Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296746.4216 | 239750.8639 | 56995.5576 | 218213.3462 | 102473.4734 | 115739.8729 |
Total P&L (%) | 296.7464 | 239.7509 | 56.9956 | 218.2133 | 102.4735 | 115.7399 |
Avg Daily Profit (%) | 0.243 | 0.1963 | 0.0467 | 0.0948 | 0.0578 | 0.063 |
Buy And Hold Return (%) | 42.2718 | 42.2718 | 42.2718 | 42.2718 | 42.2718 | 42.2718 |
Max Trade Drawdown | -81309 | -64872 | -53962 | -216639 | -214002 | -106072 |
Profit Factor | 1.7668 | 2.2126 | 1.3011 | 1.2343 | 1.1926 | 1.2898 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 52.381 | 51.6129 | 53.125 | 52.381 | 51.6129 | 53.125 |
Ratio Avg Win / Avg Loss | 1.6062 | 2.0743 | 1.1481 | 1.1221 | 1.1181 | 1.138 |
Largest Winning Trade | 160115 | 160115 | 34689 | 165382 | 165382 | 62828 |
Largest Losing Trade | -40075 | -40075 | -32433 | -139758 | -139758 | -54879 |
Avg Bars in Trades | 71 | 95 | 48 | 71 | 95 | 48 |
Avg Bars in Winners | 59 | 59 | 58 | 59 | 59 | 58 |
Avg Bars in Losers | 85 | 132 | 37 | 85 | 132 | 37 |
Bars Traded | 4502 | 2947 | 1555 | 4502 | 2947 | 1555 |
Profit Streak | 75.8717 | 75.8717 | 78.3717 | 75.8717 | 75.8717 | 78.3717 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137980 | 419091 | -186567 | -217229 | -127733 | -110819 |
{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4885, "evaluation_days": 1221.25, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1657972800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759568115979, "expiration_time": 1762723080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 127, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 182, "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": [ [ 296746.4215715906, 239750.8639475509, 56995.5576240397, 218213.3462309566, 102473.473353072, 115739.8728778847 ], [ 296.746422, 239.750864, 56.995558, 218.213346, 102.473473, 115.739873 ], [ 0.242986, 0.196316, 0.04667, 0.094829, 0.05778, 0.06298 ], [ 42.271845, 42.271845, 42.271845, 42.271845, 42.271845, 42.271845 ], [ -81309, -64872, -53962, -216639, -214002, -106072 ], [ 1.766817, 2.212571, 1.301144, 1.234294, 1.192631, 1.289785 ], [ 63, 31, 32, 63, 31, 32 ], [ 33, 16, 17, 33, 16, 17 ], [ 30, 15, 15, 30, 15, 15 ], [ 52.380952, 51.612903, 53.125, 52.380952, 51.612903, 53.125 ], [ 1.606197, 2.074285, 1.148068, 1.122085, 1.118092, 1.138045 ], [ 160115, 160115, 34689, 165382, 165382, 62828 ], [ -40075, -40075, -32433, -139758, -139758, -54879 ], [ 71, 95, 48, 71, 95, 48 ], [ 59, 59, 58, 59, 59, 58 ], [ 85, 132, 37, 85, 132, 37 ], [ 4502, 2947, 1555, 4502, 2947, 1555 ], [ 75.871713, 75.871713, 78.371713, 75.871713, 75.871713, 78.371713 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -137980, 419091, -186567, -217229, -127733, -110819 ] ] }
{ "trading_pair": "OP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4885, "evaluation_days": 1221.25, "actual_first_datapoint_time": 1654063200000, "first_datapoint_time": 1657972800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759568115979, "expiration_time": 1762723080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 127, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 182, "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) |
---|