| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 161804.5626 | 228055.1634 | -66250.6008 | -87951.7647 | 110987.7942 | -198939.5589 |
| Total P&L (%) | 161.8046 | 228.0552 | -66.2506 | -87.9518 | 110.9878 | -198.9396 |
| Avg Daily Profit (%) | 0.1146 | 0.1615 | -0.0469 | -0.1497 | 0.0529 | 0 |
| Buy And Hold Return (%) | 21.4881 | 21.4881 | 21.4881 | 21.4881 | 21.4881 | 21.4881 |
| Max Trade Drawdown | -180176 | -107167 | -181568 | -286734 | -192623 | -319312 |
| Profit Factor | 1.1069 | 1.3266 | 0.9188 | 0.9409 | 1.1688 | 0.7606 |
| Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
| Winning Trades | 252 | 126 | 126 | 252 | 126 | 126 |
| Losing Trades | 151 | 75 | 76 | 151 | 75 | 76 |
| Profitability (%) | 62.531 | 62.6866 | 62.3762 | 62.531 | 62.6866 | 62.3762 |
| Ratio Avg Win / Avg Loss | 0.6633 | 0.7896 | 0.5542 | 0.5638 | 0.6957 | 0.4588 |
| Largest Winning Trade | 33054 | 33054 | 29787 | 45518 | 33351 | 45518 |
| Largest Losing Trade | -71631 | -57485 | -71631 | -101228 | -83905 | -101228 |
| Avg Bars in Trades | 6 | 6 | 7 | 6 | 6 | 7 |
| Avg Bars in Winners | 4 | 4 | 5 | 4 | 4 | 5 |
| Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
| Bars Traded | 2798 | 1375 | 1423 | 2798 | 1375 | 1423 |
| Profit Streak | 467.6999 | 467.6999 | 510.1999 | 467.6999 | 467.6999 | 510.1999 |
| Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -139340 | 319496 | -577006 | -575432 | -156996 | -577006 |
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1598356800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759250872499,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 4,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 14,
"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": [
[
161804.5626190312,
228055.163380897,
-66250.6007618662,
-87951.7646606369,
110987.7941900714,
-198939.5588507081
],
[
161.804563,
228.055163,
-66.250601,
-87.951765,
110.987794,
-198.939559
],
[
0.114552,
0.161455,
-0.046903,
-0.149711,
0.052873,
0
],
[
21.488095,
21.488095,
21.488095,
21.488095,
21.488095,
21.488095
],
[
-180176,
-107167,
-181568,
-286734,
-192623,
-319312
],
[
1.106889,
1.326566,
0.918753,
0.940912,
1.168842,
0.760643
],
[
403,
201,
202,
403,
201,
202
],
[
252,
126,
126,
252,
126,
126
],
[
151,
75,
76,
151,
75,
76
],
[
62.531017,
62.686567,
62.376238,
62.531017,
62.686567,
62.376238
],
[
0.663255,
0.789622,
0.554168,
0.5638,
0.695739,
0.4588
],
[
33054,
33054,
29787,
45518,
33351,
45518
],
[
-71631,
-57485,
-71631,
-101228,
-83905,
-101228
],
[
6,
6,
7,
6,
6,
7
],
[
4,
4,
5,
4,
4,
5
],
[
10,
10,
10,
10,
10,
10
],
[
2798,
1375,
1423,
2798,
1375,
1423
],
[
467.699913,
467.699913,
510.199913,
467.699913,
467.699913,
510.199913
],
[
3,
1,
6,
3,
1,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-139340,
319496,
-577006,
-575432,
-156996,
-577006
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1598356800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759250872499,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 4,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 14,
"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) |
|---|