| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 257305.0942 | 234306.7307 | 22998.3636 | -40224.4725 | 18847.5537 | -59072.0262 |
| Total P&L (%) | 257.3051 | 234.3067 | 22.9984 | -40.2245 | 18.8476 | -59.072 |
| Avg Daily Profit (%) | 0.211 | 0.1921 | 0.0189 | -0.0422 | 0.0142 | -0.0732 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -233259 | -91818 | -183787 | -167838 | -118103 | -176844 |
| Profit Factor | 1.1816 | 1.3243 | 1.0331 | 0.9647 | 1.0316 | 0.8913 |
| Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
| Winning Trades | 207 | 96 | 111 | 207 | 96 | 111 |
| Losing Trades | 177 | 96 | 81 | 177 | 96 | 81 |
| Profitability (%) | 53.9063 | 50 | 57.8125 | 53.9063 | 50 | 57.8125 |
| Ratio Avg Win / Avg Loss | 1.0104 | 1.3243 | 0.7539 | 0.8249 | 1.0316 | 0.6504 |
| Largest Winning Trade | 53551 | 53551 | 43862 | 45107 | 34526 | 45107 |
| Largest Losing Trade | -70489 | -41755 | -70489 | -87322 | -67330 | -87322 |
| Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
| Avg Bars in Winners | 19 | 18 | 19 | 19 | 18 | 19 |
| Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
| Bars Traded | 7313 | 3651 | 3662 | 7313 | 3651 | 3662 |
| Profit Streak | 0 | 10.0312 | 0 | 0 | 10.0312 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -10249 | 330363 | -356571 | -577986 | -365972 | -579037 |
{
"trading_pair": "OP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7317,
"evaluation_days": 1219.5,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654070400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759423494720,
"expiration_time": 1762581744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.28652
}
}
} {
"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": [
[
257305.0942363197,
234306.7306757095,
22998.3635606105,
-40224.4725148144,
18847.5537327291,
-59072.0262475433
],
[
257.305094,
234.306731,
22.998364,
-40.224473,
18.847554,
-59.072026
],
[
0.210992,
0.192133,
0.018859,
-0.042187,
0.01416,
-0.073229
],
[
10,
10,
10,
10,
10,
10
],
[
-233259,
-91818,
-183787,
-167838,
-118103,
-176844
],
[
1.18161,
1.324336,
1.033121,
0.964714,
1.031589,
0.891277
],
[
384,
192,
192,
384,
192,
192
],
[
207,
96,
111,
207,
96,
111
],
[
177,
96,
81,
177,
96,
81
],
[
53.90625,
50,
57.8125,
53.90625,
50,
57.8125
],
[
1.010362,
1.324336,
0.753899,
0.824901,
1.031589,
0.650391
],
[
53551,
53551,
43862,
45107,
34526,
45107
],
[
-70489,
-41755,
-70489,
-87322,
-67330,
-87322
],
[
19,
19,
19,
19,
19,
19
],
[
19,
18,
19,
19,
18,
19
],
[
19,
19,
18,
19,
19,
18
],
[
7313,
3651,
3662,
7313,
3651,
3662
],
[
0,
10.031189,
0,
0,
10.031189,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-10249,
330363,
-356571,
-577986,
-365972,
-579037
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7317,
"evaluation_days": 1219.5,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654070400000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759423494720,
"expiration_time": 1762581744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.28652
}
}
}
| # | 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) |
|---|