| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 460643.9604 | 444971.0386 | 15672.9217 | 266627.0944 | 200654.3765 | 65972.7179 |
| Total P&L (%) | 460.644 | 444.971 | 15.6729 | 266.6271 | 200.6544 | 65.9727 |
| Avg Daily Profit (%) | 0.3262 | 0.3151 | 0.0111 | 0.0921 | 0.078 | 0.0359 |
| Buy And Hold Return (%) | 17.6369 | 17.6369 | 17.6369 | 17.6369 | 17.6369 | 17.6369 |
| Max Trade Drawdown | -136035 | -128312 | -28705 | -289999 | -297591 | -23341 |
| Profit Factor | 2.142 | 2.3033 | 1.2531 | 1.3857 | 1.323 | 1.9429 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
| Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
| Profitability (%) | 57.1429 | 60.5263 | 53.8462 | 57.1429 | 60.5263 | 53.8462 |
| Ratio Avg Win / Avg Loss | 1.6065 | 1.5021 | 1.0741 | 1.0393 | 0.8628 | 1.6653 |
| Largest Winning Trade | 238223 | 238223 | 14380 | 210042 | 210042 | 37768 |
| Largest Losing Trade | -62076 | -62076 | -23838 | -168091 | -168091 | -17018 |
| Avg Bars in Trades | 64 | 130 | 1 | 64 | 130 | 1 |
| Avg Bars in Winners | 52 | 99 | 1 | 52 | 99 | 1 |
| Avg Bars in Losers | 80 | 176 | 1 | 80 | 176 | 1 |
| Bars Traded | 4990 | 4948 | 42 | 4990 | 4948 | 42 |
| Profit Streak | 698.8952 | 741.3952 | 698.8952 | 698.8952 | 741.3952 | 698.8952 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -30952 | 565159 | -342232 | -113189 | -87553 | -141964 |
{
"trading_pair": "OCEAN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5648,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597816800000,
"first_datapoint_time": 1598032800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758878949175,
"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": 182,
"offset": 0,
"std": 2.26228
}
}
} {
"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": [
[
460643.9603730236,
444971.038634631,
15672.9217383926,
266627.0944316282,
200654.3765383795,
65972.7178932488
],
[
460.64396,
444.971039,
15.672922,
266.627094,
200.654377,
65.972718
],
[
0.326235,
0.315135,
0.0111,
0.092052,
0.07799,
0.035888
],
[
17.636888,
17.636888,
17.636888,
17.636888,
17.636888,
17.636888
],
[
-136035,
-128312,
-28705,
-289999,
-297591,
-23341
],
[
2.14203,
2.303271,
1.253079,
1.385714,
1.322966,
1.942886
],
[
77,
38,
39,
77,
38,
39
],
[
44,
23,
21,
44,
23,
21
],
[
33,
15,
18,
33,
15,
18
],
[
57.142857,
60.526316,
53.846154,
57.142857,
60.526316,
53.846154
],
[
1.606523,
1.502133,
1.074068,
1.039286,
0.862804,
1.665331
],
[
238223,
238223,
14380,
210042,
210042,
37768
],
[
-62076,
-62076,
-23838,
-168091,
-168091,
-17018
],
[
64,
130,
1,
64,
130,
1
],
[
52,
99,
1,
52,
99,
1
],
[
80,
176,
1,
80,
176,
1
],
[
4990,
4948,
42,
4990,
4948,
42
],
[
698.895245,
741.395245,
698.895245,
698.895245,
741.395245,
698.895245
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-30952,
565159,
-342232,
-113189,
-87553,
-141964
]
]
}
{
"trading_pair": "OCEAN_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 5648,
"evaluation_days": 1412,
"actual_first_datapoint_time": 1597816800000,
"first_datapoint_time": 1598032800000,
"last_datapoint_time": 1719792000000,
"evaluation_time": 1758878949175,
"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": 182,
"offset": 0,
"std": 2.26228
}
}
}
| # | 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) |
|---|