Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288159.2505 | 243443.1178 | 44716.1327 | 138364.7602 | -76007.2875 | 214372.0477 |
Total P&L (%) | 288.1593 | 243.4431 | 44.7161 | 138.3648 | -76.0073 | 214.372 |
Avg Daily Profit (%) | 0.2358 | 0.1992 | 0.0366 | 0.0711 | -0.1167 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136693 | -123180 | -50445 | -1071726 | -1086140 | -411256 |
Profit Factor | 1.3146 | 1.4132 | 1.1369 | 1.0235 | 0.9816 | 1.1226 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 60.1399 | 59.4406 | 60.8392 | 60.1399 | 59.4406 | 60.8392 |
Ratio Avg Win / Avg Loss | 0.8713 | 0.9643 | 0.7318 | 0.6784 | 0.6698 | 0.7226 |
Largest Winning Trade | 100730 | 100730 | 15053 | 251113 | 251113 | 87390 |
Largest Losing Trade | -43364 | -43364 | -20955 | -440462 | -440462 | -113595 |
Avg Bars in Trades | 49 | 77 | 21 | 49 | 77 | 21 |
Avg Bars in Winners | 34 | 50 | 19 | 34 | 50 | 19 |
Avg Bars in Losers | 70 | 116 | 23 | 70 | 116 | 23 |
Bars Traded | 14063 | 11020 | 3043 | 14063 | 11020 | 3043 |
Profit Streak | 0 | 0 | 22.1104 | 0 | 0 | 22.1104 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332777 | 279776 | -214909 | -291544 | -579729 | -152602 |
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14666, "evaluation_days": 1222.17, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654603200000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759660737718, "expiration_time": 1763459827200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 75, "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": [ [ 288159.2505237771, 243443.1178365375, 44716.1326872397, 138364.7601727385, -76007.2875155163, 214372.047688255 ], [ 288.159251, 243.443118, 44.716133, 138.36476, -76.007288, 214.372048 ], [ 0.235777, 0.199189, 0.036587, 0.071098, -0.116726, 0.093763 ], [ 10, 10, 10, 10, 10, 10 ], [ -136693, -123180, -50445, -1071726, -1086140, -411256 ], [ 1.314633, 1.413207, 1.136872, 1.023498, 0.981638, 1.122571 ], [ 286, 143, 143, 286, 143, 143 ], [ 172, 85, 87, 172, 85, 87 ], [ 114, 58, 56, 114, 58, 56 ], [ 60.13986, 59.440559, 60.839161, 60.13986, 59.440559, 60.839161 ], [ 0.871327, 0.964306, 0.731779, 0.678365, 0.669824, 0.722574 ], [ 100730, 100730, 15053, 251113, 251113, 87390 ], [ -43364, -43364, -20955, -440462, -440462, -113595 ], [ 49, 77, 21, 49, 77, 21 ], [ 34, 50, 19, 34, 50, 19 ], [ 70, 116, 23, 70, 116, 23 ], [ 14063, 11020, 3043, 14063, 11020, 3043 ], [ 0, 0, 22.11039, 0, 0, 22.11039 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332777, 279776, -214909, -291544, -579729, -152602 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14666, "evaluation_days": 1222.17, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654603200000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759660737718, "expiration_time": 1763459827200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 75, "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) |
---|