| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 462701.556 | 384340.1968 | 78361.3591 | 917250.8402 | 883601.2471 | 33649.5931 |
| Total P&L (%) | 462.7016 | 384.3402 | 78.3614 | 917.2508 | 883.6012 | 33.6496 |
| Avg Daily Profit (%) | 0.3277 | 0.2722 | 0.0555 | 0.1644 | 0.162 | 0.0205 |
| Buy And Hold Return (%) | 68.0758 | 68.0758 | 68.0758 | 68.0758 | 68.0758 | 68.0758 |
| Max Trade Drawdown | -89342 | -100888 | -58394 | -728015 | -813062 | -649974 |
| Profit Factor | 2.0397 | 2.2462 | 1.5734 | 1.291 | 1.4116 | 1.0335 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
| Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Profitability (%) | 73.6434 | 76.5625 | 70.7692 | 73.6434 | 76.5625 | 70.7692 |
| Ratio Avg Win / Avg Loss | 0.73 | 0.6876 | 0.6499 | 0.462 | 0.4321 | 0.4269 |
| Largest Winning Trade | 58613 | 58613 | 15607 | 292519 | 292519 | 106468 |
| Largest Losing Trade | -70039 | -70039 | -49449 | -570178 | -467018 | -570178 |
| Avg Bars in Trades | 30 | 56 | 4 | 30 | 56 | 4 |
| Avg Bars in Winners | 11 | 20 | 3 | 11 | 20 | 3 |
| Avg Bars in Losers | 81 | 175 | 8 | 81 | 175 | 8 |
| Bars Traded | 3919 | 3609 | 310 | 3919 | 3609 | 310 |
| Profit Streak | 495.6755 | 0 | 576.3422 | 495.6755 | 0 | 576.3422 |
| Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 502017 | -126904 | -364820 | 373126 | -128924 | -643908 |
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1600588800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759219964156,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 97,
"offset": 0,
"std": 2.19692
}
}
} {
"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": [
[
462701.5559641684,
384340.1968283341,
78361.3591358343,
917250.8401707425,
883601.2471189216,
33649.5930518205
],
[
462.701556,
384.340197,
78.361359,
917.25084,
883.601247,
33.649593
],
[
0.327692,
0.272196,
0.055497,
0.164419,
0.162033,
0.020544
],
[
68.075762,
68.075762,
68.075762,
68.075762,
68.075762,
68.075762
],
[
-89342,
-100888,
-58394,
-728015,
-813062,
-649974
],
[
2.039654,
2.246249,
1.573421,
1.290977,
1.411627,
1.033458
],
[
129,
64,
65,
129,
64,
65
],
[
95,
49,
46,
95,
49,
46
],
[
34,
15,
19,
34,
15,
19
],
[
73.643411,
76.5625,
70.769231,
73.643411,
76.5625,
70.769231
],
[
0.729981,
0.687627,
0.649891,
0.462034,
0.432131,
0.426863
],
[
58613,
58613,
15607,
292519,
292519,
106468
],
[
-70039,
-70039,
-49449,
-570178,
-467018,
-570178
],
[
30,
56,
4,
30,
56,
4
],
[
11,
20,
3,
11,
20,
3
],
[
81,
175,
8,
81,
175,
8
],
[
3919,
3609,
310,
3919,
3609,
310
],
[
495.675511,
0,
576.342178,
495.675511,
0,
576.342178
],
[
1,
0,
6,
1,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
502017,
-126904,
-364820,
373126,
-128924,
-643908
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4236,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1600588800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1759219964156,
"expiration_time": 1723451904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 97,
"offset": 0,
"std": 2.19692
}
}
}
| # | 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) |
|---|