| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 220518.8724 | 254901.8446 | -34382.9723 | -40078.1289 | 168517.5349 | -208595.6639 |
| Total P&L (%) | 220.5189 | 254.9018 | -34.383 | -40.0781 | 168.5175 | -208.5957 |
| Avg Daily Profit (%) | 0.1561 | 0.1805 | -0.0243 | -0.0363 | 0.07 | 0 |
| Buy And Hold Return (%) | 14.878 | 14.878 | 14.878 | 14.878 | 14.878 | 14.878 |
| Max Trade Drawdown | -145728 | -75787 | -159917 | -340450 | -264609 | -383633 |
| Profit Factor | 1.1254 | 1.3092 | 0.9632 | 0.9876 | 1.1063 | 0.8731 |
| Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
| Winning Trades | 336 | 168 | 168 | 336 | 168 | 168 |
| Losing Trades | 202 | 101 | 101 | 202 | 101 | 101 |
| Profitability (%) | 62.4535 | 62.4535 | 62.4535 | 62.4535 | 62.4535 | 62.4535 |
| Ratio Avg Win / Avg Loss | 0.6766 | 0.7871 | 0.5791 | 0.5937 | 0.6651 | 0.5249 |
| Largest Winning Trade | 39143 | 39143 | 24373 | 55130 | 55130 | 35955 |
| Largest Losing Trade | -45664 | -38462 | -45664 | -137891 | -137891 | -101406 |
| Avg Bars in Trades | 5 | 4 | 5 | 5 | 4 | 5 |
| Avg Bars in Winners | 3 | 3 | 3 | 3 | 3 | 3 |
| Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
| Bars Traded | 2786 | 1318 | 1468 | 2786 | 1318 | 1468 |
| 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 | -72273 | 312169 | -578034 | -576074 | -202075 | -578034 |
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1598918400000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759288803539,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 5,
"offset": 0,
"a": 0.70487
}
}
} {
"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": [
[
220518.8723778199,
254901.8446417967,
-34382.9722639763,
-40078.12892084,
168517.5349498357,
-208595.6638706757
],
[
220.518872,
254.901845,
-34.382972,
-40.078129,
168.517535,
-208.595664
],
[
0.15612,
0.180461,
-0.024342,
-0.03625,
0.069953,
0
],
[
14.878049,
14.878049,
14.878049,
14.878049,
14.878049,
14.878049
],
[
-145728,
-75787,
-159917,
-340450,
-264609,
-383633
],
[
1.125428,
1.309223,
0.96318,
0.98759,
1.106282,
0.873115
],
[
538,
269,
269,
538,
269,
269
],
[
336,
168,
168,
336,
168,
168
],
[
202,
101,
101,
202,
101,
101
],
[
62.453532,
62.453532,
62.453532,
62.453532,
62.453532,
62.453532
],
[
0.676596,
0.787092,
0.579054,
0.59373,
0.665086,
0.524908
],
[
39143,
39143,
24373,
55130,
55130,
35955
],
[
-45664,
-38462,
-45664,
-137891,
-137891,
-101406
],
[
5,
4,
5,
5,
4,
5
],
[
3,
3,
3,
3,
3,
3
],
[
7,
7,
8,
7,
7,
8
],
[
2786,
1318,
1468,
2786,
1318,
1468
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-72273,
312169,
-578034,
-576074,
-202075,
-578034
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1598918400000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759288803539,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 5,
"offset": 0,
"a": 0.70487
}
}
}
| # | 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) |
|---|