31 | 34 | 27 |
| Bars Traded | 3947 | 2103 | 1844 | 3947 | 2103 | 1844 |
| Profit Streak | 0 | 0 | 488.861 | 0 | 0 | 488.861 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 422399 | 440680 | -110888 | -3693 | 365798 | -582535 |
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1603641600000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758919194383,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.10491,
"nb": 0.1,
"nc": 0.1
}
}
}
{
"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": [
[
545881.026398643,
453741.6439393887,
92139.3824592547,
854667.6079064895,
1649135.3399744928,
-794467.7320680039
],
[
545.881026,
453.741644,
92.139382,
854.667608,
1649.13534,
-794.467732
],
[
0.386601,
0.321347,
0.065255,
0.159915,
0.202876,
0
],
[
40.05032,
40.05032,
40.05032,
40.05032,
40.05032,
40.05032
],
[
-87245,
-65972,
-85900,
-1455522,
-487785,
-1582218
],
[
2.036324,
2.68105,
1.358754,
1.191735,
1.911984,
0.700115
],
[
96,
48,
48,
96,
48,
48
],
[
43,
22,
21,
43,
22,
21
],
[
53,
26,
27,
53,
26,
27
],
[
44.791667,
45.833333,
43.75,
44.791667,
45.833333,
43.75
],
[
2.509888,
3.168513,
1.74697,
1.468883,
2.259618,
0.900148
],
[
150106,
150106,
57398,
1306402,
1306402,
326363
],
[
-46032,
-26303,
-46032,
-1015760,
-253420,
-1015760
],
[
41,
43,
38,
41,
43,
38
],
[
53,
54,
52,
53,
54,
52
],
[
31,
34,
27,
31,
34,
27
],
[
3947,
2103,
1844,
3947,
2103,
1844
],
[
0,
0,
488.861046,
0,
0,
488.861046
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
422399,
440680,
-110888,
-3693,
365798,
-582535
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1603641600000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758919194383,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.10491,
"nb": 0.1,
"nc": 0.1
}
}
}
| # | 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) |
|---|