| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 150187.4167 | 227987.8676 | -77800.4509 | -80157.4839 | -2616.1617 | -77541.3223 |
| Total P&L (%) | 150.1874 | 227.9879 | -77.8005 | -80.1575 | -2.6162 | -77.5413 |
| Avg Daily Profit (%) | 0.1063 | 0.1614 | -0.0551 | -0.1144 | -0.0019 | -0.1057 |
| Buy And Hold Return (%) | 10.8035 | 10.8035 | 10.8035 | 10.8035 | 10.8035 | 10.8035 |
| Max Trade Drawdown | -233490 | -103894 | -207607 | -181248 | -76657 | -131979 |
| Profit Factor | 1.1148 | 1.3672 | 0.8868 | 0.8215 | 0.9879 | 0.666 |
| Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
| Winning Trades | 163 | 85 | 78 | 163 | 85 | 78 |
| Losing Trades | 125 | 59 | 66 | 125 | 59 | 66 |
| Profitability (%) | 56.5972 | 59.0278 | 54.1667 | 56.5972 | 59.0278 | 54.1667 |
| Ratio Avg Win / Avg Loss | 0.8549 | 0.949 | 0.7504 | 0.63 | 0.6857 | 0.5635 |
| Largest Winning Trade | 73964 | 73964 | 46011 | 32999 | 32999 | 21416 |
| Largest Losing Trade | -71718 | -39629 | -71718 | -38694 | -34299 | -38694 |
| Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
| Avg Bars in Winners | 7 | 6 | 8 | 7 | 6 | 8 |
| Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
| Bars Traded | 2811 | 1419 | 1392 | 2811 | 1419 | 1392 |
| Profit Streak | 457.0088 | 482.0088 | 457.0088 | 457.0088 | 482.0088 | 457.0088 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -143343 | 314948 | -579548 | -577177 | -578148 | -579548 |
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1597838400000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758845559379,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"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": [
[
150187.4166746337,
227987.8675835403,
-77800.4509089067,
-80157.4839414663,
-2616.1616649527,
-77541.3222765136
],
[
150.187417,
227.987868,
-77.800451,
-80.157484,
-2.616162,
-77.541322
],
[
0.106327,
0.161407,
-0.05508,
-0.114437,
-0.001877,
-0.105678
],
[
10.803474,
10.803474,
10.803474,
10.803474,
10.803474,
10.803474
],
[
-233490,
-103894,
-207607,
-181248,
-76657,
-131979
],
[
1.114806,
1.367162,
0.886792,
0.821488,
0.987937,
0.666006
],
[
288,
144,
144,
288,
144,
144
],
[
163,
85,
78,
163,
85,
78
],
[
125,
59,
66,
125,
59,
66
],
[
56.597222,
59.027778,
54.166667,
56.597222,
59.027778,
54.166667
],
[
0.854913,
0.948972,
0.750363,
0.629975,
0.685744,
0.563544
],
[
73964,
73964,
46011,
32999,
32999,
21416
],
[
-71718,
-39629,
-71718,
-38694,
-34299,
-38694
],
[
9,
9,
9,
9,
9,
9
],
[
7,
6,
8,
7,
6,
8
],
[
12,
14,
11,
12,
14,
11
],
[
2811,
1419,
1392,
2811,
1419,
1392
],
[
457.008789,
482.008789,
457.008789,
457.008789,
482.008789,
457.008789
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143343,
314948,
-579548,
-577177,
-578148,
-579548
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2825,
"evaluation_days": 1412.5,
"actual_first_datapoint_time": 1597795200000,
"first_datapoint_time": 1597838400000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758845559379,
"expiration_time": 1723453200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"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) |
|---|