| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 273943.3385 | 245675.3391 | 28267.9994 | 12910.4479 | 98952.3766 | -86041.9287 |
| Total P&L (%) | 273.9433 | 245.6753 | 28.268 | 12.9104 | 98.9524 | -86.0419 |
| Avg Daily Profit (%) | 0.2252 | 0.2019 | 0.0232 | 0.01 | 0.0566 | -0.1617 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119291 | -76930 | -141561 | -160088 | -60556 | -172096 |
| Profit Factor | 1.2966 | 1.5363 | 1.0607 | 1.0216 | 1.3825 | 0.7469 |
| Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
| Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
| Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
| Profitability (%) | 56.3319 | 55.2632 | 57.3913 | 56.3319 | 55.2632 | 57.3913 |
| Ratio Avg Win / Avg Loss | 1.0051 | 1.2436 | 0.7875 | 0.7919 | 1.1192 | 0.5545 |
| Largest Winning Trade | 52131 | 52131 | 35183 | 54582 | 54582 | 13189 |
| Largest Losing Trade | -77490 | -46093 | -77490 | -136520 | -43591 | -136520 |
| Avg Bars in Trades | 31 | 38 | 23 | 31 | 38 | 23 |
| Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
| Avg Bars in Losers | 29 | 40 | 19 | 29 | 40 | 19 |
| Bars Traded | 7108 | 4361 | 2747 | 7108 | 4361 | 2747 |
| Profit Streak | 12.9196 | 91.7529 | 12.9196 | 12.9196 | 91.7529 | 12.9196 |
| Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395979 | 400511 | -318890 | -450099 | -114851 | -579180 |
{
"trading_pair": "OP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7300,
"evaluation_days": 1216.67,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1655049600000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759183450158,
"expiration_time": 1762329600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 69,
"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": [
[
273943.3384719891,
245675.3390807843,
28267.9993912048,
12910.4479101711,
98952.3766061653,
-86041.9286959941
],
[
273.943338,
245.675339,
28.267999,
12.910448,
98.952377,
-86.041929
],
[
0.225158,
0.201924,
0.023234,
0.009981,
0.056555,
-0.161714
],
[
10,
10,
10,
10,
10,
10
],
[
-119291,
-76930,
-141561,
-160088,
-60556,
-172096
],
[
1.296596,
1.536266,
1.060726,
1.021566,
1.38248,
0.746894
],
[
229,
114,
115,
229,
114,
115
],
[
129,
63,
66,
129,
63,
66
],
[
100,
51,
49,
100,
51,
49
],
[
56.331878,
55.263158,
57.391304,
56.331878,
55.263158,
57.391304
],
[
1.005113,
1.243644,
0.787508,
0.791911,
1.11915,
0.554512
],
[
52131,
52131,
35183,
54582,
54582,
13189
],
[
-77490,
-46093,
-77490,
-136520,
-43591,
-136520
],
[
31,
38,
23,
31,
38,
23
],
[
31,
36,
27,
31,
36,
27
],
[
29,
40,
19,
29,
40,
19
],
[
7108,
4361,
2747,
7108,
4361,
2747
],
[
12.919562,
91.752895,
12.919562,
12.919562,
91.752895,
12.919562
],
[
2,
7,
1,
2,
7,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395979,
400511,
-318890,
-450099,
-114851,
-579180
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7300,
"evaluation_days": 1216.67,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1655049600000,
"last_datapoint_time": 1759176000000,
"evaluation_time": 1759183450158,
"expiration_time": 1762329600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 69,
"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) |
|---|