Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284745.7892 | 255515.4535 | 29230.3357 | 86864.1069 | -45206.908 | 132071.0149 |
Total P&L (%) | 284.7458 | 255.5155 | 29.2303 | 86.8641 | -45.2069 | 132.071 |
Avg Daily Profit (%) | 0.2335 | 0.2096 | 0.024 | 0.0513 | -0.0493 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173184 | -83694 | -151951 | -322609 | -321728 | -107987 |
Profit Factor | 1.2796 | 1.4953 | 1.0581 | 1.0587 | 0.9496 | 1.2268 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Losing Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Profitability (%) | 47.8927 | 48.4615 | 47.3282 | 47.8927 | 48.4615 | 47.3282 |
Ratio Avg Win / Avg Loss | 1.3922 | 1.5903 | 1.1776 | 1.1519 | 1.0099 | 1.3653 |
Largest Winning Trade | 72482 | 72482 | 23415 | 59635 | 59635 | 55976 |
Largest Losing Trade | -43382 | -37195 | -43382 | -142687 | -142687 | -62432 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 56 | 53 | 60 | 56 | 53 | 60 |
Avg Bars in Losers | 52 | 65 | 39 | 52 | 65 | 39 |
Bars Traded | 14234 | 7733 | 6501 | 14234 | 7733 | 6501 |
Profit Streak | 13.0928 | 0 | 13.5928 | 13.0928 | 0 | 13.5928 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324724 | 334220 | -321229 | -279209 | -579918 | -101718 |
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14631, "evaluation_days": 1219.25, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654920000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759414420561, "expiration_time": 1763198755200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "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": [ [ 284745.7892492231, 255515.4535091785, 29230.3357400448, 86864.1068620897, -45206.9080121753, 132071.014874265 ], [ 284.745789, 255.515454, 29.230336, 86.864107, -45.206908, 132.071015 ], [ 0.233542, 0.209568, 0.023974, 0.051292, -0.04933, 0.069072 ], [ 10, 10, 10, 10, 10, 10 ], [ -173184, -83694, -151951, -322609, -321728, -107987 ], [ 1.279561, 1.495321, 1.058148, 1.05871, 0.949607, 1.226753 ], [ 261, 130, 131, 261, 130, 131 ], [ 125, 63, 62, 125, 63, 62 ], [ 136, 67, 69, 136, 67, 69 ], [ 47.89272, 48.461538, 47.328244, 47.89272, 48.461538, 47.328244 ], [ 1.392162, 1.590262, 1.177616, 1.151877, 1.0099, 1.365257 ], [ 72482, 72482, 23415, 59635, 59635, 55976 ], [ -43382, -37195, -43382, -142687, -142687, -62432 ], [ 54, 59, 49, 54, 59, 49 ], [ 56, 53, 60, 56, 53, 60 ], [ 52, 65, 39, 52, 65, 39 ], [ 14234, 7733, 6501, 14234, 7733, 6501 ], [ 13.09283, 0, 13.59283, 13.092831, 0, 13.592831 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324724, 334220, -321229, -279209, -579918, -101718 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14631, "evaluation_days": 1219.25, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654920000000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759414420561, "expiration_time": 1763198755200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "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) |
---|