Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224904.7724 | 202602.3377 | 22302.4346 | -33908.1492 | 168476.8137 | -202384.9629 |
Total P&L (%) | 224.9048 | 202.6023 | 22.3024 | -33.9081 | 168.4768 | -202.385 |
Avg Daily Profit (%) | 0.1835 | 0.1653 | 0.0182 | -0.0338 | 0.0806 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189947 | -65966 | -201952 | -280816 | -47103 | -337241 |
Profit Factor | 1.151 | 1.2976 | 1.0276 | 0.9675 | 1.4738 | 0.7057 |
Total Trades | 567 | 284 | 283 | 567 | 284 | 283 |
Winning Trades | 328 | 158 | 170 | 328 | 158 | 170 |
Losing Trades | 239 | 126 | 113 | 239 | 126 | 113 |
Profitability (%) | 57.8483 | 55.6338 | 60.0707 | 57.8483 | 55.6338 | 60.0707 |
Ratio Avg Win / Avg Loss | 0.8387 | 1.0348 | 0.683 | 0.705 | 1.1753 | 0.4691 |
Largest Winning Trade | 28872 | 28872 | 19927 | 66499 | 66499 | 35547 |
Largest Losing Trade | -66742 | -29395 | -66742 | -173560 | -36739 | -173560 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 23 | 22 | 23 | 23 | 22 | 23 |
Avg Bars in Losers | 29 | 27 | 31 | 29 | 27 | 31 |
Bars Traded | 14611 | 7033 | 7578 | 14611 | 7033 | 7578 |
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 | -44359 | 335933 | -363250 | -576520 | -82258 | -578270 |
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14710, "evaluation_days": 1225.83, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654639200000, "last_datapoint_time": 1759975200000, "evaluation_time": 1759984538694, "expiration_time": 1763788032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 80, "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": [ [ 224904.7723749757, 202602.3377411101, 22302.4346338654, -33908.1492243567, 168476.813707059, -202384.9629314154 ], [ 224.904772, 202.602338, 22.302435, -33.908149, 168.476814, -202.384963 ], [ 0.183471, 0.165278, 0.018194, -0.033778, 0.080598, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -189947, -65966, -201952, -280816, -47103, -337241 ], [ 1.150997, 1.297595, 1.027579, 0.967497, 1.473774, 0.705675 ], [ 567, 284, 283, 567, 284, 283 ], [ 328, 158, 170, 328, 158, 170 ], [ 239, 126, 113, 239, 126, 113 ], [ 57.848325, 55.633803, 60.070671, 57.848325, 55.633803, 60.070671 ], [ 0.838684, 1.034791, 0.683038, 0.704975, 1.175289, 0.469066 ], [ 28872, 28872, 19927, 66499, 66499, 35547 ], [ -66742, -29395, -66742, -173560, -36739, -173560 ], [ 25, 24, 26, 25, 24, 26 ], [ 23, 22, 23, 23, 22, 23 ], [ 29, 27, 31, 29, 27, 31 ], [ 14611, 7033, 7578, 14611, 7033, 7578 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -44359, 335933, -363250, -576520, -82258, -578270 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14710, "evaluation_days": 1225.83, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654639200000, "last_datapoint_time": 1759975200000, "evaluation_time": 1759984538694, "expiration_time": 1763788032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 80, "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) |
---|