Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407475.0224 | 343351.3408 | 64123.6816 | 411793.0507 | 293495.9184 | 118297.1323 |
Total P&L (%) | 407.475 | 343.3513 | 64.1237 | 411.7931 | 293.4959 | 118.2971 |
Avg Daily Profit (%) | 0.3337 | 0.2812 | 0.0525 | 0.1338 | 0.1123 | 0.064 |
Buy And Hold Return (%) | 42.4706 | 42.4706 | 42.4706 | 42.4706 | 42.4706 | 42.4706 |
Max Trade Drawdown | -84901 | -103783 | -26662 | -626389 | -711555 | -223447 |
Profit Factor | 1.6349 | 1.6947 | 1.4344 | 1.1287 | 1.1194 | 1.1596 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 106 | 42 | 64 | 106 | 42 | 64 |
Losing Trades | 127 | 74 | 53 | 127 | 74 | 53 |
Profitability (%) | 45.4936 | 36.2069 | 54.7009 | 45.4936 | 36.2069 | 54.7009 |
Ratio Avg Win / Avg Loss | 1.9587 | 2.9859 | 1.1879 | 1.3523 | 1.9723 | 0.9603 |
Largest Winning Trade | 189142 | 189142 | 15660 | 392026 | 392026 | 87810 |
Largest Losing Trade | -21754 | -21754 | -17949 | -181293 | -181293 | -99994 |
Avg Bars in Trades | 61 | 119 | 4 | 61 | 119 | 4 |
Avg Bars in Winners | 87 | 215 | 3 | 87 | 215 | 3 |
Avg Bars in Losers | 39 | 64 | 5 | 39 | 64 | 5 |
Bars Traded | 14353 | 13840 | 513 | 14353 | 13840 | 513 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407741 | 212984 | -131395 | -93886 | -136890 | -156835 |
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14653, "evaluation_days": 1221.08, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655438400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759573459757, "expiration_time": 1763362857600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 2.1186 } } }
{ "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": [ [ 407475.0223666516, 343351.3407751764, 64123.6815914751, 411793.0506673646, 293495.9183941993, 118297.1322731647 ], [ 407.475022, 343.351341, 64.123682, 411.793051, 293.495918, 118.297132 ], [ 0.333701, 0.281187, 0.052514, 0.133803, 0.112251, 0.063955 ], [ 42.470588, 42.470588, 42.470588, 42.470588, 42.470588, 42.470588 ], [ -84901, -103783, -26662, -626389, -711555, -223447 ], [ 1.634854, 1.694719, 1.434411, 1.128706, 1.119394, 1.15959 ], [ 233, 116, 117, 233, 116, 117 ], [ 106, 42, 64, 106, 42, 64 ], [ 127, 74, 53, 127, 74, 53 ], [ 45.493562, 36.206897, 54.700855, 45.493562, 36.206897, 54.700855 ], [ 1.95874, 2.985934, 1.187872, 1.352318, 1.972265, 0.960286 ], [ 189142, 189142, 15660, 392026, 392026, 87810 ], [ -21754, -21754, -17949, -181293, -181293, -99994 ], [ 61, 119, 4, 61, 119, 4 ], [ 87, 215, 3, 87, 215, 3 ], [ 39, 64, 5, 39, 64, 5 ], [ 14353, 13840, 513, 14353, 13840, 513 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407741, 212984, -131395, -93886, -136890, -156835 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14653, "evaluation_days": 1221.08, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655438400000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759573459757, "expiration_time": 1763362857600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 2.1186 } } }
# | 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) |
---|