| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 356070.6154 | 306740.9207 | 49329.6947 | 121100.8002 | 211138.3148 | -90037.5146 |
| Total P&L (%) | 356.0706 | 306.7409 | 49.3297 | 121.1008 | 211.1383 | -90.0375 |
| Avg Daily Profit (%) | 0.2913 | 0.251 | 0.0404 | 0.0649 | 0.0929 | -0.1885 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118868 | -80132 | -114235 | -257024 | -124972 | -271894 |
| Profit Factor | 1.3772 | 1.6945 | 1.0982 | 1.104 | 1.4223 | 0.8644 |
| Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
| Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Losing Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Profitability (%) | 52.4 | 52.8 | 52 | 52.4 | 52.8 | 52 |
| Ratio Avg Win / Avg Loss | 1.2511 | 1.5147 | 1.0137 | 1.0029 | 1.2714 | 0.7979 |
| Largest Winning Trade | 70895 | 70895 | 33574 | 55857 | 55857 | 36989 |
| Largest Losing Trade | -80248 | -37697 | -80248 | -159709 | -63594 | -159709 |
| Avg Bars in Trades | 57 | 62 | 52 | 57 | 62 | 52 |
| Avg Bars in Winners | 53 | 53 | 53 | 53 | 53 | 53 |
| Avg Bars in Losers | 62 | 73 | 50 | 62 | 73 | 50 |
| Bars Traded | 14379 | 7872 | 6507 | 14379 | 7872 | 6507 |
| Profit Streak | 26.5558 | 31.3058 | 26.5558 | 26.5558 | 31.3058 | 26.5558 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436210 | 463190 | -251824 | -209142 | -66496 | -579724 |
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14667,
"evaluation_days": 1222.25,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654927200000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759670422359,
"expiration_time": 1763467286400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 60,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 120,
"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": [
[
356070.6153936523,
306740.920650207,
49329.6947434451,
121100.8001680685,
211138.3147778205,
-90037.5146097516
],
[
356.070615,
306.740921,
49.329695,
121.1008,
211.138315,
-90.037515
],
[
0.291324,
0.250964,
0.04036,
0.064938,
0.09291,
-0.188519
],
[
10,
10,
10,
10,
10,
10
],
[
-118868,
-80132,
-114235,
-257024,
-124972,
-271894
],
[
1.377208,
1.694463,
1.098214,
1.104043,
1.422272,
0.864389
],
[
250,
125,
125,
250,
125,
125
],
[
131,
66,
65,
131,
66,
65
],
[
119,
59,
60,
119,
59,
60
],
[
52.4,
52.8,
52,
52.4,
52.8,
52
],
[
1.251052,
1.514747,
1.013736,
1.00291,
1.271425,
0.797898
],
[
70895,
70895,
33574,
55857,
55857,
36989
],
[
-80248,
-37697,
-80248,
-159709,
-63594,
-159709
],
[
57,
62,
52,
57,
62,
52
],
[
53,
53,
53,
53,
53,
53
],
[
62,
73,
50,
62,
73,
50
],
[
14379,
7872,
6507,
14379,
7872,
6507
],
[
26.555814,
31.305814,
26.555814,
26.555814,
31.305814,
26.555814
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436210,
463190,
-251824,
-209142,
-66496,
-579724
]
]
}
{
"trading_pair": "OP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14667,
"evaluation_days": 1222.25,
"actual_first_datapoint_time": 1654070400000,
"first_datapoint_time": 1654927200000,
"last_datapoint_time": 1759665600000,
"evaluation_time": 1759670422359,
"expiration_time": 1763467286400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 60,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 120,
"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) |
|---|