| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512175.1664 | 421718.5489 | 90456.6175 | 1005176.2069 | 1906823.0802 | -901646.8733 |
| Total P&L (%) | 512.1752 | 421.7185 | 90.4566 | 1005.1762 | 1906.8231 | -901.6469 |
| Avg Daily Profit (%) | 0.3628 | 0.2987 | 0.0641 | 0.1703 | 0.2127 | 0 |
| Buy And Hold Return (%) | 84.1504 | 84.1504 | 84.1504 | 84.1504 | 84.1504 | 84.1504 |
| Max Trade Drawdown | -86203 | -23893 | -110753 | -2141266 | -626951 | -2211221 |
| Profit Factor | 2.2796 | 4.162 | 1.3389 | 1.2109 | 2.3164 | 0.7282 |
| Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Profitability (%) | 55.5556 | 53.6585 | 57.5 | 55.5556 | 53.6585 | 57.5 |
| Ratio Avg Win / Avg Loss | 1.8236 | 3.5945 | 0.9896 | 0.9687 | 2.0006 | 0.5383 |
| Largest Winning Trade | 182107 | 182107 | 70875 | 504348 | 504348 | 381964 |
| Largest Losing Trade | -61488 | -15965 | -61488 | -1057970 | -283433 | -1057970 |
| Avg Bars in Trades | 101 | 57 | 145 | 101 | 57 | 145 |
| Avg Bars in Winners | 134 | 67 | 199 | 134 | 67 | 199 |
| Avg Bars in Losers | 59 | 46 | 73 | 59 | 46 | 73 |
| Bars Traded | 8201 | 2367 | 5834 | 8201 | 2367 | 5834 |
| Profit Streak | 0 | 0 | 508.3816 | 0 | 0 | 508.3816 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -2397 | 533860 | -249603 | -9900 | 470403 | -579193 |
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1760260168734,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 181,
"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": [
[
512175.1663999138,
421718.548850179,
90456.6175497346,
1005176.2069196394,
1906823.080192118,
-901646.873272481
],
[
512.175166,
421.718549,
90.456618,
1005.176207,
1906.82308,
-901.646873
],
[
0.362774,
0.298703,
0.06407,
0.17032,
0.212655,
0
],
[
84.150376,
84.150376,
84.150376,
84.150376,
84.150376,
84.150376
],
[
-86203,
-23893,
-110753,
-2141266,
-626951,
-2211221
],
[
2.279561,
4.162016,
1.338911,
1.210898,
2.316434,
0.728231
],
[
81,
41,
40,
81,
41,
40
],
[
45,
22,
23,
45,
22,
23
],
[
36,
19,
17,
36,
19,
17
],
[
55.555556,
53.658537,
57.5,
55.555556,
53.658537,
57.5
],
[
1.823649,
3.594468,
0.98963,
0.968718,
2.000557,
0.538258
],
[
182107,
182107,
70875,
504348,
504348,
381964
],
[
-61488,
-15965,
-61488,
-1057970,
-283433,
-1057970
],
[
101,
57,
145,
101,
57,
145
],
[
134,
67,
199,
134,
67,
199
],
[
59,
46,
73,
59,
46,
73
],
[
8201,
2367,
5834,
8201,
2367,
5834
],
[
0,
0,
508.381582,
0,
0,
508.381583
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-2397,
533860,
-249603,
-9900,
470403,
-579193
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 8471,
"evaluation_days": 1411.83,
"actual_first_datapoint_time": 1597824000000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1760260168734,
"expiration_time": 1723451472000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 165,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 181,
"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) |
|---|